YFSIX vs. YAFFX

Last updated Jun 24, 2026

YFSIX (AMG Yacktman Global Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - YFSIX is a Large Cap Blend Equities fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 5 years, YFSIX returned 8.25%/yr vs 9.25%/yr for YAFFX. Their correlation of 0.93 suggests significant overlap in exposure. YFSIX charges 0.95%/yr vs 1.25%/yr for YAFFX.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with YFSIX having a 22.44% return and YAFFX slightly higher at 23.48%.

YFSIX

• 1D: -1.39%
• 1M: -0.70%
• YTD: 22.44%
• 6M: 24.75%
• 1Y: 22.66%
• 3Y*: 16.16%
• 5Y*: 8.25%
• 10Y*: —

YAFFX

• 1D: -1.21%
• 1M: -0.55%
• YTD: 23.48%
• 6M: 26.10%
• 1Y: 19.98%
• 3Y*: 16.02%
• 5Y*: 9.25%
• 10Y*: 12.45%

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

YFSIX vs. YAFFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YFSIX AMG Yacktman Global Fund	22.44%	14.91%	-0.34%	16.64%	-9.15%	13.13%	18.46%	24.40%	2.18%	20.95%
YAFFX AMG Yacktman Focused Fund	23.48%	3.89%	9.30%	16.53%	-8.20%	16.48%	17.22%	19.21%	2.99%	14.71%

Correlation

The correlation between YFSIX and YAFFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017	0.93

The correlation between YFSIX and YAFFX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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: 19
YFSIX Sharpe Ratio Rank: 15
YFSIX Sortino Ratio Rank: 11
YFSIX Omega Ratio Rank: 26
YFSIX Calmar Ratio Rank: 21
YFSIX Martin Ratio Rank: 21

YAFFX

YAFFX Risk / Return Rank: 14
YAFFX Sharpe Ratio Rank: 11
YAFFX Sortino Ratio Rank: 9
YAFFX Omega Ratio Rank: 24
YAFFX Calmar Ratio Rank: 13
YAFFX Martin Ratio Rank: 16

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.

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	YAFFX	Difference
Sharpe ratio: Return per unit of total volatility	1.01	0.86	+0.16
Sortino ratio: Return per unit of downside risk	1.21	1.04	+0.17
Omega ratio: Gain probability vs. loss probability	1.25	1.24	+0.01
Calmar ratio: Return relative to maximum drawdown	1.56	1.14	+0.42
Martin ratio: Return relative to average drawdown	4.85	4.02	+0.83

YFSIX vs. YAFFX - Sharpe Ratio Comparison

The current YFSIX Sharpe Ratio is 1.01, which is comparable to the YAFFX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of YFSIX and YAFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	YFSIX	YAFFX	Difference
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 (3Y) Largest decline over 3 years	-14.20%	-18.88%	+4.68%
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	-4.53%	-6.02%	+1.49%
Average Drawdown Average peak-to-trough decline	-4.89%	-6.21%	+1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.54%	4.82%	-0.28%

Volatility

YFSIX vs. YAFFX - Volatility Comparison

The current volatility for AMG Yacktman Global Fund (YFSIX) is 6.69%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.15%. This indicates that YFSIX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFSIX	YAFFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.69%	7.15%	-0.46%
Volatility (6M) Calculated over the trailing 6-month period	21.43%	22.88%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	21.93%	22.86%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	18.24%	-2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.30%	16.61%	-0.31%

YFSIX vs. YAFFX - Expense Ratio Comparison

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

Dividends

YFSIX vs. YAFFX - Dividend Comparison

Neither YFSIX nor YAFFX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

Can I hold both YFSIX and YAFFX in my portfolio?

With a correlation of 0.92, YFSIX and YAFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, YFSIX or YAFFX?

YAFFX has higher volatility (7.15%) compared to YFSIX (6.69%). In terms of maximum drawdown, YFSIX dropped -35.10% vs YAFFX's -43.80%.

Which has better risk-adjusted returns?

YFSIX currently has the higher Sharpe Ratio (1.01 vs 0.86), 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.