GWMIX vs. ARSVX
Compare and contrast key facts about AMG GW&K Municipal Bond Fund (GWMIX) and AMG River Road Small Cap Value Fund (ARSVX).
GWMIX is managed by AMG. It was launched on Jun 29, 2009. ARSVX is managed by AMG. It was launched on Jun 28, 2005.
Performance
GWMIX vs. ARSVX - Performance Comparison
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GWMIX vs. ARSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARSVX AMG River Road Small Cap Value Fund | -4.60% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
Returns By Period
In the year-to-date period, GWMIX achieves a -1.16% return, which is significantly higher than ARSVX's -4.60% return. Over the past 10 years, GWMIX has underperformed ARSVX with an annualized return of 2.21%, while ARSVX has yielded a comparatively higher 8.72% 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%
ARSVX
- 1D
- -0.07%
- 1M
- -4.87%
- YTD
- -4.60%
- 6M
- -13.25%
- 1Y
- -8.00%
- 3Y*
- 4.18%
- 5Y*
- 3.03%
- 10Y*
- 8.72%
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GWMIX vs. ARSVX - Expense Ratio Comparison
GWMIX has a 0.39% expense ratio, which is lower than ARSVX's 1.35% expense ratio.
Return for Risk
GWMIX vs. ARSVX — Risk / Return Rank
GWMIX
ARSVX
GWMIX vs. ARSVX - 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 Small Cap Value Fund (ARSVX). 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.
| GWMIX | ARSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | -0.39 | +1.51 |
Sortino ratioReturn per unit of downside risk | 1.46 | -0.40 | +1.85 |
Omega ratioGain probability vs. loss probability | 1.31 | 0.94 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | -0.56 | +1.68 |
Martin ratioReturn relative to average drawdown | 3.85 | -1.38 | +5.23 |
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
| GWMIX | ARSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | -0.39 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.17 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.45 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.39 | +0.58 |
Correlation
The correlation between GWMIX and ARSVX is -0.11. 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. ARSVX - Dividend Comparison
GWMIX's dividend yield for the trailing twelve months is around 2.72%, while ARSVX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARSVX AMG River Road Small Cap Value Fund | 0.00% | 0.00% | 8.50% | 4.78% | 3.87% | 7.75% | 0.00% | 12.10% | 13.01% | 14.96% | 4.96% | 6.51% |
Drawdowns
GWMIX vs. ARSVX - Drawdown Comparison
The maximum GWMIX drawdown since its inception was -12.27%, smaller than the maximum ARSVX drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for GWMIX and ARSVX.
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Drawdown Indicators
| GWMIX | ARSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -54.85% | +42.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.41% | -16.62% | +12.21% |
Max Drawdown (5Y)Largest decline over 5 years | -12.27% | -19.21% | +6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -12.27% | -40.52% | +28.25% |
Current DrawdownCurrent decline from peak | -3.72% | -16.96% | +13.24% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -8.64% | +6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 6.72% | -5.44% |
Volatility
GWMIX vs. ARSVX - Volatility Comparison
The current volatility for AMG GW&K Municipal Bond Fund (GWMIX) is 1.32%, while AMG River Road Small Cap Value Fund (ARSVX) has a volatility of 3.83%. This indicates that GWMIX experiences smaller price fluctuations and is considered to be less risky than ARSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GWMIX | ARSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 3.83% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 14.34% | -12.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 20.60% | -16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | 17.92% | -13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 19.37% | -15.39% |