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GWGIX vs. BBMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GWGIX vs. BBMIX

Last updated Jun 26, 2026

GWGIX (AMG GW&K Small/Mid Cap Fund) and BBMIX (BBH Select Series - Mid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, GWGIX returned 6.21%/yr vs 2.56%/yr for BBMIX. Their correlation of 0.85 suggests significant overlap in exposure. GWGIX charges 0.87%/yr vs 0.90%/yr for BBMIX.

Performance

GWGIX vs. BBMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Small/Mid Cap Fund (GWGIX) and BBH Select Series - Mid Cap Fund (BBMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GWGIX achieves a 18.23% return, which is significantly higher than BBMIX's 2.86% return.

GWGIX

1D
1.25%
1M
2.75%
YTD
18.23%
6M
15.65%
1Y
26.37%
3Y*
14.30%
5Y*
6.21%
10Y*
11.71%

BBMIX

1D
0.00%
1M
0.00%
YTD
2.86%
6M
2.86%
1Y
-1.29%
3Y*
6.50%
5Y*
2.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWGIX vs. BBMIX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
GWGIX
AMG GW&K Small/Mid Cap Fund		18.23%1.53%10.85%14.76%-18.09%12.05%
BBMIX
BBH Select Series - Mid Cap Fund		2.86%-6.45%11.41%26.01%-24.76%13.50%

Correlation

The correlation between GWGIX and BBMIX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 24, 2021

0.85

Over the past year, the correlation between GWGIX and BBMIX has dropped to 0.49 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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AMG GW&K Small/Mid Cap Fund

BBH Select Series - Mid Cap Fund

Often compared with GWGIX:
GWGIX vs. EISMXGWGIX vs. FOCSXGWGIX vs. FXAIXGWGIX vs. VTIGWGIX vs. MEQFXGWGIX vs. MBDFXGWGIX vs. SKSEX
Often compared with BBMIX:
BBMIX vs. BBIIXBBMIX vs. BBNIXBBMIX vs. BBHLXBBMIX vs. BBBMXBBMIX vs. BBLIXBBMIX vs. BARAXBBMIX vs. BARIX

Return for Risk

GWGIX vs. BBMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GWGIX
GWGIX Risk / Return Rank: 4343
Overall Rank
GWGIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GWGIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
GWGIX Omega Ratio Rank: 3333
Omega Ratio Rank
GWGIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
GWGIX Martin Ratio Rank: 5050
Martin Ratio Rank
BBMIX
BBMIX Risk / Return Rank: 22
Overall Rank
BBMIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BBMIX Sortino Ratio Rank: 22
Sortino Ratio Rank
BBMIX Omega Ratio Rank: 22
Omega Ratio Rank
BBMIX Calmar Ratio Rank: 22
Calmar Ratio Rank
BBMIX Martin Ratio Rank: 22
Martin Ratio Rank
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.

GWGIX vs. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Fund (GWGIX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.

GWGIXBBMIXDifference
Sharpe ratioReturn per unit of total volatility
1.42
-0.25

+1.68

Sortino ratioReturn per unit of downside risk
2.06
-0.29

+2.35

Omega ratioGain probability vs. loss probability

1.25

0.95

+0.30

Calmar ratioReturn relative to maximum drawdown

2.56

-0.31

+2.87

Martin ratioReturn relative to average drawdown

8.77

-0.47

+9.24

GWGIX vs. BBMIX - Sharpe Ratio Comparison

The current GWGIX Sharpe Ratio is 1.42, which is higher than the BBMIX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of GWGIX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

GWGIX vs. BBMIX - Drawdown Comparison

The maximum GWGIX drawdown since its inception was -37.41%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for GWGIX and BBMIX.

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Drawdown Indicators

GWGIXBBMIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-28.90%

-8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-8.89%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-25.85%

-23.79%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-28.90%

+1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-37.41%

—

—

Current Drawdown

Current decline from peak

-0.35%

-11.28%

+10.93%

Average Drawdown

Average peak-to-trough decline

-6.93%

-10.51%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

5.33%

-2.46%

Volatility

GWGIX vs. BBMIX - Volatility Comparison

AMG GW&K Small/Mid Cap Fund (GWGIX) has a higher volatility of 5.76% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that GWGIX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GWGIXBBMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

0.00%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

5.87%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

11.00%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.99%

19.70%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.24%

19.55%

+0.69%

GWGIX vs. BBMIX - Expense Ratio Comparison

GWGIX has a 0.87% expense ratio, which is lower than BBMIX's 0.90% expense ratio.

Dividends

GWGIX vs. BBMIX - Dividend Comparison

Neither GWGIX nor BBMIX has paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
BBMIX
BBH Select Series - Mid Cap Fund		0.00%0.00%0.32%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GWGIX
AMG GW&K Small/Mid Cap Fund		0.00%0.00%0.95%0.19%4.22%5.45%0.12%0.37%2.48%1.46%0.05%

Frequently Asked Questions

GWGIX and BBMIX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GWGIX has higher volatility (5.76%) compared to BBMIX (0.00%). In terms of maximum drawdown, GWGIX dropped -37.41% vs BBMIX's -28.90%.

GWGIX currently has the higher Sharpe Ratio (1.42 vs -0.25), 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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