BRWIX vs. ARDEX
BRWIX (AMG Boston Common Global Impact Fund) and ARDEX (AMG River Road Dividend All Cap Value Fund) are both mutual funds - BRWIX is a Large Cap Growth Equities fund managed by AMG, while ARDEX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, BRWIX returned 10.18%/yr vs 4.13%/yr for ARDEX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. BRWIX charges 0.93%/yr vs 0.97%/yr for ARDEX.
Performance
BRWIX vs. ARDEX - Performance Comparison
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Returns By Period
In the year-to-date period, BRWIX achieves a 10.64% return, which is significantly lower than ARDEX's 13.34% return. Over the past 10 years, BRWIX has outperformed ARDEX with an annualized return of 10.18%, while ARDEX has yielded a comparatively lower 4.13% annualized return.
BRWIX
- 1D
- 2.97%
- 1M
- -2.16%
- 6M
- 7.15%
- YTD
- 10.64%
- 1Y
- 24.46%
- 3Y*
- 11.18%
- 5Y*
- 3.36%
- 10Y*
- 10.18%
- ALL TIME*
- 7.14%
ARDEX
- 1D
- -0.54%
- 1M
- 0.00%
- 6M
- 8.37%
- YTD
- 13.34%
- 1Y
- -4.92%
- 3Y*
- 4.58%
- 5Y*
- 0.07%
- 10Y*
- 4.13%
- ALL TIME*
- 6.17%
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 |
BRWIX vs. ARDEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRWIX AMG Boston Common Global Impact Fund | 10.64% | 21.16% | 3.08% | 13.75% | -25.35% | 12.38% | 29.77% | 27.98% | -3.67% | 23.65% |
ARDEX AMG River Road Dividend All Cap Value Fund | 13.34% | -14.13% | 16.20% | 2.04% | -3.64% | 4.16% | -2.18% | 23.20% | -7.61% | 8.78% |
Correlation
The correlation between BRWIX and ARDEX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005 | 0.77 |
Over the past year, the correlation between BRWIX and ARDEX has dropped to 0.44 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
BRWIX vs. ARDEX — Risk / Return Rank
BRWIX
ARDEX
BRWIX vs. ARDEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Boston Common Global Impact Fund (BRWIX) and AMG River Road Dividend All Cap Value Fund (ARDEX). 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.
| BRWIX | ARDEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.66 | ||
| Sortino ratioReturn per unit of downside risk | +2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.95 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | -0.31 | +2.30 |
| Martin ratioReturn relative to average drawdown | 7.77 | -0.55 | +8.32 |
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Drawdowns
BRWIX vs. ARDEX - Drawdown Comparison
The maximum BRWIX drawdown since its inception was -54.49%, roughly equal to the maximum ARDEX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for BRWIX and ARDEX.
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Drawdown Indicators
| BRWIX | ARDEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.49% | -52.16% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -20.51% | +9.23% |
Max Drawdown (3Y)Largest decline over 3 years | -20.82% | -52.16% | +31.34% |
Max Drawdown (5Y)Largest decline over 5 years | -36.71% | -52.16% | +15.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.71% | -52.16% | +15.45% |
Current DrawdownCurrent decline from peak | -4.88% | -45.57% | +40.69% |
Average DrawdownAverage peak-to-trough decline | -17.52% | -10.74% | -6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 11.47% | -8.59% |
Volatility
BRWIX vs. ARDEX - Volatility Comparison
AMG Boston Common Global Impact Fund (BRWIX) has a higher volatility of 5.57% compared to AMG River Road Dividend All Cap Value Fund (ARDEX) at 3.04%. This indicates that BRWIX's price experiences larger fluctuations and is considered to be riskier than ARDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRWIX | ARDEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.04% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 6.78% | +7.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 22.41% | -6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 41.85% | -23.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 32.38% | -12.15% |
BRWIX vs. ARDEX - Expense Ratio Comparison
BRWIX has a 0.93% expense ratio, which is lower than ARDEX's 0.97% expense ratio.
Dividends
BRWIX vs. ARDEX - Dividend Comparison
BRWIX's dividend yield for the trailing twelve months is around 0.68%, less than ARDEX's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARDEX AMG River Road Dividend All Cap Value Fund | 3.79% | 5.85% | 79.78% | 4.42% | 14.36% | 5.37% | 2.12% | 8.71% | 9.10% | 6.83% | 9.31% | 11.69% |
BRWIX AMG Boston Common Global Impact Fund | 0.68% | 0.75% | 1.17% | 0.63% | 0.48% | 45.72% | 14.71% | 10.30% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRWIX and ARDEX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRWIX has higher volatility (5.57%) compared to ARDEX (3.04%). In terms of maximum drawdown, BRWIX dropped -54.49% vs ARDEX's -52.16%.
BRWIX currently has the higher Sharpe Ratio (1.38 vs -0.28), 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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