Correlation
The correlation between MGFIX and VBTLX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
MGFIX vs. VBTLX
Compare and contrast key facts about AMG GW&K ESG Bond Fund (MGFIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
MGFIX is managed by AMG. It was launched on Jun 1, 1984. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGFIX or VBTLX.
Performance
MGFIX vs. VBTLX - Performance Comparison
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Key characteristics
MGFIX:
1.10
VBTLX:
1.08
MGFIX:
1.55
VBTLX:
1.58
MGFIX:
1.19
VBTLX:
1.19
MGFIX:
0.53
VBTLX:
0.46
MGFIX:
2.53
VBTLX:
2.68
MGFIX:
2.15%
VBTLX:
2.13%
MGFIX:
5.07%
VBTLX:
5.35%
MGFIX:
-23.67%
VBTLX:
-18.68%
MGFIX:
-5.06%
VBTLX:
-6.99%
Returns By Period
In the year-to-date period, MGFIX achieves a 2.30% return, which is significantly higher than VBTLX's 2.14% return. Over the past 10 years, MGFIX has outperformed VBTLX with an annualized return of 2.04%, while VBTLX has yielded a comparatively lower 1.54% annualized return.
MGFIX
2.30%
-0.05%
0.41%
5.14%
1.94%
0.63%
2.04%
VBTLX
2.14%
-0.73%
0.36%
5.05%
1.46%
-0.96%
1.54%
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MGFIX vs. VBTLX - Expense Ratio Comparison
MGFIX has a 0.68% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
Risk-Adjusted Performance
MGFIX vs. VBTLX — Risk-Adjusted Performance Rank
MGFIX
VBTLX
MGFIX vs. VBTLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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.
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Dividends
MGFIX vs. VBTLX - Dividend Comparison
MGFIX's dividend yield for the trailing twelve months is around 3.69%, more than VBTLX's 3.47% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | 3.69% | 3.55% | 2.95% | 2.42% | 11.45% | 3.38% | 4.20% | 3.90% | 3.82% | 4.97% | 4.17% | 3.69% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.47% | 3.69% | 3.11% | 2.59% | 2.12% | 2.39% | 2.74% | 2.81% | 2.56% | 2.54% | 2.58% | 2.82% |
Drawdowns
MGFIX vs. VBTLX - Drawdown Comparison
The maximum MGFIX drawdown since its inception was -23.67%, which is greater than VBTLX's maximum drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for MGFIX and VBTLX.
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Volatility
MGFIX vs. VBTLX - Volatility Comparison
The current volatility for AMG GW&K ESG Bond Fund (MGFIX) is 1.30%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.42%. This indicates that MGFIX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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