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YFSIX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

YFSIX vs. YAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Global Fund (YFSIX) and AMG Yacktman Focused Fund (YAFFX). The values are adjusted to include any dividend payments, if applicable.

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YFSIX vs. YAFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%14.16%

Returns By Period

In the year-to-date period, YFSIX achieves a 8.16% return, which is significantly lower than YAFFX's 8.59% return.


YFSIX

1D
-1.07%
1M
-10.67%
YTD
8.16%
6M
0.34%
1Y
22.29%
3Y*
11.70%
5Y*
6.73%
10Y*

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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YFSIX vs. YAFFX - Expense Ratio Comparison

YFSIX has a 0.95% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

YFSIX vs. YAFFX — Risk / Return Rank

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

YFSIX
YFSIX Risk / Return Rank: 5151
Overall Rank
YFSIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 6868
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 4343
Martin Ratio Rank

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
Martin Ratio Rank
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. YAFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund (YFSIX) and AMG Yacktman Focused Fund (YAFFX). 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.


YFSIXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.49

+0.50

Sortino ratio

Return per unit of downside risk

1.16

0.67

+0.50

Omega ratio

Gain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratio

Return relative to maximum drawdown

1.36

0.57

+0.79

Martin ratio

Return relative to average drawdown

4.42

2.02

+2.40

YFSIX vs. YAFFX - Sharpe Ratio Comparison

The current YFSIX Sharpe Ratio is 0.99, which is higher than the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of YFSIX and YAFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


YFSIXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.49

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.41

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.58

+0.13

Correlation

The correlation between YFSIX and YAFFX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

YFSIX vs. YAFFX - Dividend Comparison

Neither YFSIX nor YAFFX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

YFSIX vs. YAFFX - Drawdown Comparison

The maximum YFSIX drawdown since its inception was -35.10%, smaller than the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for YFSIX and YAFFX.


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Drawdown Indicators


YFSIXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.10%

-43.80%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-17.08%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-21.31%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-30.62%

Current Drawdown

Current decline from peak

-11.03%

-8.71%

-2.32%

Average Drawdown

Average peak-to-trough decline

-4.93%

-6.24%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

4.83%

-0.45%

Volatility

YFSIX vs. YAFFX - Volatility Comparison

AMG Yacktman Global Fund (YFSIX) has a higher volatility of 9.23% compared to AMG Yacktman Focused Fund (YAFFX) at 7.76%. This indicates that YFSIX's price experiences larger fluctuations and is considered to be riskier than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YFSIXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

7.76%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

21.51%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

22.92%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

17.85%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

16.39%

-0.19%