MEQFX vs. SKSEX
MEQFX (AMG River Road Large Cap Value Select Fund) and SKSEX (AMG GW&K Small Cap Value Fund) are both mutual funds - MEQFX is a Large Cap Blend Equities fund managed by AMG, while SKSEX is a Small Cap Blend Equities fund managed by AMG. Over the past 10 years, MEQFX returned 10.81%/yr vs 9.64%/yr for SKSEX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MEQFX charges 0.64%/yr vs 1.15%/yr for SKSEX.
Performance
MEQFX vs. SKSEX - Performance Comparison
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Returns By Period
In the year-to-date period, MEQFX achieves a 0.15% return, which is significantly lower than SKSEX's 23.61% return. Over the past 10 years, MEQFX has outperformed SKSEX with an annualized return of 10.81%, while SKSEX has yielded a comparatively lower 9.64% annualized return.
MEQFX
- 1D
- -0.46%
- 1M
- 0.51%
- 6M
- 0.15%
- YTD
- 0.15%
- 1Y
- -5.30%
- 3Y*
- 9.22%
- 5Y*
- 9.59%
- 10Y*
- 10.81%
- ALL TIME*
- 6.12%
SKSEX
- 1D
- 0.06%
- 1M
- -0.86%
- 6M
- 16.21%
- YTD
- 23.61%
- 1Y
- 25.69%
- 3Y*
- 11.11%
- 5Y*
- 7.06%
- 10Y*
- 9.64%
- ALL TIME*
- 12.01%
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 |
MEQFX vs. SKSEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.15% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
SKSEX AMG GW&K Small Cap Value Fund | 23.61% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
Correlation
The correlation between MEQFX and SKSEX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 1992 | 0.78 |
The correlation between MEQFX and SKSEX shifts across timeframes, from 0.64 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MEQFX vs. SKSEX — Risk / Return Rank
MEQFX
SKSEX
MEQFX vs. SKSEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.
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.
| MEQFX | SKSEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.23 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.13 | -2.54 |
| Martin ratioReturn relative to average drawdown | -0.70 | 5.92 | -6.61 |
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Drawdowns
MEQFX vs. SKSEX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, smaller than the maximum SKSEX drawdown of -65.26%. Use the drawdown chart below to compare losses from any high point for MEQFX and SKSEX.
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Drawdown Indicators
| MEQFX | SKSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -65.26% | +9.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -10.83% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -26.39% | +8.96% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -26.39% | +6.91% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -49.36% | +20.67% |
Current DrawdownCurrent decline from peak | -11.64% | -2.58% | -9.06% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -9.20% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.37% | 3.89% | +6.48% |
Volatility
MEQFX vs. SKSEX - Volatility Comparison
AMG River Road Large Cap Value Select Fund (MEQFX) has a higher volatility of 4.03% compared to AMG GW&K Small Cap Value Fund (SKSEX) at 3.24%. This indicates that MEQFX'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
| MEQFX | SKSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.24% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 12.59% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 19.36% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 21.24% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 24.38% | -4.78% |
MEQFX vs. SKSEX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is lower than SKSEX's 1.15% expense ratio.
Dividends
MEQFX vs. SKSEX - Dividend Comparison
Neither MEQFX nor SKSEX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Frequently Asked Questions
MEQFX and SKSEX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEQFX has higher volatility (4.03%) compared to SKSEX (3.24%). In terms of maximum drawdown, MEQFX dropped -55.38% vs SKSEX's -65.26%.
SKSEX currently has the higher Sharpe Ratio (1.19 vs -0.43), 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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