GWGIX vs. MEQFX
Compare and contrast key facts about AMG GW&K Small/Mid Cap Fund (GWGIX) and AMG River Road Large Cap Value Select Fund (MEQFX).
GWGIX is managed by AMG. It was launched on Jun 30, 2015. MEQFX is managed by AMG. It was launched on Aug 14, 1992.
Performance
GWGIX vs. MEQFX - Performance Comparison
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GWGIX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWGIX AMG GW&K Small/Mid Cap Fund | 3.53% | 1.53% | 10.85% | 14.76% | -18.09% | 26.01% | 23.31% | 31.02% | -8.14% | 15.44% |
MEQFX AMG River Road Large Cap Value Select Fund | -4.94% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Returns By Period
In the year-to-date period, GWGIX achieves a 3.53% return, which is significantly higher than MEQFX's -4.94% return. Both investments have delivered pretty close results over the past 10 years, with GWGIX having a 10.12% annualized return and MEQFX not far ahead at 10.62%.
GWGIX
- 1D
- 3.32%
- 1M
- -5.86%
- YTD
- 3.53%
- 6M
- 2.05%
- 1Y
- 14.15%
- 3Y*
- 8.74%
- 5Y*
- 4.28%
- 10Y*
- 10.12%
MEQFX
- 1D
- 1.30%
- 1M
- -6.65%
- YTD
- -4.94%
- 6M
- -12.14%
- 1Y
- -10.02%
- 3Y*
- 9.93%
- 5Y*
- 10.34%
- 10Y*
- 10.62%
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GWGIX vs. MEQFX - Expense Ratio Comparison
GWGIX has a 0.87% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Return for Risk
GWGIX vs. MEQFX — Risk / Return Rank
GWGIX
MEQFX
GWGIX vs. MEQFX - 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 River Road Large Cap Value Select Fund (MEQFX). 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.
| GWGIX | MEQFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | -0.49 | +1.16 |
Sortino ratioReturn per unit of downside risk | 1.08 | -0.52 | +1.60 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.92 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | -0.59 | +1.41 |
Martin ratioReturn relative to average drawdown | 3.12 | -1.55 | +4.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GWGIX | MEQFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | -0.49 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.60 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.55 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.31 | +0.18 |
Correlation
The correlation between GWGIX and MEQFX is 0.81, 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.
Dividends
GWGIX vs. MEQFX - Dividend Comparison
Neither GWGIX nor MEQFX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Drawdowns
GWGIX vs. MEQFX - Drawdown Comparison
The maximum GWGIX drawdown since its inception was -37.41%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for GWGIX and MEQFX.
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Drawdown Indicators
| GWGIX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -55.38% | +17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -17.43% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -19.48% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -37.41% | -28.69% | -8.72% |
Current DrawdownCurrent decline from peak | -6.91% | -16.13% | +9.22% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -12.17% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 6.65% | -3.01% |
Volatility
GWGIX vs. MEQFX - Volatility Comparison
AMG GW&K Small/Mid Cap Fund (GWGIX) has a higher volatility of 7.36% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 3.85%. This indicates that GWGIX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GWGIX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 3.85% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 15.01% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 19.77% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 17.45% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 19.56% | +0.64% |