- ISIN
- US00170K8852
- CUSIP
- 00170K885
- Issuer
- AMG
- Inception Date
- Dec 10, 1996
- Category
- Small Cap Blend Equities
- Min. Investment
- $2,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GWETX Performance Chart
AMG GW&K Small Cap Core Fund (GWETX) is up 14.6% since the beginning of the year. GWETX is currently trading at $37 per share. Investors who bought $1,000 worth of GWETX shares 5 years ago would now be looking at an investment worth $1,249.
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Returns By Period
AMG GW&K Small Cap Core Fund (GWETX) has returned 14.63% so far this year and 20.12% over the past 12 months. Over the last ten years, GWETX has returned 10.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
AMG GW&K Small Cap Core Fund
- 1D
- 1.81%
- 1M
- 4.09%
- YTD
- 14.63%
- 6M
- 11.77%
- 1Y
- 20.12%
- 3Y*
- 11.00%
- 5Y*
- 4.54%
- 10Y*
- 10.11%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
GWETX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1997, GWETX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Sep 1997 with a return of +28.8%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GWETX closed higher 52% of trading days. The best single day was Nov 17, 1997 with a return of +22.7%, while the worst single day was Oct 30, 1997 at -18.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.81% | 2.20% | -5.72% | 9.66% | 0.60% | 3.88% | 14.63% | ||||||
| 2025 | 4.91% | -4.56% | -7.39% | -3.85% | 5.40% | 3.08% | 0.83% | 6.87% | -0.77% | 1.98% | 3.30% | -8.91% | -0.62% |
| 2024 | -3.26% | 6.15% | 2.25% | -6.09% | 4.24% | -0.60% | 7.19% | 1.30% | -0.12% | -0.06% | 10.56% | -7.22% | 13.60% |
| 2023 | 9.15% | -2.57% | -4.87% | -2.59% | -3.59% | 8.71% | 4.06% | -2.65% | -6.38% | -7.03% | 7.25% | 10.61% | 8.03% |
| 2022 | -9.33% | 1.46% | -1.05% | -8.72% | 1.31% | -6.10% | 8.71% | -2.60% | -9.34% | 12.17% | 3.44% | -5.27% | -16.60% |
| 2021 | 2.24% | 7.83% | 1.85% | 4.13% | -1.14% | 0.92% | 0.63% | 1.90% | -2.71% | 6.16% | -4.89% | 3.04% | 21.09% |
Benchmark Metrics
AMG GW&K Small Cap Core Fund has an annualized alpha of 1.05%, beta of 1.01, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.
- This fund participated in 109.93% of S&P 500 Index downside but only 105.29% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.45 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.05%
- Beta
- 1.01
- R²
- 0.45
- Upside Capture
- 105.29%
- Downside Capture
- 109.93%
Expense Ratio
GWETX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GWETX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMG GW&K Small Cap Core Fund (GWETX) and compare them to S&P 500 Index.
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.
| GWETX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.78 | -1.25 |
| Martin ratioReturn relative to average drawdown | 4.32 | 12.44 | -8.12 |
Dividends
Dividend History
AMG GW&K Small Cap Core Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $1.30 | $0.21 | $0.21 | $3.03 | $0.73 | $2.74 | $3.02 | $1.53 | $1.04 | $0.89 |
Dividend yield | 0.00% | 0.00% | 4.04% | 0.70% | 0.75% | 9.16% | 2.43% | 10.50% | 14.38% | 5.46% | 4.24% | 4.10% |
Monthly Dividends
The table displays the monthly dividend distributions for AMG GW&K Small Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $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 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.30 | $1.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.03 | $3.03 |
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 GW&K Small Cap Core 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 Cap Core Fund was 67.27%, occurring on Mar 9, 2009. Recovery took 1089 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -67.27%Mar 2009 | 8y 6mo | 4y 3mo | 12y 10moSep 2000 - Jul 2013 |
COVID crash2020 | -41.37%Mar 2020 | 26d | 7mo 26d | 8mo 22dFeb 2020 - Nov 2020 |
2023 bear market2023 | -30.50%Oct 2023 | 1y 11mo | 1y 11d | 2y 12moNov 2021 - Nov 2024 |
1998 bear market1998 | -29.47%Oct 1998 | 2mo 19d | 3mo | 5mo 19dJul 1998 - Jan 1999 |
Rate-hike selloffLate 2018 | -26.25%Dec 2018 | 3mo 21d | 11mo 6d | 1y 2moSep 2018 - Nov 2019 |
Drawdown Indicators
| GWETX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -56.78% | -10.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -9.10% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -24.48% | -18.90% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -25.43% | -5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | -33.92% | -7.45% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -19.27% | -10.71% | -8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 2.03% | +2.64% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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