YFSIX vs. CFIMX
YFSIX (AMG Yacktman Global Fund) and CFIMX (Clipper Fund) are both mutual funds - YFSIX is a Global Equities fund managed by AMG, while CFIMX is a Large Cap Blend Equities fund managed by Clipper. Over the past 5 years, YFSIX returned 9.02%/yr vs 12.50%/yr for CFIMX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. YFSIX charges 0.95%/yr vs 0.71%/yr for CFIMX.
Performance
YFSIX vs. CFIMX - Performance Comparison
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Returns By Period
In the year-to-date period, YFSIX achieves a 24.97% return, which is significantly higher than CFIMX's 10.76% return.
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
CFIMX
- 1D
- -0.24%
- 1M
- 0.48%
- 6M
- 7.90%
- YTD
- 10.76%
- 1Y
- 29.77%
- 3Y*
- 21.07%
- 5Y*
- 12.50%
- 10Y*
- 13.05%
- ALL TIME*
- 10.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CFIMX Clipper Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
YFSIX vs. CFIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
CFIMX Clipper Fund | 10.76% | 27.39% | 19.40% | 31.59% | -18.80% | 17.76% | 9.96% | 29.66% | -12.90% | 16.13% |
Correlation
The correlation between YFSIX and CFIMX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.69 |
Over the past year, the correlation between YFSIX and CFIMX has dropped to 0.42 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
YFSIX vs. CFIMX — Risk / Return Rank
YFSIX
CFIMX
YFSIX vs. CFIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and Clipper Fund (CFIMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YFSIX | CFIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.20 | -1.79 |
| Martin ratioReturn relative to average drawdown | 4.10 | 12.91 | -8.81 |
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Drawdowns
YFSIX vs. CFIMX - Drawdown Comparison
The maximum YFSIX drawdown since its inception was -35.10%, smaller than the maximum CFIMX drawdown of -66.07%. Use the drawdown chart below to compare losses from any high point for YFSIX and CFIMX.
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Drawdown Indicators
| YFSIX | CFIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -66.07% | +30.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -8.25% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -18.43% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -30.80% | +5.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.24% | — |
Current DrawdownCurrent decline from peak | -2.55% | -1.71% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -7.84% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 2.05% | +2.81% |
Volatility
YFSIX vs. CFIMX - Volatility Comparison
AMG Yacktman Global Fund (YFSIX) has a higher volatility of 5.69% compared to Clipper Fund (CFIMX) at 2.93%. This indicates that YFSIX's price experiences larger fluctuations and is considered to be riskier than CFIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YFSIX | CFIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 2.93% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 8.77% | +7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 12.55% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 18.75% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 19.51% | -3.15% |
YFSIX vs. CFIMX - Expense Ratio Comparison
YFSIX has a 0.95% expense ratio, which is higher than CFIMX's 0.71% expense ratio.
Dividends
YFSIX vs. CFIMX - Dividend Comparison
YFSIX has not paid dividends to shareholders, while CFIMX's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFIMX Clipper Fund | 8.31% | 8.31% | 13.43% | 6.10% | 5.67% | 13.79% | 2.45% | 1.46% | 10.12% | 5.95% | 10.43% | 0.71% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
YFSIX and CFIMX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.69%) compared to CFIMX (2.93%). In terms of maximum drawdown, YFSIX dropped -35.10% vs CFIMX's -66.07%.
CFIMX currently has the higher Sharpe Ratio (2.10 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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