ARSMX vs. MEQFX
Compare and contrast key facts about AMG River Road Small-Mid Cap Value Fund (ARSMX) and AMG River Road Large Cap Value Select Fund (MEQFX).
ARSMX is managed by AMG. It was launched on Mar 29, 2007. MEQFX is managed by AMG. It was launched on Aug 14, 1992.
Performance
ARSMX vs. MEQFX - Performance Comparison
Loading graphics...
ARSMX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | -1.68% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
MEQFX AMG River Road Large Cap Value Select Fund | -4.94% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Returns By Period
In the year-to-date period, ARSMX achieves a -1.68% return, which is significantly higher than MEQFX's -4.94% return. Over the past 10 years, ARSMX has underperformed MEQFX with an annualized return of 9.48%, while MEQFX has yielded a comparatively higher 10.62% annualized return.
ARSMX
- 1D
- 1.41%
- 1M
- -4.29%
- YTD
- -1.68%
- 6M
- -4.87%
- 1Y
- 0.11%
- 3Y*
- 7.27%
- 5Y*
- 4.09%
- 10Y*
- 9.48%
MEQFX
- 1D
- 1.30%
- 1M
- -6.65%
- YTD
- -4.94%
- 6M
- -12.14%
- 1Y
- -10.02%
- 3Y*
- 9.93%
- 5Y*
- 10.34%
- 10Y*
- 10.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARSMX vs. MEQFX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Return for Risk
ARSMX vs. MEQFX — Risk / Return Rank
ARSMX
MEQFX
ARSMX vs. MEQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) and AMG River Road Large Cap Value Select Fund (MEQFX). 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.
| ARSMX | MEQFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | -0.49 | +0.52 |
Sortino ratioReturn per unit of downside risk | 0.18 | -0.52 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.92 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.59 | +0.52 |
Martin ratioReturn relative to average drawdown | -0.21 | -1.55 | +1.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARSMX | MEQFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | -0.49 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.60 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.55 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.31 | +0.04 |
Correlation
The correlation between ARSMX and MEQFX is 0.85, 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
ARSMX vs. MEQFX - Dividend Comparison
Neither ARSMX nor MEQFX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Drawdowns
ARSMX vs. MEQFX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for ARSMX and MEQFX.
Loading graphics...
Drawdown Indicators
| ARSMX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -55.38% | +3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.25% | -17.43% | +5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -19.48% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -28.69% | -14.27% |
Current DrawdownCurrent decline from peak | -9.05% | -16.13% | +7.08% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -12.17% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 6.65% | -2.58% |
Volatility
ARSMX vs. MEQFX - Volatility Comparison
AMG River Road Small-Mid Cap Value Fund (ARSMX) and AMG River Road Large Cap Value Select Fund (MEQFX) have volatilities of 4.00% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ARSMX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.85% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 15.01% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 19.77% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 17.45% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 19.56% | +0.04% |