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AMG GW&K Small/Mid Cap Growth Fund (ACWDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00171A6477
CUSIP00171A647
IssuerAMG
Inception DateNov 3, 2010
CategorySmall Cap Growth Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

ACWDX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for ACWDX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMG GW&K Small/Mid Cap Growth Fund

Popular comparisons: ACWDX vs. FNWFX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG GW&K Small/Mid Cap Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
8.29%
15.76%
ACWDX (AMG GW&K Small/Mid Cap Growth Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AMG GW&K Small/Mid Cap Growth Fund had a return of 2.02% year-to-date (YTD) and 14.89% in the last 12 months. Over the past 10 years, AMG GW&K Small/Mid Cap Growth Fund had an annualized return of 8.00%, while the S&P 500 had an annualized return of 10.77%, indicating that AMG GW&K Small/Mid Cap Growth Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.02%12.69%
1 month-0.37%2.92%
6 months8.29%15.76%
1 year14.89%23.89%
5 years (annualized)9.51%13.23%
10 years (annualized)8.00%10.77%

Monthly Returns

The table below presents the monthly returns of ACWDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.64%7.83%1.98%-7.00%2.28%2.02%
202310.22%-1.87%-1.27%-1.64%-2.54%8.64%3.22%-1.33%-5.12%-5.39%8.85%9.44%21.13%
2022-11.45%-0.00%0.00%-8.79%-1.37%-6.93%9.95%-4.99%-7.88%9.53%4.98%-5.32%-22.32%
20212.08%2.31%-5.60%5.70%-1.38%2.74%2.29%3.81%-3.21%6.45%-5.77%3.36%12.52%
20200.77%-7.64%-14.60%13.70%12.54%2.38%5.92%7.18%-1.58%0.00%14.52%9.32%45.63%
201912.90%7.50%-0.98%4.02%-7.94%5.35%-0.05%-4.97%-3.39%1.19%6.81%0.00%20.24%
20185.02%-1.61%0.42%-1.39%6.32%2.25%-0.79%10.57%-2.16%-11.19%2.54%-12.75%-5.14%
20172.98%2.31%0.99%1.26%-1.24%2.03%-0.82%-0.62%4.31%2.07%4.77%-0.56%18.69%
2016-14.23%-7.14%7.52%0.49%4.34%-3.21%6.40%0.69%-0.83%-7.02%9.68%0.45%-5.42%
2015-0.62%6.56%2.42%-1.53%2.60%2.41%0.93%-6.74%-8.93%4.33%3.39%-5.06%-1.51%
2014-1.16%4.46%-2.52%-5.39%1.97%4.84%-2.27%4.14%-3.14%6.34%-0.81%2.10%8.08%
20135.91%2.03%4.89%-1.34%6.41%1.28%6.39%-3.56%5.87%0.68%3.74%4.10%42.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWDX is 38, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACWDX is 3838
ACWDX (AMG GW&K Small/Mid Cap Growth Fund)
The Sharpe Ratio Rank of ACWDX is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of ACWDX is 3434Sortino Ratio Rank
The Omega Ratio Rank of ACWDX is 3333Omega Ratio Rank
The Calmar Ratio Rank of ACWDX is 4242Calmar Ratio Rank
The Martin Ratio Rank of ACWDX is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Growth Fund (ACWDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWDX
Sharpe ratio
The chart of Sharpe ratio for ACWDX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.02
Sortino ratio
The chart of Sortino ratio for ACWDX, currently valued at 1.50, compared to the broader market0.005.0010.001.50
Omega ratio
The chart of Omega ratio for ACWDX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for ACWDX, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.61
Martin ratio
The chart of Martin ratio for ACWDX, currently valued at 3.41, compared to the broader market0.0020.0040.0060.0080.003.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current AMG GW&K Small/Mid Cap Growth Fund Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AMG GW&K Small/Mid Cap Growth Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.02
2.21
ACWDX (AMG GW&K Small/Mid Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AMG GW&K Small/Mid Cap Growth Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.27$10.03$1.02$0.00$0.00$0.00$0.00$0.00$0.54$2.03

Dividend yield

0.00%0.00%2.05%58.27%4.00%0.00%0.00%0.00%0.00%0.02%3.72%14.70%

Monthly Dividends

The table displays the monthly dividend distributions for AMG GW&K Small/Mid Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$10.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.02$1.02
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2013$2.03$2.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-8.78%
0
ACWDX (AMG GW&K Small/Mid Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AMG GW&K Small/Mid Cap Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AMG GW&K Small/Mid Cap Growth Fund was 38.86%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.

The current AMG GW&K Small/Mid Cap Growth Fund drawdown is 8.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.86%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-35.82%Jun 24, 2015161Feb 11, 2016483Jan 11, 2018644
-34.36%May 2, 2011108Oct 3, 2011323Jan 17, 2013431
-32.74%Nov 5, 2021223Sep 26, 2022
-28.38%Sep 4, 201878Dec 24, 2018289Feb 19, 2020367

Volatility

Volatility Chart

The current AMG GW&K Small/Mid Cap Growth Fund volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.12%
2.41%
ACWDX (AMG GW&K Small/Mid Cap Growth Fund)
Benchmark (^GSPC)