YFSNX vs. SVTAX

Last updated Jun 8, 2026

YFSNX (AMG Yacktman Global Fund Class N) and SVTAX (SEI Institutional Managed Trust Global Managed Volatility Fund) are both Global Equities funds. Over the past 5 years, YFSNX returned 7.60%/yr vs 7.21%/yr for SVTAX. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 1.11% expense ratio.

Performance

YFSNX vs. SVTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Yacktman Global Fund Class N (YFSNX) and SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFSNX achieves a 22.00% return, which is significantly higher than SVTAX's 3.42% return.

YFSNX

• 1D: -3.62%
• 1M: -1.80%
• YTD: 22.00%
• 6M: 8.84%
• 1Y: 22.60%
• 3Y*: 15.64%
• 5Y*: 7.60%
• 10Y*: —

SVTAX

• 1D: 0.37%
• 1M: 1.12%
• YTD: 3.42%
• 6M: 4.30%
• 1Y: 6.36%
• 3Y*: 11.36%
• 5Y*: 7.21%
• 10Y*: 7.21%

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

YFSNX vs. SVTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YFSNX AMG Yacktman Global Fund Class N	22.00%	14.79%	-0.47%	16.48%	-9.39%	13.00%	18.32%	24.48%	2.18%	20.95%
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	3.42%	13.44%	12.77%	7.77%	-7.80%	18.18%	-2.68%	19.81%	-6.47%	15.02%

Correlation

The correlation between YFSNX and SVTAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 3, 2017	0.64

Over the past year, the correlation between YFSNX and SVTAX has dropped to 0.20 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Return for Risk

YFSNX vs. SVTAX — Risk / Return Rank

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

YFSNX

YFSNX Risk / Return Rank: 21
YFSNX Sharpe Ratio Rank: 17
YFSNX Sortino Ratio Rank: 12
YFSNX Omega Ratio Rank: 30
YFSNX Calmar Ratio Rank: 24
YFSNX Martin Ratio Rank: 23

SVTAX

SVTAX Risk / Return Rank: 13
SVTAX Sharpe Ratio Rank: 13
SVTAX Sortino Ratio Rank: 13
SVTAX Omega Ratio Rank: 12
SVTAX Calmar Ratio Rank: 13
SVTAX Martin Ratio Rank: 13

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.

YFSNX vs. SVTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Global Fund Class N (YFSNX) and SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX). 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.

	YFSNX	SVTAX	Difference
Sharpe ratio: Return per unit of total volatility	1.11	0.94	+0.17
Sortino ratio: Return per unit of downside risk	1.30	1.39	-0.10
Omega ratio: Gain probability vs. loss probability	1.27	1.16	+0.11
Calmar ratio: Return relative to maximum drawdown	1.70	1.13	+0.57
Martin ratio: Return relative to average drawdown	5.34	3.51	+1.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YFSNX vs. SVTAX - Sharpe Ratio Comparison

The current YFSNX Sharpe Ratio is 1.11, which is comparable to the SVTAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of YFSNX and SVTAX, 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

	YFSNX	SVTAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.94	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.68	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.50	+0.28

Drawdowns

YFSNX vs. SVTAX - Drawdown Comparison

The maximum YFSNX drawdown since its inception was -35.14%, smaller than the maximum SVTAX drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for YFSNX and SVTAX.

Drawdown Indicators

	YFSNX	SVTAX	Difference
Max Drawdown Largest peak-to-trough decline	-35.14%	-43.81%	+8.67%
Max Drawdown (1Y) Largest decline over 1 year	-14.09%	-5.99%	-8.10%
Max Drawdown (3Y) Largest decline over 3 years	-14.29%	-10.37%	-3.92%
Max Drawdown (5Y) Largest decline over 5 years	-25.26%	-16.52%	-8.74%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.02%	—
Current Drawdown Current decline from peak	-4.79%	-2.77%	-2.02%
Average Drawdown Average peak-to-trough decline	-4.94%	-8.05%	+3.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	1.92%	+2.53%

Volatility

YFSNX vs. SVTAX - Volatility Comparison

AMG Yacktman Global Fund Class N (YFSNX) has a higher volatility of 6.73% compared to SEI Institutional Managed Trust Global Managed Volatility Fund (SVTAX) at 1.59%. This indicates that YFSNX's price experiences larger fluctuations and is considered to be riskier than SVTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFSNX	SVTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.73%	1.59%	+5.14%
Volatility (6M) Calculated over the trailing 6-month period	21.01%	5.09%	+15.92%
Volatility (1Y) Calculated over the trailing 1-year period	21.56%	7.21%	+14.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	10.60%	+4.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.28%	12.27%	+4.01%

YFSNX vs. SVTAX - Expense Ratio Comparison

Both YFSNX and SVTAX have an expense ratio of 1.11%.

Dividends

YFSNX vs. SVTAX - Dividend Comparison

YFSNX has not paid dividends to shareholders, while SVTAX's dividend yield for the trailing twelve months is around 8.48%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SVTAX SEI Institutional Managed Trust Global Managed Volatility Fund	8.48%	8.77%	8.68%	5.76%	10.62%	11.81%	1.00%	5.39%	10.70%	7.90%	5.97%	6.45%
YFSNX AMG Yacktman Global Fund Class N	0.00%	0.00%	8.40%	7.86%	4.33%	8.06%	4.71%	6.59%	0.71%	2.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFSNX and SVTAX in my portfolio?

YFSNX and SVTAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFSNX or SVTAX?

YFSNX has higher volatility (6.73%) compared to SVTAX (1.59%). In terms of maximum drawdown, YFSNX dropped -35.14% vs SVTAX's -43.81%.

Which has better risk-adjusted returns?

YFSNX currently has the higher Sharpe Ratio (1.11 vs 0.94), 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.