MGFIX vs. EINFX
Compare and contrast key facts about AMG GW&K ESG Bond Fund (MGFIX) and Elfun Income Fund (EINFX).
MGFIX is managed by AMG. It was launched on Jun 1, 1984. EINFX is managed by State Street. It was launched on Dec 31, 1984.
Performance
MGFIX vs. EINFX - Performance Comparison
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MGFIX vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | -0.84% | 7.26% | 1.50% | 6.69% | -13.17% | -9.68% | 7.34% | 11.11% | -1.82% | 6.78% |
EINFX Elfun Income Fund | -0.45% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 3.91% |
Returns By Period
In the year-to-date period, MGFIX achieves a -0.84% return, which is significantly lower than EINFX's -0.45% return. Both investments have delivered pretty close results over the past 10 years, with MGFIX having a 1.44% annualized return and EINFX not far ahead at 1.45%.
MGFIX
- 1D
- 0.32%
- 1M
- -2.11%
- YTD
- -0.84%
- 6M
- -0.19%
- 1Y
- 3.44%
- 3Y*
- 3.65%
- 5Y*
- -0.10%
- 10Y*
- 1.44%
EINFX
- 1D
- 0.21%
- 1M
- -1.82%
- YTD
- -0.45%
- 6M
- 0.30%
- 1Y
- 3.43%
- 3Y*
- 2.51%
- 5Y*
- -0.58%
- 10Y*
- 1.45%
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MGFIX vs. EINFX - Expense Ratio Comparison
MGFIX has a 0.68% expense ratio, which is higher than EINFX's 0.29% expense ratio.
Return for Risk
MGFIX vs. EINFX — Risk / Return Rank
MGFIX
EINFX
MGFIX vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) and Elfun Income Fund (EINFX). 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.
| MGFIX | EINFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.78 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.12 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.41 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.94 | 3.78 | +1.17 |
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
| MGFIX | EINFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.78 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.09 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.28 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.79 | +0.06 |
Correlation
The correlation between MGFIX and EINFX is 0.76, 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
MGFIX vs. EINFX - Dividend Comparison
MGFIX's dividend yield for the trailing twelve months is around 3.65%, more than EINFX's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | 3.65% | 3.85% | 3.56% | 2.94% | 2.41% | 2.21% | 3.38% | 4.20% | 3.89% | 3.81% | 4.96% | 4.17% |
EINFX Elfun Income Fund | 3.49% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
Drawdowns
MGFIX vs. EINFX - Drawdown Comparison
The maximum MGFIX drawdown since its inception was -25.03%, which is greater than EINFX's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for MGFIX and EINFX.
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Drawdown Indicators
| MGFIX | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -19.78% | -5.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.27% | -3.07% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -19.78% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -19.78% | -5.25% |
Current DrawdownCurrent decline from peak | -9.67% | -5.73% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -3.57% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.15% | -0.25% |
Volatility
MGFIX vs. EINFX - Volatility Comparison
AMG GW&K ESG Bond Fund (MGFIX) and Elfun Income Fund (EINFX) have volatilities of 1.69% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGFIX | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.62% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.51% | 2.76% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 4.85% | -0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.74% | 6.47% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 5.22% | +0.01% |