YFSIX vs. WBREOX

Last updated Jun 4, 2026

YFSIX (AMG Yacktman Global Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, YFSIX returned 32.86% vs 28.98% for WBREOX. At a 0.39 correlation, their price movements are largely independent. YFSIX charges 0.95%/yr vs 0.02%/yr for WBREOX.

Performance

YFSIX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Global Fund (YFSIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFSIX achieves a 27.94% return, which is significantly higher than WBREOX's 11.70% return.

YFSIX

• 1D: -0.24%
• 1M: 5.24%
• YTD: 27.94%
• 6M: 15.38%
• 1Y: 32.86%
• 3Y*: 17.40%
• 5Y*: 9.09%
• 10Y*: —

WBREOX

• 1D: 0.13%
• 1M: 5.80%
• YTD: 11.70%
• 6M: 11.74%
• 1Y: 28.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YFSIX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
YFSIX AMG Yacktman Global Fund	27.94%	14.10%
WBREOX CIT: BlackRock Equity Index Fund Class 1	11.70%	16.64%

Correlation

The correlation between YFSIX and WBREOX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025	0.39

Return for Risk

YFSIX vs. WBREOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YFSIX

YFSIX Risk / Return Rank: 32
YFSIX Sharpe Ratio Rank: 29
YFSIX Sortino Ratio Rank: 17
YFSIX Omega Ratio Rank: 47
YFSIX Calmar Ratio Rank: 37
YFSIX Martin Ratio Rank: 32

WBREOX

WBREOX Risk / Return Rank: 84
WBREOX Sharpe Ratio Rank: 86
WBREOX Sortino Ratio Rank: 83
WBREOX Omega Ratio Rank: 78
WBREOX Calmar Ratio Rank: 83
WBREOX Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YFSIX vs. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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	WBREOX	Difference
Sharpe ratio Return per unit of total volatility	1.54	2.80	-1.26
Sortino ratio Return per unit of downside risk	1.70	3.94	-2.24
Omega ratio Gain probability vs. loss probability	1.37	1.51	-0.14
Calmar ratio Return relative to maximum drawdown	2.31	3.85	-1.54
Martin ratio Return relative to average drawdown	7.30	17.42	-10.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YFSIX vs. WBREOX - Sharpe Ratio Comparison

The current YFSIX Sharpe Ratio is 1.54, which is lower than the WBREOX Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of YFSIX and WBREOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YFSIX	WBREOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	2.80	-1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	1.26	-0.44

Drawdowns

YFSIX vs. WBREOX - Drawdown Comparison

The maximum YFSIX drawdown since its inception was -35.10%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for YFSIX and WBREOX.

Drawdown Indicators

	YFSIX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-35.10%	-19.07%	-16.03%
Max Drawdown (1Y) Largest decline over 1 year	-14.20%	-8.89%	-5.31%
Max Drawdown (3Y) Largest decline over 3 years	-14.20%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.14%	—	—
Current Drawdown Current decline from peak	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-4.90%	-2.60%	-2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	1.89%	+2.58%

Volatility

YFSIX vs. WBREOX - Volatility Comparison

AMG Yacktman Global Fund (YFSIX) has a higher volatility of 5.82% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 2.83%. This indicates that YFSIX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFSIX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.82%	2.83%	+2.99%
Volatility (6M) Calculated over the trailing 6-month period	20.77%	9.40%	+11.37%
Volatility (1Y) Calculated over the trailing 1-year period	21.35%	12.22%	+9.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.39%	18.64%	-3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	18.64%	-2.39%

YFSIX vs. WBREOX - Expense Ratio Comparison

YFSIX has a 0.95% expense ratio, which is higher than WBREOX's 0.02% expense ratio.

Dividends

YFSIX vs. WBREOX - Dividend Comparison

Neither YFSIX nor WBREOX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both YFSIX and WBREOX in my portfolio?

YFSIX and WBREOX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFSIX or WBREOX?

YFSIX has higher volatility (5.82%) compared to WBREOX (2.83%). In terms of maximum drawdown, YFSIX dropped -35.10% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

WBREOX currently has the higher Sharpe Ratio (2.80 vs 1.54), 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.