GWMIX vs. MBDFX
Compare and contrast key facts about AMG GW&K Municipal Bond Fund (GWMIX) and AMG GW&K Core Bond ESG Fund (MBDFX).
GWMIX is managed by AMG. It was launched on Jun 29, 2009. MBDFX is managed by AMG. It was launched on Apr 30, 1993.
Performance
GWMIX vs. MBDFX - Performance Comparison
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GWMIX vs. MBDFX - 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% |
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, GWMIX achieves a -1.16% return, which is significantly lower than MBDFX's -0.93% return. Over the past 10 years, GWMIX has outperformed MBDFX with an annualized return of 2.21%, while MBDFX has yielded a comparatively lower 1.31% 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%
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%
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GWMIX vs. MBDFX - Expense Ratio Comparison
GWMIX has a 0.39% expense ratio, which is lower than MBDFX's 0.56% expense ratio.
Return for Risk
GWMIX vs. MBDFX — Risk / Return Rank
GWMIX
MBDFX
GWMIX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Municipal Bond Fund (GWMIX) 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.
| GWMIX | MBDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.85 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.19 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.15 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.31 | -0.18 |
Martin ratioReturn relative to average drawdown | 3.85 | 4.39 | -0.53 |
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 | MBDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.85 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | -0.07 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.26 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.48 | +0.49 |
Correlation
The correlation between GWMIX and MBDFX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GWMIX vs. MBDFX - Dividend Comparison
GWMIX's dividend yield for the trailing twelve months is around 2.72%, less than MBDFX's 3.43% yield.
| 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% |
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
GWMIX vs. MBDFX - Drawdown Comparison
The maximum GWMIX drawdown since its inception was -12.27%, smaller than the maximum MBDFX drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for GWMIX and MBDFX.
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Drawdown Indicators
| GWMIX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.27% | -20.66% | +8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.41% | -3.24% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -12.27% | -20.54% | +8.27% |
Max Drawdown (10Y)Largest decline over 10 years | -12.27% | -20.66% | +8.39% |
Current DrawdownCurrent decline from peak | -3.72% | -5.35% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -1.97% | -3.96% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 0.97% | +0.31% |
Volatility
GWMIX vs. MBDFX - Volatility Comparison
The current volatility for AMG GW&K Municipal Bond Fund (GWMIX) is 1.32%, while AMG GW&K Core Bond ESG Fund (MBDFX) has a volatility of 1.64%. This indicates that GWMIX experiences smaller price fluctuations and is considered to be less risky 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
| GWMIX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.64% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 2.64% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 4.40% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | 6.13% | -2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.98% | 5.05% | -1.07% |