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GWGIX vs. MBDFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWGIX vs. MBDFX - Performance Comparison

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

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GWGIX vs. MBDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWGIX
AMG GW&K Small/Mid Cap Fund
0.21%1.53%10.85%14.76%-18.09%26.01%23.31%31.02%-8.14%15.44%
MBDFX
AMG GW&K Core Bond ESG Fund
-0.93%7.29%1.24%5.73%-13.85%-3.34%7.33%9.70%-1.11%3.88%

Returns By Period

In the year-to-date period, GWGIX achieves a 0.21% return, which is significantly higher than MBDFX's -0.93% return. Over the past 10 years, GWGIX has outperformed MBDFX with an annualized return of 9.76%, while MBDFX has yielded a comparatively lower 1.31% annualized return.


GWGIX

1D
-1.13%
1M
-8.40%
YTD
0.21%
6M
-1.03%
1Y
10.80%
3Y*
7.57%
5Y*
3.97%
10Y*
9.76%

MBDFX

1D
0.56%
1M
-2.70%
YTD
-0.93%
6M
0.00%
1Y
3.46%
3Y*
3.27%
5Y*
-0.45%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWGIX vs. MBDFX - Expense Ratio Comparison

GWGIX has a 0.87% expense ratio, which is higher than MBDFX's 0.56% expense ratio.


Return for Risk

GWGIX vs. MBDFX — Risk / Return Rank

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

GWGIX
GWGIX Risk / Return Rank: 1919
Overall Rank
GWGIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GWGIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GWGIX Omega Ratio Rank: 1919
Omega Ratio Rank
GWGIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
GWGIX Martin Ratio Rank: 1818
Martin Ratio Rank

MBDFX
MBDFX Risk / Return Rank: 4141
Overall Rank
MBDFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MBDFX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MBDFX Omega Ratio Rank: 2929
Omega Ratio Rank
MBDFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
MBDFX Martin Ratio Rank: 4343
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. MBDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Fund (GWGIX) and AMG GW&K Core Bond ESG Fund (MBDFX). 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.


GWGIXMBDFXDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.85

-0.34

Sortino ratio

Return per unit of downside risk

0.86

1.19

-0.33

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.47

1.31

-0.84

Martin ratio

Return relative to average drawdown

1.81

4.39

-2.57

GWGIX vs. MBDFX - Sharpe Ratio Comparison

The current GWGIX Sharpe Ratio is 0.51, which is lower than the MBDFX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of GWGIX and MBDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GWGIXMBDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.85

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.07

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.26

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.48

0.00

Correlation

The correlation between GWGIX and MBDFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GWGIX vs. MBDFX - Dividend Comparison

GWGIX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.43%.


TTM20252024202320222021202020192018201720162015
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%0.00%
MBDFX
AMG GW&K Core Bond ESG Fund
3.43%3.66%3.50%2.92%2.16%2.35%1.84%2.40%2.30%2.10%2.06%4.17%

Drawdowns

GWGIX vs. MBDFX - Drawdown Comparison

The maximum GWGIX drawdown since its inception was -37.41%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for GWGIX and MBDFX.


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Drawdown Indicators


GWGIXMBDFXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-20.66%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-3.24%

-10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-20.54%

-6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.41%

-20.66%

-16.75%

Current Drawdown

Current decline from peak

-9.90%

-5.35%

-4.55%

Average Drawdown

Average peak-to-trough decline

-7.05%

-3.96%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

0.97%

+2.79%

Volatility

GWGIX vs. MBDFX - Volatility Comparison

AMG GW&K Small/Mid Cap Fund (GWGIX) has a higher volatility of 6.42% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.64%. This indicates that GWGIX's price experiences larger fluctuations and is considered to be riskier than MBDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWGIXMBDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

1.64%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

2.64%

+10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

4.40%

+17.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

6.13%

+13.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

5.05%

+15.13%