YFSIX vs. SKSEX
Compare and contrast key facts about AMG Yacktman Global Fund (YFSIX) and AMG GW&K Small Cap Value Fund (SKSEX).
YFSIX is managed by AMG. It was launched on Jan 30, 2017. SKSEX is managed by AMG. It was launched on Apr 23, 1987.
Performance
YFSIX vs. SKSEX - Performance Comparison
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YFSIX vs. SKSEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YFSIX AMG Yacktman Global Fund | 8.16% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
SKSEX AMG GW&K Small Cap Value Fund | 1.27% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 10.27% |
Returns By Period
In the year-to-date period, YFSIX achieves a 8.16% return, which is significantly higher than SKSEX's 1.27% return.
YFSIX
- 1D
- -1.07%
- 1M
- -10.67%
- YTD
- 8.16%
- 6M
- 0.34%
- 1Y
- 22.29%
- 3Y*
- 11.70%
- 5Y*
- 6.73%
- 10Y*
- —
SKSEX
- 1D
- -1.24%
- 1M
- -5.86%
- YTD
- 1.27%
- 6M
- -5.04%
- 1Y
- 5.64%
- 3Y*
- 6.50%
- 5Y*
- 3.49%
- 10Y*
- 7.67%
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YFSIX vs. SKSEX - Expense Ratio Comparison
YFSIX has a 0.95% expense ratio, which is lower than SKSEX's 1.15% expense ratio.
Return for Risk
YFSIX vs. SKSEX — Risk / Return Rank
YFSIX
SKSEX
YFSIX vs. SKSEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and AMG GW&K Small Cap Value Fund (SKSEX). 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.
| YFSIX | SKSEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.26 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.49 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.07 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.24 | +1.13 |
Martin ratioReturn relative to average drawdown | 4.42 | 0.72 | +3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| YFSIX | SKSEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.26 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.16 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.58 | +0.13 |
Correlation
The correlation between YFSIX and SKSEX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
YFSIX vs. SKSEX - Dividend Comparison
Neither YFSIX nor SKSEX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SKSEX AMG GW&K Small Cap Value Fund | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
Drawdowns
YFSIX vs. SKSEX - Drawdown Comparison
The maximum YFSIX drawdown since its inception was -35.10%, smaller than the maximum SKSEX drawdown of -65.26%. Use the drawdown chart below to compare losses from any high point for YFSIX and SKSEX.
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Drawdown Indicators
| YFSIX | SKSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -65.26% | +30.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -14.11% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -26.39% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.36% | — |
Current DrawdownCurrent decline from peak | -11.03% | -10.80% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -9.26% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 4.70% | -0.32% |
Volatility
YFSIX vs. SKSEX - Volatility Comparison
AMG Yacktman Global Fund (YFSIX) has a higher volatility of 9.23% compared to AMG GW&K Small Cap Value Fund (SKSEX) at 6.16%. This indicates that YFSIX's price experiences larger fluctuations and is considered to be riskier than SKSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YFSIX | SKSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.23% | 6.16% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 19.89% | 15.40% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.29% | 22.98% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 21.49% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.20% | 24.46% | -8.26% |