BLUEX vs. SPY

In the year-to-date period, BLUEX achieves a 4.47% return, which is significantly higher than SPY's 1.44% return. Over the past 10 years, BLUEX has underperformed SPY with an annualized return of 9.89%, while SPY has yielded a comparatively higher 12.88% annualized return.

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BLUEX has a 1.15% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Real Return Fund (BLUEX) and SPDR S&P 500 ETF (SPY). 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.

The current BLUEX Sharpe Ratio is 0.84, which is comparable to the SPY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of BLUEX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BLUEX's dividend yield for the trailing twelve months is around 0.28%, less than SPY's 1.21% yield.

The maximum BLUEX drawdown since its inception was -54.27%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BLUEX and SPY.

The current volatility for AMG Veritas Global Real Return Fund (BLUEX) is 2.04%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that BLUEX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.