Correlation
The correlation between BRWIX and VOO is 0.87, 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.
BRWIX vs. VOO
Compare and contrast key facts about AMG Boston Common Global Impact Fund (BRWIX) and Vanguard S&P 500 ETF (VOO).
BRWIX is managed by AMG. It was launched on Dec 30, 1985. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRWIX or VOO.
Performance
BRWIX vs. VOO - Performance Comparison
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Key characteristics
BRWIX:
0.00
VOO:
0.60
BRWIX:
0.06
VOO:
0.88
BRWIX:
1.01
VOO:
1.13
BRWIX:
-0.03
VOO:
0.56
BRWIX:
-0.14
VOO:
2.13
BRWIX:
6.15%
VOO:
4.91%
BRWIX:
18.73%
VOO:
19.46%
BRWIX:
-54.49%
VOO:
-33.99%
BRWIX:
-14.23%
VOO:
-5.22%
Returns By Period
In the year-to-date period, BRWIX achieves a 2.26% return, which is significantly higher than VOO's -0.85% return. Over the past 10 years, BRWIX has underperformed VOO with an annualized return of 7.17%, while VOO has yielded a comparatively higher 12.64% annualized return.
BRWIX
2.26%
6.17%
-1.84%
-0.67%
5.81%
6.30%
7.17%
VOO
-0.85%
5.97%
-2.10%
10.85%
15.45%
16.18%
12.64%
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BRWIX vs. VOO - Expense Ratio Comparison
BRWIX has a 0.93% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BRWIX vs. VOO — Risk-Adjusted Performance Rank
BRWIX
VOO
BRWIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Boston Common Global Impact Fund (BRWIX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
BRWIX vs. VOO - Dividend Comparison
BRWIX's dividend yield for the trailing twelve months is around 1.15%, less than VOO's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWIX AMG Boston Common Global Impact Fund | 1.15% | 1.17% | 0.63% | 0.48% | 45.72% | 14.71% | 10.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
BRWIX vs. VOO - Drawdown Comparison
The maximum BRWIX drawdown since its inception was -54.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRWIX and VOO.
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Volatility
BRWIX vs. VOO - Volatility Comparison
The current volatility for AMG Boston Common Global Impact Fund (BRWIX) is 3.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.44%. This indicates that BRWIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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