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MFQTX vs. MEQFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFQTX vs. MEQFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Veritas Global Focus Fund (MFQTX) and AMG River Road Large Cap Value Select Fund (MEQFX). The values are adjusted to include any dividend payments, if applicable.

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MFQTX vs. MEQFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFQTX
AMG Veritas Global Focus Fund
-12.63%-1.59%23.14%22.81%-21.08%-48.86%8.44%28.37%-3.66%18.28%
MEQFX
AMG River Road Large Cap Value Select Fund
-6.16%-2.58%24.99%19.53%-9.50%43.58%-4.00%16.01%8.16%15.35%

Returns By Period

In the year-to-date period, MFQTX achieves a -12.63% return, which is significantly lower than MEQFX's -6.16% return. Over the past 10 years, MFQTX has underperformed MEQFX with an annualized return of -1.06%, while MEQFX has yielded a comparatively higher 10.48% annualized return.


MFQTX

1D
0.69%
1M
-10.43%
YTD
-12.63%
6M
-20.22%
1Y
-15.66%
3Y*
5.19%
5Y*
-13.12%
10Y*
-1.06%

MEQFX

1D
0.27%
1M
-8.63%
YTD
-6.16%
6M
-13.39%
1Y
-10.71%
3Y*
9.46%
5Y*
10.27%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFQTX vs. MEQFX - Expense Ratio Comparison

MFQTX has a 0.88% expense ratio, which is higher than MEQFX's 0.64% expense ratio.


Return for Risk

MFQTX vs. MEQFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFQTX
MFQTX Risk / Return Rank: 00
Overall Rank
MFQTX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MFQTX Sortino Ratio Rank: 00
Sortino Ratio Rank
MFQTX Omega Ratio Rank: 00
Omega Ratio Rank
MFQTX Calmar Ratio Rank: 11
Calmar Ratio Rank
MFQTX Martin Ratio Rank: 00
Martin Ratio Rank

MEQFX
MEQFX Risk / Return Rank: 11
Overall Rank
MEQFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MEQFX Sortino Ratio Rank: 22
Sortino Ratio Rank
MEQFX Omega Ratio Rank: 11
Omega Ratio Rank
MEQFX Calmar Ratio Rank: 11
Calmar Ratio Rank
MEQFX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFQTX vs. MEQFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) 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.


MFQTXMEQFXDifference

Sharpe ratio

Return per unit of total volatility

-0.88

-0.52

-0.36

Sortino ratio

Return per unit of downside risk

-1.05

-0.56

-0.50

Omega ratio

Gain probability vs. loss probability

0.84

0.91

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.66

-0.09

Martin ratio

Return relative to average drawdown

-2.17

-1.75

-0.42

MFQTX vs. MEQFX - Sharpe Ratio Comparison

The current MFQTX Sharpe Ratio is -0.88, which is lower than the MEQFX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of MFQTX and MEQFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MFQTXMEQFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

-0.52

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.59

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.54

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.31

-0.16

Correlation

The correlation between MFQTX and MEQFX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MFQTX vs. MEQFX - Dividend Comparison

Neither MFQTX nor MEQFX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MFQTX
AMG Veritas Global Focus Fund
0.00%0.00%18.87%2.45%5.59%7.22%1.67%0.72%1.95%0.47%1.19%0.57%
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%

Drawdowns

MFQTX vs. MEQFX - Drawdown Comparison

The maximum MFQTX drawdown since its inception was -67.09%, which is greater than MEQFX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for MFQTX and MEQFX.


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Drawdown Indicators


MFQTXMEQFXDifference

Max Drawdown

Largest peak-to-trough decline

-67.09%

-55.38%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-23.00%

-17.43%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-67.09%

-19.48%

-47.61%

Max Drawdown (10Y)

Largest decline over 10 years

-67.09%

-28.69%

-38.40%

Current Drawdown

Current decline from peak

-53.95%

-17.21%

-36.74%

Average Drawdown

Average peak-to-trough decline

-19.05%

-12.17%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.94%

6.57%

+1.37%

Volatility

MFQTX vs. MEQFX - Volatility Comparison

AMG Veritas Global Focus Fund (MFQTX) has a higher volatility of 4.63% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 3.48%. This indicates that MFQTX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFQTXMEQFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

3.48%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

14.98%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

19.77%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

17.44%

+13.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

19.56%

+6.46%