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GWMIX vs. ARDEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWMIX vs. ARDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Municipal Bond Fund (GWMIX) and AMG River Road Dividend All Cap Value Fund (ARDEX). The values are adjusted to include any dividend payments, if applicable.

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GWMIX vs. ARDEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWMIX
AMG GW&K Municipal Bond Fund
-1.16%5.52%0.04%6.04%-7.45%4.19%4.70%7.91%0.87%4.80%
ARDEX
AMG River Road Dividend All Cap Value Fund
1.39%-14.13%16.20%2.04%-3.64%4.16%-2.18%23.20%-7.61%8.78%

Returns By Period

In the year-to-date period, GWMIX achieves a -1.16% return, which is significantly lower than ARDEX's 1.39% return. Over the past 10 years, GWMIX has underperformed ARDEX with an annualized return of 2.21%, while ARDEX has yielded a comparatively higher 3.44% annualized return.


GWMIX

1D
0.18%
1M
-3.72%
YTD
-1.16%
6M
0.97%
1Y
4.69%
3Y*
2.47%
5Y*
1.48%
10Y*
2.21%

ARDEX

1D
0.20%
1M
-6.95%
YTD
1.39%
6M
-17.64%
1Y
-15.11%
3Y*
1.11%
5Y*
-1.04%
10Y*
3.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWMIX vs. ARDEX - Expense Ratio Comparison

GWMIX has a 0.39% expense ratio, which is lower than ARDEX's 0.97% expense ratio.


Return for Risk

GWMIX vs. ARDEX — Risk / Return Rank

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

GWMIX
GWMIX Risk / Return Rank: 5656
Overall Rank
GWMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GWMIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
GWMIX Omega Ratio Rank: 8080
Omega Ratio Rank
GWMIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
GWMIX Martin Ratio Rank: 3737
Martin Ratio Rank

ARDEX
ARDEX Risk / Return Rank: 11
Overall Rank
ARDEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ARDEX Sortino Ratio Rank: 22
Sortino Ratio Rank
ARDEX Omega Ratio Rank: 11
Omega Ratio Rank
ARDEX Calmar Ratio Rank: 11
Calmar Ratio Rank
ARDEX Martin Ratio Rank: 11
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.

GWMIX vs. ARDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Municipal Bond Fund (GWMIX) and AMG River Road Dividend All Cap Value Fund (ARDEX). 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.


GWMIXARDEXDifference

Sharpe ratio

Return per unit of total volatility

1.13

-0.59

+1.72

Sortino ratio

Return per unit of downside risk

1.46

-0.54

+2.00

Omega ratio

Gain probability vs. loss probability

1.31

0.86

+0.45

Calmar ratio

Return relative to maximum drawdown

1.12

-0.75

+1.87

Martin ratio

Return relative to average drawdown

3.85

-1.68

+5.53

GWMIX vs. ARDEX - Sharpe Ratio Comparison

The current GWMIX Sharpe Ratio is 1.13, which is higher than the ARDEX Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of GWMIX and ARDEX, 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


GWMIXARDEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

-0.59

+1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.03

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.11

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.22

+0.75

Correlation

The correlation between GWMIX and ARDEX is -0.10. 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

GWMIX vs. ARDEX - Dividend Comparison

GWMIX's dividend yield for the trailing twelve months is around 2.72%, less than ARDEX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
GWMIX
AMG GW&K Municipal Bond Fund
2.72%2.86%2.60%2.11%1.89%5.75%1.82%2.19%1.88%1.64%3.38%3.01%
ARDEX
AMG River Road Dividend All Cap Value Fund
3.85%5.85%79.78%4.42%14.36%5.37%2.12%8.71%9.10%6.83%9.31%11.69%

Drawdowns

GWMIX vs. ARDEX - Drawdown Comparison

The maximum GWMIX drawdown since its inception was -12.27%, smaller than the maximum ARDEX drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for GWMIX and ARDEX.


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Drawdown Indicators


GWMIXARDEXDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-52.16%

+39.89%

Max Drawdown (1Y)

Largest decline over 1 year

-4.41%

-20.51%

+16.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.27%

-52.16%

+39.89%

Max Drawdown (10Y)

Largest decline over 10 years

-12.27%

-52.16%

+39.89%

Current Drawdown

Current decline from peak

-3.72%

-51.30%

+47.58%

Average Drawdown

Average peak-to-trough decline

-1.97%

-10.15%

+8.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

9.16%

-7.88%

Volatility

GWMIX vs. ARDEX - Volatility Comparison

The current volatility for AMG GW&K Municipal Bond Fund (GWMIX) is 1.32%, while AMG River Road Dividend All Cap Value Fund (ARDEX) has a volatility of 3.32%. This indicates that GWMIX experiences smaller price fluctuations and is considered to be less risky than ARDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWMIXARDEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

3.32%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

23.71%

-21.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

24.77%

-20.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

41.88%

-37.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.98%

32.42%

-28.44%