GWGIX vs. VTI
Compare and contrast key facts about AMG GW&K Small/Mid Cap Fund (GWGIX) and Vanguard Total Stock Market ETF (VTI).
GWGIX is managed by AMG. It was launched on Jun 30, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
GWGIX vs. VTI - Performance Comparison
Loading graphics...
GWGIX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, GWGIX achieves a 3.53% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, GWGIX has underperformed VTI with an annualized return of 10.12%, while VTI has yielded a comparatively higher 13.69% annualized return.
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%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GWGIX vs. VTI - Expense Ratio Comparison
GWGIX has a 0.87% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
GWGIX vs. VTI — Risk / Return Rank
GWGIX
VTI
GWGIX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Fund (GWGIX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.98 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.52 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.54 | -0.73 |
Martin ratioReturn relative to average drawdown | 3.12 | 7.30 | -4.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GWGIX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.98 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.61 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.75 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.48 | +0.02 |
Correlation
The correlation between GWGIX and VTI is 0.88, 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. VTI - Dividend Comparison
GWGIX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.17%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
GWGIX vs. VTI - Drawdown Comparison
The maximum GWGIX drawdown since its inception was -37.41%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GWGIX and VTI.
Loading graphics...
Drawdown Indicators
| GWGIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.41% | -55.45% | +18.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -12.30% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -27.18% | -25.36% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.41% | -35.00% | -2.41% |
Current DrawdownCurrent decline from peak | -6.91% | -5.54% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -8.08% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.60% | +1.04% |
Volatility
GWGIX vs. VTI - Volatility Comparison
AMG GW&K Small/Mid Cap Fund (GWGIX) has a higher volatility of 7.36% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that GWGIX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GWGIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 5.48% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 9.75% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 19.02% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 17.41% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 18.29% | +1.91% |