ARSVX vs. MGFIX
ARSVX (AMG River Road Small Cap Value Fund) and MGFIX (AMG GW&K ESG Bond Fund) are both mutual funds - ARSVX is a Small Cap Value Equities fund managed by AMG, while MGFIX is a Intermediate Core-Plus Bond fund managed by AMG. Over the past 10 years, ARSVX returned 9.64%/yr vs 1.10%/yr for MGFIX. Their -0.00 correlation means they have often moved in opposite directions in the past. ARSVX charges 1.35%/yr vs 0.68%/yr for MGFIX.
Performance
ARSVX vs. MGFIX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSVX achieves a 9.41% return, which is significantly higher than MGFIX's -0.39% return. Over the past 10 years, ARSVX has outperformed MGFIX with an annualized return of 9.64%, while MGFIX has yielded a comparatively lower 1.10% annualized return.
ARSVX
- 1D
- -1.26%
- 1M
- 1.88%
- 6M
- 7.91%
- YTD
- 9.41%
- 1Y
- 2.62%
- 3Y*
- 6.77%
- 5Y*
- 5.53%
- 10Y*
- 9.64%
- ALL TIME*
- 8.23%
MGFIX
- 1D
- 0.09%
- 1M
- -1.07%
- 6M
- -0.64%
- YTD
- -0.39%
- 1Y
- 2.12%
- 3Y*
- 4.01%
- 5Y*
- -0.51%
- 10Y*
- 1.10%
- ALL TIME*
- 4.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ARSVX vs. MGFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSVX AMG River Road Small Cap Value Fund | 9.41% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
MGFIX AMG GW&K ESG Bond Fund | -0.39% | 7.26% | 1.50% | 6.69% | -13.17% | -9.68% | 7.34% | 11.11% | -1.82% | 6.78% |
Correlation
The correlation between ARSVX and MGFIX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.21 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005 | -0.00 |
The correlation between ARSVX and MGFIX shifts across timeframes, from -0.00 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ARSVX vs. MGFIX — Risk / Return Rank
ARSVX
MGFIX
ARSVX vs. MGFIX - 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 ESG Bond Fund (MGFIX). 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 | MGFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.13 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.00 | 0.97 | -0.97 |
| Martin ratioReturn relative to average drawdown | 0.01 | 2.53 | -2.53 |
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Drawdowns
ARSVX vs. MGFIX - Drawdown Comparison
The maximum ARSVX drawdown since its inception was -54.85%, which is greater than MGFIX's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for ARSVX and MGFIX.
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Drawdown Indicators
| ARSVX | MGFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -25.03% | -29.82% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -2.93% | -13.69% |
Max Drawdown (3Y)Largest decline over 3 years | -19.21% | -5.49% | -13.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -19.66% | +0.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.52% | -25.03% | -15.49% |
Current DrawdownCurrent decline from peak | -4.76% | -9.25% | +4.49% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -4.82% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.52% | 1.12% | +7.40% |
Volatility
ARSVX vs. MGFIX - Volatility Comparison
AMG River Road Small Cap Value Fund (ARSVX) has a higher volatility of 3.91% compared to AMG GW&K ESG Bond Fund (MGFIX) at 0.95%. This indicates that ARSVX's price experiences larger fluctuations and is considered to be riskier than MGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARSVX | MGFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 0.95% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 2.89% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 3.65% | +13.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 5.79% | +12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 5.25% | +14.06% |
ARSVX vs. MGFIX - Expense Ratio Comparison
ARSVX has a 1.35% expense ratio, which is higher than MGFIX's 0.68% expense ratio.
Dividends
ARSVX vs. MGFIX - Dividend Comparison
ARSVX has not paid dividends to shareholders, while MGFIX's dividend yield for the trailing twelve months is around 4.18%.
| 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% |
MGFIX AMG GW&K ESG Bond Fund | 4.18% | 3.85% | 3.56% | 2.94% | 2.41% | 2.21% | 3.38% | 4.20% | 3.89% | 3.81% | 4.96% | 4.17% |
Frequently Asked Questions
ARSVX and MGFIX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSVX has higher volatility (3.91%) compared to MGFIX (0.95%). In terms of maximum drawdown, ARSVX dropped -54.85% vs MGFIX's -25.03%.
MGFIX currently has the higher Sharpe Ratio (0.78 vs 0.00), 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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