MCGFX vs. MBDFX
MCGFX (AMG Montrusco Bolton Large Cap Growth Fund) and MBDFX (AMG GW&K Core Bond ESG Fund) are both mutual funds - MCGFX is a Large Cap Growth Equities fund managed by AMG, while MBDFX is a Intermediate Core Bond fund managed by AMG. Over the past 10 years, MCGFX returned 10.29%/yr vs 0.97%/yr for MBDFX. Their -0.03 correlation means they have often moved in opposite directions in the past. MCGFX charges 0.91%/yr vs 0.56%/yr for MBDFX.
Performance
MCGFX vs. MBDFX - Performance Comparison
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Returns By Period
In the year-to-date period, MCGFX achieves a 14.85% return, which is significantly higher than MBDFX's -1.50% return. Over the past 10 years, MCGFX has outperformed MBDFX with an annualized return of 10.29%, while MBDFX has yielded a comparatively lower 0.97% annualized return.
MCGFX
- 1D
- -0.44%
- 1M
- -2.65%
- 6M
- 9.96%
- YTD
- 14.85%
- 1Y
- -14.83%
- 3Y*
- 4.37%
- 5Y*
- 2.15%
- 10Y*
- 10.29%
- ALL TIME*
- 9.33%
MBDFX
- 1D
- -0.34%
- 1M
- -1.34%
- 6M
- -1.59%
- YTD
- -1.50%
- 1Y
- 0.93%
- 3Y*
- 3.59%
- 5Y*
- -1.10%
- 10Y*
- 0.97%
- ALL TIME*
- 2.19%
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 |
MCGFX vs. MBDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCGFX AMG Montrusco Bolton Large Cap Growth Fund | 14.85% | -19.12% | 14.37% | 34.16% | -27.05% | 25.78% | 31.91% | 32.61% | -1.47% | 23.36% |
MBDFX AMG GW&K Core Bond ESG Fund | -1.50% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
Correlation
The correlation between MCGFX and MBDFX 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 MCGFX and MBDFX 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
MCGFX vs. MBDFX — Risk / Return Rank
MCGFX
MBDFX
MCGFX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) and AMG GW&K Core Bond ESG Fund (MBDFX). 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.
| MCGFX | MBDFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.08 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.53 | -1.00 |
| Martin ratioReturn relative to average drawdown | -0.78 | 1.20 | -1.98 |
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Drawdowns
MCGFX vs. MBDFX - Drawdown Comparison
The maximum MCGFX drawdown since its inception was -45.56%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for MCGFX and MBDFX.
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Drawdown Indicators
| MCGFX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -20.66% | -24.90% |
Max Drawdown (1Y)Largest decline over 1 year | -35.89% | -3.26% | -32.63% |
Max Drawdown (3Y)Largest decline over 3 years | -35.89% | -5.74% | -30.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.89% | -20.41% | -15.48% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -20.66% | -15.23% |
Current DrawdownCurrent decline from peak | -22.12% | -5.89% | -16.23% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -3.97% | -6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.29% | 1.44% | +19.85% |
Volatility
MCGFX vs. MBDFX - Volatility Comparison
AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) has a higher volatility of 4.09% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.13%. This indicates that MCGFX's price experiences larger fluctuations and is considered to be riskier than MBDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCGFX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 1.13% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 3.03% | +12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.65% | 3.86% | +32.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 6.17% | +19.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.53% | 5.06% | +17.47% |
MCGFX vs. MBDFX - Expense Ratio Comparison
MCGFX has a 0.91% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Dividends
MCGFX vs. MBDFX - Dividend Comparison
MCGFX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | 3.25% | 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
MCGFX and MBDFX 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 (4.09%) compared to MBDFX (1.13%). In terms of maximum drawdown, MCGFX dropped -45.56% vs MBDFX's -20.66%.
MBDFX currently has the higher Sharpe Ratio (0.45 vs -0.46), 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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