ARSVX vs. MBDFX
ARSVX (AMG River Road Small Cap Value Fund) and MBDFX (AMG GW&K Core Bond ESG Fund) are both mutual funds - ARSVX is a Small Cap Value Equities fund managed by AMG, while MBDFX is a Intermediate Core Bond fund managed by AMG. Over the past 10 years, ARSVX returned 9.24%/yr vs 1.29%/yr for MBDFX. At a correlation of -0.11, they often move in opposite directions. ARSVX charges 1.35%/yr vs 0.56%/yr for MBDFX.
Performance
ARSVX vs. MBDFX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSVX achieves a 3.28% return, which is significantly higher than MBDFX's 0.17% return. Over the past 10 years, ARSVX has outperformed MBDFX with an annualized return of 9.24%, while MBDFX has yielded a comparatively lower 1.29% annualized return.
ARSVX
- 1D
- 1.23%
- 1M
- 3.21%
- YTD
- 3.28%
- 6M
- 1.65%
- 1Y
- -1.46%
- 3Y*
- 6.53%
- 5Y*
- 4.51%
- 10Y*
- 9.24%
MBDFX
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.17%
- 6M
- 0.28%
- 1Y
- 4.42%
- 3Y*
- 3.91%
- 5Y*
- -0.58%
- 10Y*
- 1.29%
ARSVX vs. MBDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | 3.28% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
MBDFX AMG GW&K Core Bond ESG Fund | 0.17% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
Correlation
The correlation between ARSVX and MBDFX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005 | -0.11 |
The correlation between ARSVX and MBDFX shifts across timeframes, from -0.11 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ARSVX vs. MBDFX — Risk / Return Rank
ARSVX
MBDFX
ARSVX vs. MBDFX - 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 Core Bond ESG Fund (MBDFX). 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.
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.
| ARSVX | MBDFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.37 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.10 | 3.73 | -3.83 |
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Drawdowns
ARSVX vs. MBDFX - Drawdown Comparison
The maximum ARSVX drawdown since its inception was -54.85%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for ARSVX and MBDFX.
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Drawdown Indicators
| ARSVX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -20.66% | -34.19% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -3.25% | -13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -6.99% | -12.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -20.54% | +1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -20.66% | -19.86% |
Current DrawdownCurrent decline from peak | -10.10% | -4.30% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -8.68% | -3.96% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 1.19% | +7.17% |
Volatility
ARSVX vs. MBDFX - Volatility Comparison
AMG River Road Small Cap Value Fund (ARSVX) has a higher volatility of 3.35% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.19%. This indicates that ARSVX's price experiences larger fluctuations and is considered to be riskier than MBDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSVX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 1.19% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 2.86% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 3.83% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 6.16% | +11.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 5.06% | +14.30% |
ARSVX vs. MBDFX - Expense Ratio Comparison
ARSVX has a 1.35% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Dividends
ARSVX vs. MBDFX - Dividend Comparison
ARSVX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.46%.
| Position | 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% |
MBDFX AMG GW&K Core Bond ESG Fund | 3.46% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
Frequently Asked Questions
ARSVX and MBDFX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSVX has higher volatility (3.35%) compared to MBDFX (1.19%). In terms of maximum drawdown, ARSVX dropped -54.85% vs MBDFX's -20.66%.
MBDFX currently has the higher Sharpe Ratio (1.17 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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