MBDFX vs. ARSMX
Compare and contrast key facts about AMG GW&K Core Bond ESG Fund (MBDFX) and AMG River Road Small-Mid Cap Value Fund (ARSMX).
MBDFX is managed by AMG. It was launched on Apr 30, 1993. ARSMX is managed by AMG. It was launched on Mar 29, 2007.
Performance
MBDFX vs. ARSMX - Performance Comparison
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MBDFX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARSMX AMG River Road Small-Mid Cap Value Fund | -3.04% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Returns By Period
In the year-to-date period, MBDFX achieves a -0.93% return, which is significantly higher than ARSMX's -3.04% return. Over the past 10 years, MBDFX has underperformed ARSMX with an annualized return of 1.31%, while ARSMX has yielded a comparatively higher 9.33% annualized return.
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%
ARSMX
- 1D
- -0.11%
- 1M
- -5.33%
- YTD
- -3.04%
- 6M
- -5.91%
- 1Y
- -0.75%
- 3Y*
- 6.77%
- 5Y*
- 4.08%
- 10Y*
- 9.33%
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MBDFX vs. ARSMX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than ARSMX's 1.27% expense ratio.
Return for Risk
MBDFX vs. ARSMX — Risk / Return Rank
MBDFX
ARSMX
MBDFX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| MBDFX | ARSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | -0.02 | +0.87 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.10 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.18 | +1.49 |
Martin ratioReturn relative to average drawdown | 4.39 | -0.55 | +4.94 |
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
| MBDFX | ARSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | -0.02 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.23 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.48 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.35 | +0.13 |
Correlation
The correlation between MBDFX and ARSMX is -0.12. 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
MBDFX vs. ARSMX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.43%, while ARSMX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
Drawdowns
MBDFX vs. ARSMX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum ARSMX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for MBDFX and ARSMX.
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Drawdown Indicators
| MBDFX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -51.75% | +31.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -12.25% | +9.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | -19.34% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -42.96% | +22.30% |
Current DrawdownCurrent decline from peak | -5.35% | -10.31% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -8.12% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 4.04% | -3.07% |
Volatility
MBDFX vs. ARSMX - Volatility Comparison
The current volatility for AMG GW&K Core Bond ESG Fund (MBDFX) is 1.64%, while AMG River Road Small-Mid Cap Value Fund (ARSMX) has a volatility of 3.68%. This indicates that MBDFX experiences smaller price fluctuations and is considered to be less risky than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBDFX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 3.68% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 11.17% | -8.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 18.46% | -14.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 17.87% | -11.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 19.59% | -14.54% |