MBDFX vs. VBTLX
Compare and contrast key facts about AMG GW&K Core Bond ESG Fund (MBDFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
MBDFX is managed by AMG. It was launched on Apr 30, 1993. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
MBDFX vs. VBTLX - Performance Comparison
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MBDFX vs. VBTLX - 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.49% | 7.17% | 1.26% | 5.74% | -13.16% | -1.81% | 7.72% | 8.73% | -0.25% | 3.56% |
Returns By Period
In the year-to-date period, MBDFX achieves a -0.93% return, which is significantly lower than VBTLX's -0.49% return. Over the past 10 years, MBDFX has underperformed VBTLX with an annualized return of 1.31%, while VBTLX has yielded a comparatively higher 1.60% 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%
VBTLX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.77%
- 3Y*
- 3.44%
- 5Y*
- 0.23%
- 10Y*
- 1.60%
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MBDFX vs. VBTLX - Expense Ratio Comparison
MBDFX has a 0.56% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Return for Risk
MBDFX vs. VBTLX — Risk / Return Rank
MBDFX
VBTLX
MBDFX vs. VBTLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Core Bond ESG Fund (MBDFX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.00 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.44 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.78 | -0.48 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.08 | -0.70 |
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 | VBTLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.00 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.04 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.32 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.76 | -0.28 |
Correlation
The correlation between MBDFX and VBTLX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MBDFX vs. VBTLX - Dividend Comparison
MBDFX's dividend yield for the trailing twelve months is around 3.43%, less than VBTLX's 3.61% yield.
| 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% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
Drawdowns
MBDFX vs. VBTLX - Drawdown Comparison
The maximum MBDFX drawdown since its inception was -20.66%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for MBDFX and VBTLX.
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Drawdown Indicators
| MBDFX | VBTLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.66% | -18.81% | -1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.24% | -2.73% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | -18.14% | -2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -20.66% | -18.81% | -1.85% |
Current DrawdownCurrent decline from peak | -5.35% | -3.06% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -2.67% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.96% | +0.01% |
Volatility
MBDFX vs. VBTLX - Volatility Comparison
AMG GW&K Core Bond ESG Fund (MBDFX) has a higher volatility of 1.64% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that MBDFX's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBDFX | VBTLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.55% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 2.59% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.40% | 4.37% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 5.98% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.05% | 4.97% | +0.08% |