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MBDFX vs. MGFIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBDFX vs. MGFIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MBDFX achieves a 0.17% return, which is significantly lower than MGFIX's 0.63% return. Over the past 10 years, MBDFX has underperformed MGFIX with an annualized return of 1.29%, while MGFIX has yielded a comparatively higher 1.38% annualized return.


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%

MGFIX

1D
0.23%
1M
0.91%
YTD
0.63%
6M
0.76%
1Y
4.83%
3Y*
4.34%
5Y*
-0.08%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBDFX vs. MGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MGFIX
AMG GW&K ESG Bond Fund
0.63%7.26%1.50%6.69%-13.17%-9.68%7.34%11.11%-1.82%6.78%

Correlation

The correlation between MBDFX and MGFIX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 30, 1993

0.81

The correlation between MBDFX and MGFIX shifts across timeframes, from 0.81 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MBDFX vs. MGFIX — Risk / Return Rank

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

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

MGFIX
MGFIX Risk / Return Rank: 2424
Overall Rank
MGFIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MGFIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MGFIX Omega Ratio Rank: 2424
Omega Ratio Rank
MGFIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MGFIX Martin Ratio Rank: 2020
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.

MBDFX vs. MGFIX - 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 GW&K ESG Bond Fund (MGFIX). 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.


MBDFXMGFIXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratioReturn relative to maximum drawdown

1.37

1.68

-0.31

Martin ratioReturn relative to average drawdown

3.73

4.86

-1.13

MBDFX vs. MGFIX - Sharpe Ratio Comparison

The current MBDFX Sharpe Ratio is 1.17, which is comparable to the MGFIX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of MBDFX and MGFIX, 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

MBDFX vs. MGFIX - Drawdown Comparison

The maximum MBDFX drawdown since its inception was -20.66%, smaller than the maximum MGFIX drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for MBDFX and MGFIX.


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Drawdown Indicators


MBDFXMGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.66%

-25.03%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-2.93%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-6.99%

-6.75%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-19.68%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-20.66%

-25.03%

+4.37%

Current Drawdown

Current decline from peak

-4.30%

-8.33%

+4.03%

Average Drawdown

Average peak-to-trough decline

-3.96%

-4.81%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.01%

+0.18%

Volatility

MBDFX vs. MGFIX - Volatility Comparison

AMG GW&K Core Bond ESG Fund (MBDFX) and AMG GW&K ESG Bond Fund (MGFIX) have volatilities of 1.19% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBDFXMGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.15%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.78%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

3.65%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

5.77%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

5.25%

-0.19%

MBDFX vs. MGFIX - Expense Ratio Comparison

MBDFX has a 0.56% expense ratio, which is lower than MGFIX's 0.68% expense ratio.


Dividends

MBDFX vs. MGFIX - Dividend Comparison

MBDFX's dividend yield for the trailing twelve months is around 3.46%, less than MGFIX's 4.06% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MGFIX
AMG GW&K ESG Bond Fund
4.06%3.85%3.56%2.94%2.41%2.21%3.38%4.20%3.89%3.81%4.96%4.17%

Frequently Asked Questions


With a correlation of 0.97, MBDFX and MGFIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MBDFX has higher volatility (1.19%) compared to MGFIX (1.15%). In terms of maximum drawdown, MBDFX dropped -20.66% vs MGFIX's -25.03%.

MGFIX currently has the higher Sharpe Ratio (1.35 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.

Portfolio Optimizer

Find the right allocation for MBDFX and MGFIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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