BLUEX vs. EFCNX
Compare and contrast key facts about AMG Veritas Global Real Return Fund (BLUEX) and Emerald Insights Fund (EFCNX).
BLUEX is managed by AMG. It was launched on Jan 10, 1991. EFCNX is managed by Emerald. It was launched on Aug 1, 2014.
Performance
BLUEX vs. EFCNX - Performance Comparison
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BLUEX vs. EFCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLUEX AMG Veritas Global Real Return Fund | -8.68% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
EFCNX Emerald Insights Fund | 0.00% | 28.71% | 25.88% | 40.82% | -31.09% | 22.95% | 49.60% | 36.32% | -9.88% | 22.52% |
Returns By Period
Over the past 10 years, BLUEX has underperformed EFCNX with an annualized return of 9.35%, while EFCNX has yielded a comparatively higher 16.72% annualized return.
BLUEX
- 1D
- 1.10%
- 1M
- -5.47%
- YTD
- -8.68%
- 6M
- -9.03%
- 1Y
- -7.28%
- 3Y*
- 2.73%
- 5Y*
- 0.53%
- 10Y*
- 9.35%
EFCNX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 45.34%
- 3Y*
- 25.53%
- 5Y*
- 11.21%
- 10Y*
- 16.72%
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BLUEX vs. EFCNX - Expense Ratio Comparison
BLUEX has a 1.15% expense ratio, which is lower than EFCNX's 1.40% expense ratio.
Return for Risk
BLUEX vs. EFCNX — Risk / Return Rank
BLUEX
EFCNX
BLUEX vs. EFCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Real Return Fund (BLUEX) and Emerald Insights Fund (EFCNX). 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.
| BLUEX | EFCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | 2.43 | -3.10 |
Sortino ratioReturn per unit of downside risk | -0.89 | 3.41 | -4.30 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.84 | -0.95 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.87 | -1.56 |
Martin ratioReturn relative to average drawdown | -2.40 | 3.10 | -5.50 |
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
| BLUEX | EFCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 2.43 | -3.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.50 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.74 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.63 | -0.14 |
Correlation
The correlation between BLUEX and EFCNX is 0.76, 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
BLUEX vs. EFCNX - Dividend Comparison
BLUEX's dividend yield for the trailing twelve months is around 0.34%, less than EFCNX's 8.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
EFCNX Emerald Insights Fund | 8.50% | 8.50% | 1.27% | 0.00% | 5.41% | 15.80% | 9.41% | 0.04% | 27.51% | 0.00% | 0.00% | 0.00% |
Drawdowns
BLUEX vs. EFCNX - Drawdown Comparison
The maximum BLUEX drawdown since its inception was -54.27%, which is greater than EFCNX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for BLUEX and EFCNX.
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Drawdown Indicators
| BLUEX | EFCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.27% | -38.34% | -15.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -14.32% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -38.34% | +16.47% |
Max Drawdown (10Y)Largest decline over 10 years | -29.06% | -38.34% | +9.28% |
Current DrawdownCurrent decline from peak | -10.58% | 0.00% | -10.58% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -8.74% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 7.45% | -3.94% |
Volatility
BLUEX vs. EFCNX - Volatility Comparison
AMG Veritas Global Real Return Fund (BLUEX) has a higher volatility of 3.64% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that BLUEX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLUEX | EFCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 0.00% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 5.20% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 22.14% | -11.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.50% | 23.15% | -12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 22.85% | -6.28% |