MECIX vs. MBDFX
Compare and contrast key facts about AMG GW&K International Small Cap Fund (MECIX) and AMG GW&K Core Bond ESG Fund (MBDFX).
MECIX is managed by AMG. It was launched on Jun 24, 1993. MBDFX is managed by AMG. It was launched on Apr 30, 1993.
Performance
MECIX vs. MBDFX - Performance Comparison
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MECIX vs. MBDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MECIX AMG GW&K International Small Cap Fund | -2.45% | 16.57% | 2.15% | 6.23% | -20.34% | 2.33% | 1.72% | 9.90% | -6.00% | 22.41% |
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% |
Returns By Period
In the year-to-date period, MECIX achieves a -2.45% return, which is significantly lower than MBDFX's -0.93% return. Over the past 10 years, MECIX has outperformed MBDFX with an annualized return of 5.29%, while MBDFX has yielded a comparatively lower 1.31% annualized return.
MECIX
- 1D
- -1.20%
- 1M
- -10.60%
- YTD
- -2.45%
- 6M
- -3.80%
- 1Y
- 13.74%
- 3Y*
- 5.04%
- 5Y*
- -0.33%
- 10Y*
- 5.29%
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%
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MECIX vs. MBDFX - Expense Ratio Comparison
MECIX has a 0.99% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Return for Risk
MECIX vs. MBDFX — Risk / Return Rank
MECIX
MBDFX
MECIX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K International Small Cap Fund (MECIX) 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.
| MECIX | MBDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.85 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.19 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.31 | -0.30 |
Martin ratioReturn relative to average drawdown | 3.66 | 4.39 | -0.73 |
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
| MECIX | MBDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.85 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.07 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.26 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.48 | -0.06 |
Correlation
The correlation between MECIX and MBDFX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MECIX vs. MBDFX - Dividend Comparison
MECIX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MECIX AMG GW&K International Small Cap Fund | 0.00% | 0.00% | 2.06% | 1.51% | 1.34% | 0.68% | 0.00% | 0.02% | 9.02% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
MECIX vs. MBDFX - Drawdown Comparison
The maximum MECIX drawdown since its inception was -68.42%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for MECIX and MBDFX.
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Drawdown Indicators
| MECIX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.42% | -20.66% | -47.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -3.24% | -7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.38% | -20.54% | -16.84% |
Max Drawdown (10Y)Largest decline over 10 years | -51.20% | -20.66% | -30.54% |
Current DrawdownCurrent decline from peak | -11.66% | -5.35% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -14.27% | -3.96% | -10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 0.97% | +2.09% |
Volatility
MECIX vs. MBDFX - Volatility Comparison
AMG GW&K International Small Cap Fund (MECIX) has a higher volatility of 5.58% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.64%. This indicates that MECIX'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
| MECIX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 1.64% | +3.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 2.64% | +7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 4.40% | +10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 6.13% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 5.05% | +14.24% |