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AMG Boston Common Global Impact Fund (BRWIX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US00170J3005
CUSIP
00170J300
Issuer
AMG
Inception Date
Dec 30, 1985
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AMG Boston Common Global Impact Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

AMG Boston Common Global Impact Fund (BRWIX) has returned -3.89% so far this year and 21.07% over the past 12 months. Over the last ten years, BRWIX has returned 9.50% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


AMG Boston Common Global Impact Fund

1D
-0.40%
1M
-10.64%
YTD
-3.89%
6M
1.65%
1Y
21.07%
3Y*
7.76%
5Y*
2.29%
10Y*
9.50%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 21, 1996, BRWIX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2000 with a return of +15.6%, while the worst month was Aug 1998 at -20.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BRWIX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.26%4.16%-10.64%-3.89%
20252.78%-2.22%-4.29%1.38%5.99%5.17%-0.17%1.60%3.91%3.85%0.79%1.04%21.16%
2024-3.49%5.40%1.98%-4.08%4.87%-1.01%2.43%2.00%2.70%-2.51%0.49%-5.06%3.08%
20239.03%-4.06%4.32%0.00%-2.58%4.89%2.57%-5.57%-6.84%-6.86%11.36%9.00%13.75%
2022-10.58%-2.31%-1.32%-9.33%1.36%-8.98%10.35%-5.47%-10.46%6.80%9.33%-5.08%-25.35%
20210.07%7.81%-5.21%1.58%2.91%1.67%2.83%4.22%-7.31%4.57%-3.25%2.88%12.38%

Benchmark Metrics

AMG Boston Common Global Impact Fund has an annualized alpha of -0.22%, beta of 0.95, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since March 22, 1996.

  • This fund participated in 105.13% of S&P 500 Index downside but only 100.28% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.95 and R² of 0.75, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.22%
Beta
0.95
0.75
Upside Capture
100.28%
Downside Capture
105.13%

Expense Ratio

BRWIX has a high expense ratio of 0.93%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BRWIX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BRWIX Risk / Return Rank: 6868
Overall Rank
BRWIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BRWIX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BRWIX Omega Ratio Rank: 6363
Omega Ratio Rank
BRWIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BRWIX Martin Ratio Rank: 7373
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AMG Boston Common Global Impact Fund (BRWIX) and compare them to a chosen benchmark (S&P 500 Index).


BRWIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.90

+0.30

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.36

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.60

1.40

+0.21

Martin ratio

Return relative to average drawdown

6.97

6.61

+0.36

Explore BRWIX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AMG Boston Common Global Impact Fund provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%10.00%20.00%30.00%40.00%50.00%$0.00$5.00$10.00$15.00$20.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.35$0.35$0.45$0.24$0.16$20.57$8.64$5.36

Dividend yield

0.78%0.75%1.17%0.63%0.48%45.72%14.71%10.30%

Monthly Dividends

The table displays the monthly dividend distributions for AMG Boston Common Global Impact Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2021$0.00$0.00$20.28$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$20.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AMG Boston Common Global Impact 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 Boston Common Global Impact Fund was 54.49%, occurring on Mar 9, 2009. Recovery took 1505 trading sessions.

The current AMG Boston Common Global Impact Fund drawdown is 11.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.49%Nov 1, 2007339Mar 9, 20091505Mar 2, 20151844
-51.05%Mar 24, 2000742Mar 11, 2003774Apr 5, 20061516
-43.98%Oct 14, 1997249Oct 8, 1998266Oct 28, 1999515
-36.71%Sep 3, 2021281Oct 14, 2022760Oct 27, 20251041
-33.39%Feb 21, 202021Mar 20, 202093Aug 3, 2020114

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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