MFQTX vs. SWLGX
Compare and contrast key facts about AMG Veritas Global Focus Fund (MFQTX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
MFQTX is managed by AMG. It was launched on Dec 18, 2000. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
MFQTX vs. SWLGX - Performance Comparison
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MFQTX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | -12.63% | -1.59% | 23.14% | 22.81% | -21.08% | -48.86% | 8.44% | 28.37% | -3.66% | -0.39% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MFQTX having a -12.63% return and SWLGX slightly lower at -13.06%.
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%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
- —
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MFQTX vs. SWLGX - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
MFQTX vs. SWLGX — Risk / Return Rank
MFQTX
SWLGX
MFQTX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| MFQTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.88 | 0.66 | -1.54 |
Sortino ratioReturn per unit of downside risk | -1.05 | 1.10 | -2.16 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.15 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.72 | -1.47 |
Martin ratioReturn relative to average drawdown | -2.17 | 2.51 | -4.68 |
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
| MFQTX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 0.66 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.56 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.68 | -0.53 |
Correlation
The correlation between MFQTX and SWLGX is 0.83, 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. SWLGX - Dividend Comparison
MFQTX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.52%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
MFQTX vs. SWLGX - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -67.09%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MFQTX and SWLGX.
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Drawdown Indicators
| MFQTX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.09% | -32.69% | -34.40% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -16.16% | -6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -67.09% | -32.69% | -34.40% |
Max Drawdown (10Y)Largest decline over 10 years | -67.09% | — | — |
Current DrawdownCurrent decline from peak | -53.95% | -16.16% | -37.79% |
Average DrawdownAverage peak-to-trough decline | -19.05% | -7.13% | -11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 4.62% | +3.32% |
Volatility
MFQTX vs. SWLGX - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.63%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that MFQTX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFQTX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 5.38% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 11.82% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 22.31% | -3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.23% | 21.47% | +9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 22.78% | +3.24% |