GWGIX vs. FOCSX

In the year-to-date period, GWGIX achieves a -7.07% return, which is significantly lower than FOCSX's -6.06% return.

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GWGIX has a 0.87% expense ratio, which is higher than FOCSX's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Fund (GWGIX) and Fidelity Small Cap Growth K6 Fund (FOCSX). 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 GWGIX Sharpe Ratio is 0.03, which is lower than the FOCSX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of GWGIX and FOCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GWGIX's dividend yield for the trailing twelve months is around 1.02%, less than FOCSX's 2.41% yield.

The maximum GWGIX drawdown since its inception was -37.41%, roughly equal to the maximum FOCSX drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for GWGIX and FOCSX.

AMG GW&K Small/Mid Cap Fund (GWGIX) has a higher volatility of 6.50% compared to Fidelity Small Cap Growth K6 Fund (FOCSX) at 5.84%. This indicates that GWGIX's price experiences larger fluctuations and is considered to be riskier than FOCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.