ARDEX vs. BRWIX
Compare and contrast key facts about AMG River Road Dividend All Cap Value Fund (ARDEX) and AMG Boston Common Global Impact Fund (BRWIX).
ARDEX is managed by AMG. It was launched on Jun 28, 2005. BRWIX is managed by AMG. It was launched on Dec 30, 1985.
Performance
ARDEX vs. BRWIX - Performance Comparison
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ARDEX vs. BRWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARDEX AMG River Road Dividend All Cap Value Fund | 1.39% | -14.13% | 16.20% | 2.04% | -3.64% | 4.16% | -2.18% | 23.20% | -7.61% | 8.78% |
BRWIX AMG Boston Common Global Impact Fund | -3.89% | 21.16% | 3.08% | 13.75% | -25.35% | 12.38% | 29.77% | 27.98% | -3.67% | 23.65% |
Returns By Period
In the year-to-date period, ARDEX achieves a 1.39% return, which is significantly higher than BRWIX's -3.89% return. Over the past 10 years, ARDEX has underperformed BRWIX with an annualized return of 3.44%, while BRWIX has yielded a comparatively higher 9.50% annualized return.
ARDEX
- 1D
- 0.20%
- 1M
- -6.95%
- YTD
- 1.39%
- 6M
- -17.64%
- 1Y
- -15.11%
- 3Y*
- 1.11%
- 5Y*
- -1.04%
- 10Y*
- 3.44%
BRWIX
- 1D
- -0.40%
- 1M
- -10.64%
- YTD
- -3.89%
- 6M
- 1.65%
- 1Y
- 21.07%
- 3Y*
- 7.76%
- 5Y*
- 2.29%
- 10Y*
- 9.50%
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ARDEX vs. BRWIX - Expense Ratio Comparison
ARDEX has a 0.97% expense ratio, which is higher than BRWIX's 0.93% expense ratio.
Return for Risk
ARDEX vs. BRWIX — Risk / Return Rank
ARDEX
BRWIX
ARDEX vs. BRWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Dividend All Cap Value Fund (ARDEX) and AMG Boston Common Global Impact Fund (BRWIX). 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.
| ARDEX | BRWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 1.20 | -1.79 |
Sortino ratioReturn per unit of downside risk | -0.54 | 1.75 | -2.29 |
Omega ratioGain probability vs. loss probability | 0.86 | 1.25 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.60 | -2.36 |
Martin ratioReturn relative to average drawdown | -1.68 | 6.97 | -8.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARDEX | BRWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.59 | 1.20 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.13 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.47 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.32 | -0.10 |
Correlation
The correlation between ARDEX and BRWIX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ARDEX vs. BRWIX - Dividend Comparison
ARDEX's dividend yield for the trailing twelve months is around 3.85%, more than BRWIX's 0.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARDEX AMG River Road Dividend All Cap Value Fund | 3.85% | 5.85% | 79.78% | 4.42% | 14.36% | 5.37% | 2.12% | 8.71% | 9.10% | 6.83% | 9.31% | 11.69% |
BRWIX AMG Boston Common Global Impact Fund | 0.78% | 0.75% | 1.17% | 0.63% | 0.48% | 45.72% | 14.71% | 10.30% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARDEX vs. BRWIX - Drawdown Comparison
The maximum ARDEX drawdown since its inception was -52.16%, roughly equal to the maximum BRWIX drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for ARDEX and BRWIX.
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Drawdown Indicators
| ARDEX | BRWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.16% | -54.49% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -20.51% | -11.73% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -52.16% | -36.71% | -15.45% |
Max Drawdown (10Y)Largest decline over 10 years | -52.16% | -36.71% | -15.45% |
Current DrawdownCurrent decline from peak | -51.30% | -11.28% | -40.02% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -17.69% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.16% | 2.70% | +6.46% |
Volatility
ARDEX vs. BRWIX - Volatility Comparison
The current volatility for AMG River Road Dividend All Cap Value Fund (ARDEX) is 3.32%, while AMG Boston Common Global Impact Fund (BRWIX) has a volatility of 5.99%. This indicates that ARDEX experiences smaller price fluctuations and is considered to be less risky than BRWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARDEX | BRWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 5.99% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.71% | 10.53% | +13.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.77% | 17.62% | +7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.88% | 17.99% | +23.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.42% | 20.07% | +12.35% |