MCGFX vs. MEQFX
MCGFX (AMG Montrusco Bolton Large Cap Growth Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - MCGFX is a Large Cap Growth Equities fund managed by AMG, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 10 years, MCGFX returned 10.29%/yr vs 10.94%/yr for MEQFX. Their correlation of 0.83 means they have usually moved in the same direction. MCGFX charges 0.91%/yr vs 0.64%/yr for MEQFX.
Performance
MCGFX vs. MEQFX - 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 MEQFX's 0.61% return. Over the past 10 years, MCGFX has underperformed MEQFX with an annualized return of 10.29%, while MEQFX has yielded a comparatively higher 10.94% 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%
MEQFX
- 1D
- 0.46%
- 1M
- 0.97%
- 6M
- 0.56%
- YTD
- 0.61%
- 1Y
- -4.86%
- 3Y*
- 9.36%
- 5Y*
- 9.69%
- 10Y*
- 10.94%
- ALL TIME*
- 6.13%
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. MEQFX - 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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.61% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between MCGFX and MEQFX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 1994 | 0.83 |
Over the past year, the correlation between MCGFX and MEQFX has dropped to 0.49 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
MCGFX vs. MEQFX — Risk / Return Rank
MCGFX
MEQFX
MCGFX vs. MEQFX - 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 River Road Large Cap Value Select Fund (MEQFX). 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 | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.95 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.32 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.78 | -0.53 | -0.25 |
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Drawdowns
MCGFX vs. MEQFX - Drawdown Comparison
The maximum MCGFX drawdown since its inception was -45.56%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for MCGFX and MEQFX.
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Drawdown Indicators
| MCGFX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -55.38% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -35.89% | -17.43% | -18.46% |
Max Drawdown (3Y)Largest decline over 3 years | -35.89% | -17.43% | -18.46% |
Max Drawdown (5Y)Largest decline over 5 years | -35.89% | -19.48% | -16.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -28.69% | -7.20% |
Current DrawdownCurrent decline from peak | -22.12% | -11.23% | -10.89% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -12.19% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.29% | 10.39% | +10.90% |
Volatility
MCGFX vs. MEQFX - Volatility Comparison
AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) and AMG River Road Large Cap Value Select Fund (MEQFX) have volatilities of 4.09% and 3.94%, 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
| MCGFX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 3.94% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 9.51% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.65% | 17.05% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 17.55% | +7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.53% | 19.60% | +2.93% |
MCGFX vs. MEQFX - Expense Ratio Comparison
MCGFX has a 0.91% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
MCGFX vs. MEQFX - Dividend Comparison
Neither MCGFX nor MEQFX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Frequently Asked Questions
MCGFX and MEQFX have a correlation of 0.49, 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 MEQFX (3.94%). In terms of maximum drawdown, MCGFX dropped -45.56% vs MEQFX's -55.38%.
MEQFX currently has the higher Sharpe Ratio (-0.32 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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