ARSVX vs. GWMEX
Compare and contrast key facts about AMG River Road Small Cap Value Fund (ARSVX) and AMG GW&K Municipal Enhanced Yield Fund (GWMEX).
ARSVX is managed by AMG. It was launched on Jun 28, 2005. GWMEX is managed by AMG. It was launched on Dec 29, 2005.
Performance
ARSVX vs. GWMEX - Performance Comparison
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ARSVX vs. GWMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | -4.60% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
GWMEX AMG GW&K Municipal Enhanced Yield Fund | -1.47% | 2.50% | 2.61% | 10.89% | -17.86% | 15.05% | 6.32% | 12.51% | -0.06% | 9.79% |
Returns By Period
In the year-to-date period, ARSVX achieves a -4.60% return, which is significantly lower than GWMEX's -1.47% return. Over the past 10 years, ARSVX has outperformed GWMEX with an annualized return of 8.72%, while GWMEX has yielded a comparatively lower 3.39% annualized return.
ARSVX
- 1D
- -0.07%
- 1M
- -4.87%
- YTD
- -4.60%
- 6M
- -13.25%
- 1Y
- -8.00%
- 3Y*
- 4.18%
- 5Y*
- 3.03%
- 10Y*
- 8.72%
GWMEX
- 1D
- 0.35%
- 1M
- -3.61%
- YTD
- -1.47%
- 6M
- 0.39%
- 1Y
- 2.09%
- 3Y*
- 3.07%
- 5Y*
- 1.70%
- 10Y*
- 3.39%
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ARSVX vs. GWMEX - Expense Ratio Comparison
ARSVX has a 1.35% expense ratio, which is higher than GWMEX's 0.64% expense ratio.
Return for Risk
ARSVX vs. GWMEX — Risk / Return Rank
ARSVX
GWMEX
ARSVX vs. GWMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small Cap Value Fund (ARSVX) and AMG GW&K Municipal Enhanced Yield Fund (GWMEX). 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.
| ARSVX | GWMEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.39 | 0.32 | -0.71 |
Sortino ratioReturn per unit of downside risk | -0.40 | 0.47 | -0.87 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.09 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.30 | -0.86 |
Martin ratioReturn relative to average drawdown | -1.38 | 0.79 | -2.17 |
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
| ARSVX | GWMEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 0.32 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.22 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.50 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.63 | -0.24 |
Correlation
The correlation between ARSVX and GWMEX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ARSVX vs. GWMEX - Dividend Comparison
ARSVX has not paid dividends to shareholders, while GWMEX's dividend yield for the trailing twelve months is around 3.48%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | 0.00% | 0.00% | 8.50% | 4.78% | 3.87% | 7.75% | 0.00% | 12.10% | 13.01% | 14.96% | 4.96% | 6.51% |
GWMEX AMG GW&K Municipal Enhanced Yield Fund | 3.48% | 3.67% | 3.38% | 3.10% | 3.33% | 13.26% | 3.63% | 4.59% | 5.82% | 2.97% | 7.96% | 4.77% |
Drawdowns
ARSVX vs. GWMEX - Drawdown Comparison
The maximum ARSVX drawdown since its inception was -54.85%, which is greater than GWMEX's maximum drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for ARSVX and GWMEX.
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Drawdown Indicators
| ARSVX | GWMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -36.30% | -18.55% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -7.14% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -24.06% | +4.85% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -24.06% | -16.46% |
Current DrawdownCurrent decline from peak | -16.96% | -5.69% | -11.27% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -5.72% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 2.76% | +3.96% |
Volatility
ARSVX vs. GWMEX - Volatility Comparison
AMG River Road Small Cap Value Fund (ARSVX) has a higher volatility of 3.83% compared to AMG GW&K Municipal Enhanced Yield Fund (GWMEX) at 1.73%. This indicates that ARSVX's price experiences larger fluctuations and is considered to be riskier than GWMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSVX | GWMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 1.73% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 2.41% | +11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 7.30% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 7.77% | +10.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 6.73% | +12.64% |