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AMG GW&K ESG Bond Fund (MGFIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

AMG GW&K ESG Bond Fund (MGFIX)

Mutual Fund · Currency in USD · Last updated May 31, 2025

Under normal circumstances, the fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in bonds (debt securities). The term “bond” includes any debt or fixed income securities. Up to 30% of its assets may be invested in below investment grade securities (commonly known as “junk bonds” or “high yield securities”). Up to 10% of the fund’s assets may be invested in non-U.S. dollar-denominated instruments, including sovereign and corporate bonds.

Fund Info

ISIN

US00170L8422

CUSIP

00170L842

Issuer

AMG

Inception Date

Jun 1, 1984

Category

Intermediate Core-Plus Bond

Min. Investment

$2,000

Asset Class

Bond

Expense Ratio

MGFIX has an expense ratio of 0.68%, placing it in the medium range.

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 ESG Bond Fund

Popular comparisons:
MGFIX vs. VBTLX
Popular comparisons:
MGFIX vs. VBTLX

Performance

Performance Chart

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S&P 500

Returns By Period

AMG GW&K ESG Bond Fund (MGFIX) returned 2.29% year-to-date (YTD) and 5.53% over the past 12 months. Over the past 10 years, MGFIX returned 2.04% annually, underperforming the S&P 500 benchmark at 10.85%.

MGFIX

YTD

2.29%

1M

-0.32%

6M

0.40%

1Y

5.53%

3Y*

1.94%

5Y*

0.63%

10Y*

2.04%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.69%2.12%-0.32%0.13%-0.32%2.29%
2024-0.14%-1.34%0.99%-2.44%1.74%0.91%2.32%1.40%1.38%-2.48%1.18%-1.85%1.50%
20233.80%-2.72%2.42%0.70%-1.18%-0.05%-0.03%-0.64%-2.76%-1.81%5.12%4.05%6.69%
2022-2.49%-1.11%-2.41%-4.11%0.62%-2.51%3.30%-3.15%-4.31%-0.61%3.66%-0.56%-13.17%
2021-0.81%-1.12%-1.21%0.75%0.20%0.98%0.95%-0.18%-0.76%-0.02%-0.18%0.12%-1.31%
20201.41%0.31%-6.83%1.88%2.28%1.89%3.47%-0.41%-0.37%-0.33%3.13%1.10%7.34%
20191.92%0.49%1.51%0.75%0.55%2.01%0.41%1.57%-0.02%0.66%-0.08%0.85%11.13%
2018-0.10%-1.08%0.32%-0.57%-0.23%-0.24%0.80%0.25%0.08%-1.42%-0.26%0.64%-1.81%
20170.99%1.07%0.18%0.69%0.90%0.74%0.89%0.48%0.08%0.12%0.01%0.44%6.78%
2016-0.47%0.36%3.01%1.60%-0.31%1.54%1.39%0.57%-0.38%-0.37%-2.37%0.56%5.15%
20150.80%-0.05%-0.19%0.04%-0.34%-1.13%0.02%-0.67%-0.23%0.96%-0.60%-0.75%-2.15%
20141.20%1.50%0.41%0.87%1.11%0.58%-0.32%0.93%-1.26%0.63%0.43%-0.38%5.81%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MGFIX is 67, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of MGFIX is 6767
Overall Rank
The Sharpe Ratio Rank of MGFIX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MGFIX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MGFIX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MGFIX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MGFIX is 5757
Martin 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 ESG Bond Fund (MGFIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AMG GW&K ESG Bond Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.10
  • 5-Year: 0.11
  • 10-Year: 0.44
  • All Time: 1.03

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of AMG GW&K ESG Bond Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

AMG GW&K ESG Bond Fund provided a 3.69% dividend yield over the last twelve months, with an annual payout of $0.80 per share. The fund has been increasing its distributions for 2 consecutive years.

2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.80$0.76$0.64$0.51$2.85$0.95$1.14$0.99$1.03$1.30$1.09$1.03

Dividend yield

3.69%3.56%2.94%2.41%11.45%3.38%4.22%3.89%3.81%4.96%4.17%3.68%

Monthly Dividends

The table displays the monthly dividend distributions for AMG GW&K ESG Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.07$0.06$0.07$0.07$0.07$0.34
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.06$0.07$0.06$0.07$0.76
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.64
2022$0.03$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.09$0.51
2021$0.07$0.06$1.86$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.61$2.85
2020$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.07$0.13$0.95
2019$0.08$0.07$0.10$0.11$0.08$0.08$0.08$0.08$0.07$0.07$0.08$0.24$1.14
2018$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.07$0.26$0.99
2017$0.08$0.07$0.07$0.06$0.06$0.07$0.07$0.07$0.07$0.05$0.06$0.29$1.03
2016$0.06$0.06$0.07$0.08$0.09$0.09$0.08$0.08$0.09$0.09$0.08$0.45$1.30
2015$0.06$0.06$0.06$0.06$0.06$0.03$0.06$0.06$0.06$0.07$0.07$0.47$1.09
2014$0.08$0.07$0.08$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.28$1.03

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 ESG Bond 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 ESG Bond Fund was 23.67%, occurring on Oct 31, 2008. Recovery took 196 trading sessions.

The current AMG GW&K ESG Bond Fund drawdown is 5.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.67%May 21, 2008114Oct 31, 2008196Aug 13, 2009310
-18.09%Jan 4, 2021456Oct 24, 2022———
-12.21%Oct 21, 1993181Jun 30, 1994211Apr 21, 1995392
-11.9%Mar 9, 202011Mar 23, 202083Jul 21, 202094
-8.16%Feb 14, 199658May 3, 1996120Oct 18, 1996178
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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