MGFIX vs. MBDFX
Compare and contrast key facts about AMG GW&K ESG Bond Fund (MGFIX) and AMG GW&K Core Bond ESG Fund (MBDFX).
MGFIX is managed by AMG. It was launched on Jun 1, 1984. MBDFX is managed by AMG. It was launched on Apr 30, 1993.
Performance
MGFIX vs. MBDFX - Performance Comparison
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MGFIX vs. MBDFX - 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% |
MBDFX AMG GW&K Core Bond ESG Fund | -0.71% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
Returns By Period
In the year-to-date period, MGFIX achieves a -0.84% return, which is significantly lower than MBDFX's -0.71% return. Over the past 10 years, MGFIX has outperformed MBDFX with an annualized return of 1.44%, while MBDFX has yielded a comparatively lower 1.33% annualized return.
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%
MBDFX
- 1D
- 0.22%
- 1M
- -2.06%
- YTD
- -0.71%
- 6M
- 0.01%
- 1Y
- 3.46%
- 3Y*
- 3.35%
- 5Y*
- -0.49%
- 10Y*
- 1.33%
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MGFIX vs. MBDFX - Expense Ratio Comparison
MGFIX has a 0.68% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Return for Risk
MGFIX vs. MBDFX — Risk / Return Rank
MGFIX
MBDFX
MGFIX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) and AMG GW&K Core Bond ESG Fund (MBDFX). 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 | MBDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.85 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.19 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.42 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.94 | 4.72 | +0.22 |
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 | MBDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.85 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.08 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.26 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.48 | +0.37 |
Correlation
The correlation between MGFIX and MBDFX is 0.81, 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. MBDFX - Dividend Comparison
MGFIX's dividend yield for the trailing twelve months is around 3.65%, more than MBDFX's 3.43% 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% |
MBDFX AMG GW&K Core Bond ESG Fund | 3.43% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
Drawdowns
MGFIX vs. MBDFX - Drawdown Comparison
The maximum MGFIX drawdown since its inception was -25.03%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for MGFIX and MBDFX.
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Drawdown Indicators
| MGFIX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -20.66% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.27% | -3.24% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -20.54% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -20.66% | -4.37% |
Current DrawdownCurrent decline from peak | -9.67% | -5.14% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -3.96% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.98% | -0.08% |
Volatility
MGFIX vs. MBDFX - Volatility Comparison
AMG GW&K ESG Bond Fund (MGFIX) and AMG GW&K Core Bond ESG Fund (MBDFX) have volatilities of 1.69% and 1.64%, 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 | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 1.64% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.51% | 2.65% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 4.39% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.74% | 6.13% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.23% | 5.05% | +0.18% |