MGFIX vs. SSSFX
MGFIX (AMG GW&K ESG Bond Fund) and SSSFX (SouthernSun Small Cap) are both mutual funds - MGFIX is a Intermediate Core-Plus Bond fund managed by AMG, while SSSFX is a Small Cap Blend Equities fund managed by AMG. Over the past 10 years, MGFIX returned 1.38%/yr vs 9.46%/yr for SSSFX. At a 0.01 correlation, their price movements are largely independent. MGFIX charges 0.68%/yr vs 1.30%/yr for SSSFX.
Performance
MGFIX vs. SSSFX - Performance Comparison
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Returns By Period
In the year-to-date period, MGFIX achieves a 0.63% return, which is significantly lower than SSSFX's 13.72% return. Over the past 10 years, MGFIX has underperformed SSSFX with an annualized return of 1.38%, while SSSFX has yielded a comparatively higher 9.46% annualized return.
MGFIX
- 1D
- 0.23%
- 1M
- 0.91%
- YTD
- 0.63%
- 6M
- 0.76%
- 1Y
- 4.83%
- 3Y*
- 4.34%
- 5Y*
- -0.08%
- 10Y*
- 1.38%
SSSFX
- 1D
- 1.93%
- 1M
- 4.05%
- YTD
- 13.72%
- 6M
- 11.42%
- 1Y
- 24.91%
- 3Y*
- 8.22%
- 5Y*
- 8.21%
- 10Y*
- 9.46%
MGFIX vs. SSSFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | 0.63% | 7.26% | 1.50% | 6.69% | -13.17% | -9.68% | 7.34% | 11.11% | -1.82% | 6.78% |
SSSFX SouthernSun Small Cap | 13.72% | 4.72% | 3.46% | 12.52% | -1.86% | 21.87% | 14.08% | 35.45% | -24.32% | 18.03% |
Correlation
The correlation between MGFIX and SSSFX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2003 | 0.01 |
Over the past year, MGFIX and SSSFX have become more correlated (0.37) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
MGFIX vs. SSSFX — Risk / Return Rank
MGFIX
SSSFX
MGFIX vs. SSSFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) and SouthernSun Small Cap (SSSFX). 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.
| MGFIX | SSSFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.74 | -0.06 |
| Martin ratioReturn relative to average drawdown | 4.86 | 4.55 | +0.31 |
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Drawdowns
MGFIX vs. SSSFX - Drawdown Comparison
The maximum MGFIX drawdown since its inception was -25.03%, smaller than the maximum SSSFX drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for MGFIX and SSSFX.
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Drawdown Indicators
| MGFIX | SSSFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -65.85% | +40.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -14.39% | +11.46% |
Max Drawdown (3Y)Largest decline over 3 years | -6.75% | -32.76% | +26.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -32.76% | +13.08% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -45.20% | +20.17% |
Current DrawdownCurrent decline from peak | -8.33% | -3.95% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -10.89% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 5.49% | -4.48% |
Volatility
MGFIX vs. SSSFX - Volatility Comparison
The current volatility for AMG GW&K ESG Bond Fund (MGFIX) is 1.15%, while SouthernSun Small Cap (SSSFX) has a volatility of 5.53%. This indicates that MGFIX experiences smaller price fluctuations and is considered to be less risky than SSSFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGFIX | SSSFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 5.53% | -4.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 14.61% | -11.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 20.29% | -16.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 22.55% | -16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 23.34% | -18.09% |
MGFIX vs. SSSFX - Expense Ratio Comparison
MGFIX has a 0.68% expense ratio, which is lower than SSSFX's 1.30% expense ratio.
Dividends
MGFIX vs. SSSFX - Dividend Comparison
MGFIX's dividend yield for the trailing twelve months is around 4.06%, less than SSSFX's 4.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | 4.06% | 3.85% | 3.56% | 2.94% | 2.41% | 2.21% | 3.38% | 4.20% | 3.89% | 3.81% | 4.96% | 4.17% |
SSSFX SouthernSun Small Cap | 4.43% | 5.04% | 13.93% | 13.87% | 9.40% | 11.51% | 0.23% | 5.29% | 4.77% | 0.00% | 0.00% | 12.69% |
Frequently Asked Questions
MGFIX and SSSFX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSSFX has higher volatility (5.53%) compared to MGFIX (1.15%). In terms of maximum drawdown, MGFIX dropped -25.03% vs SSSFX's -65.85%.
MGFIX currently has the higher Sharpe Ratio (1.35 vs 1.23), 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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