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GWMIX vs. MBDFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GWMIX vs. MBDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K Municipal Bond Fund (GWMIX) and AMG GW&K Core Bond ESG Fund (MBDFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GWMIX achieves a 1.18% return, which is significantly higher than MBDFX's 0.17% return. Over the past 10 years, GWMIX has outperformed MBDFX with an annualized return of 2.29%, while MBDFX has yielded a comparatively lower 1.29% annualized return.


GWMIX

1D
0.09%
1M
1.57%
YTD
1.18%
6M
1.44%
1Y
7.11%
3Y*
3.55%
5Y*
1.68%
10Y*
2.29%

MBDFX

1D
0.22%
1M
0.89%
YTD
0.17%
6M
0.28%
1Y
4.42%
3Y*
3.91%
5Y*
-0.58%
10Y*
1.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWMIX vs. MBDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWMIX
AMG GW&K Municipal Bond Fund
1.18%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
0.17%7.29%1.24%5.73%-13.85%-3.34%7.33%9.70%-1.11%3.88%

Correlation

The correlation between GWMIX and MBDFX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.49

The correlation between GWMIX and MBDFX shifts across timeframes, from 0.49 (all time) to 0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GWMIX vs. MBDFX — Risk / Return Rank

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

GWMIX
GWMIX Risk / Return Rank: 6464
Overall Rank
GWMIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GWMIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GWMIX Omega Ratio Rank: 9292
Omega Ratio Rank
GWMIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GWMIX Martin Ratio Rank: 2525
Martin Ratio Rank

MBDFX
MBDFX Risk / Return Rank: 1717
Overall Rank
MBDFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MBDFX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MBDFX Omega Ratio Rank: 1818
Omega Ratio Rank
MBDFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MBDFX Martin Ratio Rank: 1414
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. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GWMIXMBDFXDifference
Sharpe ratioReturn per unit of total volatility

+1.49

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.66

1.21

+0.46

Calmar ratioReturn relative to maximum drawdown

1.85

1.37

+0.47

Martin ratioReturn relative to average drawdown

5.59

3.73

+1.86

GWMIX vs. MBDFX - Sharpe Ratio Comparison

The current GWMIX Sharpe Ratio is 2.66, which is higher than the MBDFX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of GWMIX and MBDFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


GWMIXMBDFXDifference

Max Drawdown

Largest peak-to-trough decline

-12.27%

-20.66%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.25%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-5.41%

-6.99%

+1.58%

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 Drawdown

Current decline from peak

-1.43%

-4.30%

+2.87%

Average Drawdown

Average peak-to-trough decline

-1.97%

-3.96%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.19%

+0.09%

Volatility

GWMIX vs. MBDFX - Volatility Comparison

The current volatility for AMG GW&K Municipal Bond Fund (GWMIX) is 0.72%, while AMG GW&K Core Bond ESG Fund (MBDFX) has a volatility of 1.19%. 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


GWMIXMBDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

1.19%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

2.86%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

2.70%

3.83%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.13%

6.16%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

5.06%

-1.06%

GWMIX vs. MBDFX - Expense Ratio Comparison

GWMIX has a 0.39% expense ratio, which is lower than MBDFX's 0.56% expense ratio.


Dividends

GWMIX vs. MBDFX - Dividend Comparison

GWMIX's dividend yield for the trailing twelve months is around 2.71%, less than MBDFX's 3.46% yield.


PositionTTM20252024202320222021202020192018201720162015
GWMIX
AMG GW&K Municipal Bond Fund
2.71%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
3.46%3.66%3.50%2.92%2.16%2.35%1.84%2.40%2.30%2.10%2.06%4.17%

Frequently Asked Questions


GWMIX and MBDFX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBDFX has higher volatility (1.19%) compared to GWMIX (0.72%). In terms of maximum drawdown, GWMIX dropped -12.27% vs MBDFX's -20.66%.

GWMIX currently has the higher Sharpe Ratio (2.66 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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