MEQFX vs. WBREOX
MEQFX (AMG River Road Large Cap Value Select Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, MEQFX returned -7.96% vs 21.85% for WBREOX. At a 0.44 correlation, their price movements are largely independent. MEQFX charges 0.64%/yr vs 0.02%/yr for WBREOX.
Performance
MEQFX vs. WBREOX - Performance Comparison
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Returns By Period
In the year-to-date period, MEQFX achieves a -1.63% return, which is significantly lower than WBREOX's 10.88% return.
MEQFX
- 1D
- 0.68%
- 1M
- 0.47%
- 6M
- -4.59%
- YTD
- -1.63%
- 1Y
- -7.96%
- 3Y*
- 9.71%
- 5Y*
- 9.61%
- 10Y*
- 10.59%
WBREOX
- 1D
- 0.38%
- 1M
- 0.49%
- 6M
- 9.25%
- YTD
- 10.88%
- 1Y
- 21.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MEQFX vs. WBREOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -1.63% | -2.24% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 10.88% | 16.64% |
Correlation
The correlation between MEQFX and WBREOX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | 0.44 |
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Return for Risk
MEQFX vs. WBREOX — Risk / Return Rank
MEQFX
WBREOX
MEQFX vs. WBREOX - 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 CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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 | WBREOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.34 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 2.75 | -3.18 |
| Martin ratioReturn relative to average drawdown | -0.75 | 11.78 | -12.54 |
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Drawdowns
MEQFX vs. WBREOX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for MEQFX and WBREOX.
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Drawdown Indicators
| MEQFX | WBREOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -19.07% | -36.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -8.89% | -8.54% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | — | — |
Current DrawdownCurrent decline from peak | -13.21% | -0.74% | -12.47% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -2.54% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.04% | 1.97% | +8.07% |
Volatility
MEQFX vs. WBREOX - Volatility Comparison
AMG River Road Large Cap Value Select Fund (MEQFX) has a higher volatility of 4.25% compared to CIT: BlackRock Equity Index Fund Class 1 (WBREOX) at 3.62%. This indicates that MEQFX's price experiences larger fluctuations and is considered to be riskier than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEQFX | WBREOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.62% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.57% | 9.92% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 12.88% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 18.37% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 18.37% | +1.22% |
MEQFX vs. WBREOX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is higher than WBREOX's 0.02% expense ratio.
Dividends
MEQFX vs. WBREOX - Dividend Comparison
Neither MEQFX nor WBREOX 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% |
WBREOX CIT: BlackRock Equity Index Fund Class 1 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MEQFX and WBREOX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEQFX has higher volatility (4.25%) compared to WBREOX (3.62%). In terms of maximum drawdown, MEQFX dropped -55.38% vs WBREOX's -19.07%.
WBREOX currently has the higher Sharpe Ratio (1.90 vs -0.44), 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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