MBDFX vs. MCGFX
MBDFX (AMG GW&K Core Bond ESG Fund) and MCGFX (AMG Montrusco Bolton Large Cap Growth Fund) are both mutual funds - MBDFX is a Intermediate Core Bond fund managed by AMG, while MCGFX is a Large Cap Growth Equities fund managed by AMG. Over the past 10 years, MBDFX returned 0.99%/yr vs 10.27%/yr for MCGFX. Their -0.03 correlation means they have often moved in opposite directions in the past. MBDFX charges 0.56%/yr vs 0.91%/yr for MCGFX.
Performance
MBDFX vs. MCGFX - 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 MCGFX's 15.35% return. Over the past 10 years, MBDFX has underperformed MCGFX with an annualized return of 0.99%, while MCGFX has yielded a comparatively higher 10.27% 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%
MCGFX
- 1D
- 1.42%
- 1M
- -2.23%
- 6M
- 11.74%
- YTD
- 15.35%
- 1Y
- -14.46%
- 3Y*
- 4.46%
- 5Y*
- 2.24%
- 10Y*
- 10.27%
- ALL TIME*
- 9.35%
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. MCGFX - 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% |
MCGFX AMG Montrusco Bolton Large Cap Growth Fund | 15.35% | -19.12% | 14.37% | 34.16% | -27.05% | 25.78% | 31.91% | 32.61% | -1.47% | 23.36% |
Correlation
The correlation between MBDFX and MCGFX 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. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 1994 | -0.03 |
The correlation between MBDFX and MCGFX shifts across timeframes, from -0.03 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MBDFX vs. MCGFX — Risk / Return Rank
MBDFX
MCGFX
MBDFX vs. MCGFX - 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 Montrusco Bolton Large Cap Growth Fund (MCGFX). 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 | MCGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.93 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.46 | +1.10 |
| Martin ratioReturn relative to average drawdown | 1.45 | -0.77 | +2.22 |
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Drawdowns
MBDFX vs. MCGFX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum MCGFX drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for MBDFX and MCGFX.
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Drawdown Indicators
| MBDFX | MCGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -45.56% | +24.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.25% | -35.89% | +32.64% |
Max Drawdown (3Y)Largest decline over 3 years | -5.74% | -35.89% | +30.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.47% | -35.89% | +15.42% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -35.89% | +15.23% |
Current DrawdownCurrent decline from peak | -5.57% | -21.78% | +16.21% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -10.72% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 21.24% | -19.82% |
Volatility
MBDFX vs. MCGFX - Volatility Comparison
The current volatility for AMG GW&K Core Bond ESG Fund (MBDFX) is 1.11%, while AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) has a volatility of 4.18%. This indicates that MBDFX experiences smaller price fluctuations and is considered to be less risky than MCGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBDFX | MCGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 4.18% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 15.03% | -12.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 36.65% | -32.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.17% | 25.35% | -19.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 22.53% | -17.47% |
MBDFX vs. MCGFX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is lower than MCGFX's 0.91% expense ratio.
Dividends
MBDFX vs. MCGFX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.24%, while MCGFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCGFX AMG Montrusco Bolton Large Cap Growth Fund | 0.00% | 0.00% | 10.27% | 3.66% | 10.96% | 78.35% | 16.87% | 9.08% | 25.33% | 9.88% | 11.33% | 33.82% |
Frequently Asked Questions
MBDFX and MCGFX 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.
MCGFX has higher volatility (4.18%) compared to MBDFX (1.11%). In terms of maximum drawdown, MBDFX dropped -20.66% vs MCGFX's -45.56%.
MBDFX currently has the higher Sharpe Ratio (0.54 vs -0.45), 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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