MBDFX vs. ARSVX
MBDFX (AMG GW&K Core Bond ESG Fund) and ARSVX (AMG River Road Small Cap Value Fund) are both mutual funds - MBDFX is a Intermediate Core Bond fund managed by AMG, while ARSVX is a Small Cap Value Equities fund managed by AMG. Over the past 10 years, MBDFX returned 0.99%/yr vs 9.64%/yr for ARSVX. Their -0.11 correlation means they have often moved in opposite directions in the past. MBDFX charges 0.56%/yr vs 1.35%/yr for ARSVX.
Performance
MBDFX vs. ARSVX - Performance Comparison
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Returns By Period
In the year-to-date period, MBDFX achieves a -1.16% return, which is significantly lower than ARSVX's 9.41% return. Over the past 10 years, MBDFX has underperformed ARSVX with an annualized return of 0.99%, while ARSVX has yielded a comparatively higher 9.64% annualized return.
MBDFX
- 1D
- 0.11%
- 1M
- -1.00%
- 6M
- -1.47%
- YTD
- -1.16%
- 1Y
- 1.27%
- 3Y*
- 3.52%
- 5Y*
- -1.04%
- 10Y*
- 0.99%
- ALL TIME*
- 2.20%
ARSVX
- 1D
- -1.26%
- 1M
- 1.88%
- 6M
- 7.91%
- YTD
- 9.41%
- 1Y
- 2.62%
- 3Y*
- 6.77%
- 5Y*
- 5.53%
- 10Y*
- 9.64%
- ALL TIME*
- 8.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MBDFX vs. ARSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | -1.16% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
ARSVX AMG River Road Small Cap Value Fund | 9.41% | -7.36% | 14.05% | 14.86% | -6.49% | 21.14% | 1.84% | 38.29% | -6.96% | 11.73% |
Correlation
The correlation between MBDFX and ARSVX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2005 | -0.11 |
The correlation between MBDFX and ARSVX shifts across timeframes, from -0.11 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MBDFX vs. ARSVX — Risk / Return Rank
MBDFX
ARSVX
MBDFX vs. ARSVX - 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 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.
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.
| MBDFX | ARSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 0.00 | +0.63 |
| Martin ratioReturn relative to average drawdown | 1.45 | 0.01 | +1.45 |
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Drawdowns
MBDFX vs. ARSVX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum ARSVX drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for MBDFX and ARSVX.
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Drawdown Indicators
| MBDFX | ARSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -54.85% | +34.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -16.62% | +13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -5.74% | -19.21% | +13.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.47% | -19.21% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -40.52% | +19.86% |
Current DrawdownCurrent decline from peak | -5.57% | -4.76% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -8.67% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 8.52% | -7.10% |
Volatility
MBDFX vs. ARSVX - Volatility Comparison
The current volatility for AMG GW&K Core Bond ESG Fund (MBDFX) is 1.11%, while AMG River Road Small Cap Value Fund (ARSVX) has a volatility of 3.91%. This indicates that MBDFX 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
| MBDFX | ARSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 3.91% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 9.19% | -6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 17.04% | -13.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.17% | 17.81% | -11.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 19.31% | -14.25% |
MBDFX vs. ARSVX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than ARSVX's 1.35% expense ratio.
Dividends
MBDFX vs. ARSVX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.24%, while ARSVX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBDFX AMG GW&K Core Bond ESG Fund | 3.24% | 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
MBDFX and ARSVX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSVX has higher volatility (3.91%) compared to MBDFX (1.11%). In terms of maximum drawdown, MBDFX dropped -20.66% vs ARSVX's -54.85%.
MBDFX currently has the higher Sharpe Ratio (0.54 vs 0.00), 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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