MCGFX vs. SKSEX
Compare and contrast key facts about AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) and AMG GW&K Small Cap Value Fund (SKSEX).
MCGFX is managed by AMG. It was launched on Nov 2, 1994. SKSEX is managed by AMG. It was launched on Apr 23, 1987.
Performance
MCGFX vs. SKSEX - Performance Comparison
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MCGFX vs. SKSEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCGFX AMG Montrusco Bolton Large Cap Growth Fund | -1.92% | -19.12% | 14.37% | 34.16% | -27.05% | 25.78% | 31.91% | 32.61% | -1.47% | 23.36% |
SKSEX AMG GW&K Small Cap Value Fund | 4.20% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
Returns By Period
In the year-to-date period, MCGFX achieves a -1.92% return, which is significantly lower than SKSEX's 4.20% return. Over the past 10 years, MCGFX has outperformed SKSEX with an annualized return of 8.74%, while SKSEX has yielded a comparatively lower 7.98% annualized return.
MCGFX
- 1D
- 3.74%
- 1M
- -7.08%
- YTD
- -1.92%
- 6M
- -31.52%
- 1Y
- -16.29%
- 3Y*
- 2.55%
- 5Y*
- 1.58%
- 10Y*
- 8.74%
SKSEX
- 1D
- 2.89%
- 1M
- -4.51%
- YTD
- 4.20%
- 6M
- -2.51%
- 1Y
- 8.69%
- 3Y*
- 7.51%
- 5Y*
- 3.81%
- 10Y*
- 7.98%
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MCGFX vs. SKSEX - Expense Ratio Comparison
MCGFX has a 0.91% expense ratio, which is lower than SKSEX's 1.15% expense ratio.
Return for Risk
MCGFX vs. SKSEX — Risk / Return Rank
MCGFX
SKSEX
MCGFX vs. SKSEX - 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 Small Cap Value Fund (SKSEX). 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.
| MCGFX | SKSEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 0.38 | -0.79 |
Sortino ratioReturn per unit of downside risk | -0.24 | 0.65 | -0.90 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.09 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.49 | -0.98 |
Martin ratioReturn relative to average drawdown | -1.10 | 1.47 | -2.56 |
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
| MCGFX | SKSEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.38 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.18 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.33 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.58 | -0.12 |
Correlation
The correlation between MCGFX and SKSEX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MCGFX vs. SKSEX - Dividend Comparison
Neither MCGFX nor SKSEX has paid dividends to shareholders.
| 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% |
SKSEX AMG GW&K Small Cap Value Fund | 0.00% | 0.00% | 8.62% | 1.51% | 1.69% | 13.94% | 43.15% | 13.91% | 14.98% | 6.75% | 0.02% | 4.98% |
Drawdowns
MCGFX vs. SKSEX - Drawdown Comparison
The maximum MCGFX drawdown since its inception was -45.56%, smaller than the maximum SKSEX drawdown of -65.26%. Use the drawdown chart below to compare losses from any high point for MCGFX and SKSEX.
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Drawdown Indicators
| MCGFX | SKSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -65.26% | +19.70% |
Max Drawdown (1Y)Largest decline over 1 year | -35.89% | -14.11% | -21.78% |
Max Drawdown (5Y)Largest decline over 5 years | -35.89% | -26.39% | -9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -49.36% | +13.47% |
Current DrawdownCurrent decline from peak | -33.49% | -8.23% | -25.26% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -9.26% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.27% | 4.67% | +11.60% |
Volatility
MCGFX vs. SKSEX - Volatility Comparison
AMG Montrusco Bolton Large Cap Growth Fund (MCGFX) has a higher volatility of 8.04% compared to AMG GW&K Small Cap Value Fund (SKSEX) at 6.71%. This indicates that MCGFX's price experiences larger fluctuations and is considered to be riskier than SKSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCGFX | SKSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 6.71% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 39.96% | 15.63% | +24.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.66% | 23.11% | +15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 21.53% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 24.48% | -2.14% |