BRWIX vs. VIGIX

Last updated Jun 5, 2026

BRWIX (AMG Boston Common Global Impact Fund) and VIGIX (Vanguard Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds. Over the past 10 years, BRWIX returned 11.18%/yr vs 18.25%/yr for VIGIX. Their correlation of 0.86 suggests significant overlap in exposure. BRWIX charges 0.93%/yr vs 0.04%/yr for VIGIX.

Performance

BRWIX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Boston Common Global Impact Fund (BRWIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRWIX achieves a 15.39% return, which is significantly higher than VIGIX's 9.47% return. Over the past 10 years, BRWIX has underperformed VIGIX with an annualized return of 11.18%, while VIGIX has yielded a comparatively higher 18.25% annualized return.

BRWIX

• 1D: -0.80%
• 1M: 3.48%
• YTD: 15.39%
• 6M: 16.87%
• 1Y: 33.60%
• 3Y*: 14.48%
• 5Y*: 5.06%
• 10Y*: 11.18%

VIGIX

• 1D: -1.23%
• 1M: 5.47%
• YTD: 9.47%
• 6M: 8.60%
• 1Y: 27.36%
• 3Y*: 25.95%
• 5Y*: 15.10%
• 10Y*: 18.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRWIX vs. VIGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRWIX AMG Boston Common Global Impact Fund	15.39%	21.16%	3.08%	13.75%	-25.35%	12.38%	29.77%	27.98%	-3.67%	23.65%
VIGIX Vanguard Growth Index Fund Institutional Shares	9.47%	19.44%	32.68%	46.77%	-33.13%	27.27%	40.19%	37.26%	-3.34%	27.81%

Correlation

The correlation between BRWIX and VIGIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 15, 1998	0.86

The correlation between BRWIX and VIGIX shifts across timeframes, from 0.76 (3 years) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BRWIX vs. VIGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRWIX

BRWIX Risk / Return Rank: 66
BRWIX Sharpe Ratio Rank: 68
BRWIX Sortino Ratio Rank: 64
BRWIX Omega Ratio Rank: 60
BRWIX Calmar Ratio Rank: 64
BRWIX Martin Ratio Rank: 74

VIGIX

VIGIX Risk / Return Rank: 30
VIGIX Sharpe Ratio Rank: 37
VIGIX Sortino Ratio Rank: 33
VIGIX Omega Ratio Rank: 33
VIGIX Calmar Ratio Rank: 21
VIGIX Martin Ratio Rank: 24

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRWIX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Boston Common Global Impact Fund (BRWIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.

	BRWIX	VIGIX	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.76	+0.64
Sortino ratio: Return per unit of downside risk	3.33	2.40	+0.94
Omega ratio: Gain probability vs. loss probability	1.42	1.31	+0.12
Calmar ratio: Return relative to maximum drawdown	3.05	1.70	+1.35
Martin ratio: Return relative to average drawdown	13.84	5.96	+7.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRWIX vs. VIGIX - Sharpe Ratio Comparison

The current BRWIX Sharpe Ratio is 2.40, which is higher than the VIGIX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BRWIX and VIGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRWIX	VIGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	1.76	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.68	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.85	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.47	-0.12

Drawdowns

BRWIX vs. VIGIX - Drawdown Comparison

The maximum BRWIX drawdown since its inception was -54.49%, roughly equal to the maximum VIGIX drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for BRWIX and VIGIX.

Drawdown Indicators

	BRWIX	VIGIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.49%	-56.95%	+2.46%
Max Drawdown (1Y) Largest decline over 1 year	-11.28%	-16.51%	+5.23%
Max Drawdown (3Y) Largest decline over 3 years	-20.82%	-23.03%	+2.21%
Max Drawdown (5Y) Largest decline over 5 years	-36.71%	-35.62%	-1.09%
Max Drawdown (10Y) Largest decline over 10 years	-36.71%	-35.62%	-1.09%
Current Drawdown Current decline from peak	-0.80%	-1.51%	+0.71%
Average Drawdown Average peak-to-trough decline	-17.59%	-16.27%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	4.68%	-2.20%

Volatility

BRWIX vs. VIGIX - Volatility Comparison

AMG Boston Common Global Impact Fund (BRWIX) has a higher volatility of 4.74% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 3.92%. This indicates that BRWIX's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRWIX	VIGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	3.92%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	12.17%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	15.92%	-1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.13%	22.35%	-4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.15%	21.59%	-1.44%

BRWIX vs. VIGIX - Expense Ratio Comparison

BRWIX has a 0.93% expense ratio, which is higher than VIGIX's 0.04% expense ratio.

Dividends

BRWIX vs. VIGIX - Dividend Comparison

BRWIX's dividend yield for the trailing twelve months is around 0.65%, more than VIGIX's 0.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRWIX AMG Boston Common Global Impact Fund	0.65%	0.75%	1.17%	0.63%	0.48%	45.72%	14.71%	10.30%	0.00%	0.00%	0.00%	0.00%
VIGIX Vanguard Growth Index Fund Institutional Shares	0.37%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.15%	1.40%	1.31%

Frequently Asked Questions

Can I hold both BRWIX and VIGIX in my portfolio?

BRWIX and VIGIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRWIX or VIGIX?

BRWIX has higher volatility (4.74%) compared to VIGIX (3.92%). In terms of maximum drawdown, BRWIX dropped -54.49% vs VIGIX's -56.95%.

Which has better risk-adjusted returns?

BRWIX currently has the higher Sharpe Ratio (2.40 vs 1.76), 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.