YFSIX vs. MEQFX
YFSIX (AMG Yacktman Global Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - YFSIX is a Global Equities fund managed by AMG, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 5 years, YFSIX returned 9.02%/yr vs 9.59%/yr for MEQFX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. YFSIX charges 0.95%/yr vs 0.64%/yr for MEQFX.
Performance
YFSIX vs. MEQFX - 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 MEQFX's 0.15% 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%
MEQFX
- 1D
- -0.46%
- 1M
- 0.51%
- 6M
- 0.15%
- YTD
- 0.15%
- 1Y
- -5.30%
- 3Y*
- 9.22%
- 5Y*
- 9.59%
- 10Y*
- 10.81%
- ALL TIME*
- 6.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
YFSIX vs. MEQFX - 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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.15% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 13.51% |
Correlation
The correlation between YFSIX and MEQFX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.61 |
Over the past year, the correlation between YFSIX and MEQFX has dropped to 0.19 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
YFSIX vs. MEQFX — Risk / Return Rank
YFSIX
MEQFX
YFSIX vs. MEQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and AMG River Road Large Cap Value Select Fund (MEQFX). 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 | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.93 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.42 | +1.83 |
| Martin ratioReturn relative to average drawdown | 4.10 | -0.70 | +4.80 |
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Drawdowns
YFSIX vs. MEQFX - Drawdown Comparison
The maximum YFSIX drawdown since its inception was -35.10%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for YFSIX and MEQFX.
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Drawdown Indicators
| YFSIX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -55.38% | +20.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -17.43% | +3.23% |
Max Drawdown (3Y)Largest decline over 3 years | -14.20% | -17.43% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -19.48% | -5.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.69% | — |
Current DrawdownCurrent decline from peak | -2.55% | -11.64% | +9.09% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -12.19% | +7.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 10.37% | -5.51% |
Volatility
YFSIX vs. MEQFX - Volatility Comparison
AMG Yacktman Global Fund (YFSIX) has a higher volatility of 5.69% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 4.03%. This indicates that YFSIX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YFSIX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.03% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 9.51% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.66% | 17.07% | +5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 17.55% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 19.60% | -3.24% |
YFSIX vs. MEQFX - Expense Ratio Comparison
YFSIX has a 0.95% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
YFSIX vs. MEQFX - Dividend Comparison
Neither YFSIX nor MEQFX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
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 MEQFX have a correlation of 0.19, 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 MEQFX (4.03%). In terms of maximum drawdown, YFSIX dropped -35.10% vs MEQFX's -55.38%.
YFSIX currently has the higher Sharpe Ratio (0.88 vs -0.43), 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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