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MGSEX vs. ARDEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGSEX vs. ARDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG Veritas Asia Pacific Fund (MGSEX) and AMG River Road Dividend All Cap Value Fund (ARDEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGSEX achieves a 24.78% return, which is significantly higher than ARDEX's 13.13% return. Over the past 10 years, MGSEX has outperformed ARDEX with an annualized return of 15.16%, while ARDEX has yielded a comparatively lower 4.19% annualized return.


MGSEX

1D
2.49%
1M
-9.54%
6M
13.39%
YTD
24.78%
1Y
48.70%
3Y*
21.18%
5Y*
4.64%
10Y*
15.16%
ALL TIME*
10.68%

ARDEX

1D
-0.18%
1M
-0.18%
6M
7.77%
YTD
13.13%
1Y
-5.09%
3Y*
4.70%
5Y*
0.03%
10Y*
4.19%
ALL TIME*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MGSEX vs. ARDEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGSEX
AMG Veritas Asia Pacific Fund
24.78%41.56%7.23%-4.82%-27.91%0.83%38.74%80.58%-3.77%20.26%
ARDEX
AMG River Road Dividend All Cap Value Fund
13.13%-14.13%16.20%2.04%-3.64%4.16%-2.18%23.20%-7.61%8.78%

Correlation

The correlation between MGSEX and ARDEX is 0.19, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.19

Correlation (3Y)
Balances recent behavior with more history.

0.39

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.46

Correlation (10Y)
Provides a long-term view across more market conditions.

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2005

0.73

Over the past year, the correlation between MGSEX and ARDEX has dropped to 0.19 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

MGSEX vs. ARDEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MGSEX
MGSEX Risk / Return Rank: 4444
Overall Rank
MGSEX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MGSEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MGSEX Omega Ratio Rank: 5050
Omega Ratio Rank
MGSEX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MGSEX Martin Ratio Rank: 4444
Martin Ratio Rank

ARDEX
ARDEX Risk / Return Rank: 22
Overall Rank
ARDEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ARDEX Sortino Ratio Rank: 22
Sortino Ratio Rank
ARDEX Omega Ratio Rank: 22
Omega Ratio Rank
ARDEX Calmar Ratio Rank: 22
Calmar Ratio Rank
ARDEX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MGSEX vs. ARDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Asia Pacific Fund (MGSEX) and AMG River Road Dividend All Cap Value Fund (ARDEX). 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.


MGSEXARDEXDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.27

0.95

+0.32

Calmar ratioReturn relative to maximum drawdown

1.82

-0.29

+2.11

Martin ratioReturn relative to average drawdown

6.71

-0.51

+7.22

MGSEX vs. ARDEX - Sharpe Ratio Comparison

The current MGSEX Sharpe Ratio is 1.43, which is higher than the ARDEX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of MGSEX and ARDEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGSEX vs. ARDEX - Drawdown Comparison

The maximum MGSEX drawdown since its inception was -62.06%, which is greater than ARDEX's maximum drawdown of -52.16%. Use the drawdown chart below to compare losses from any high point for MGSEX and ARDEX.


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Drawdown Indicators


MGSEXARDEXDifference

Max Drawdown

Largest peak-to-trough decline

-62.06%

-52.16%

-9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-25.18%

-20.51%

-4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-25.18%

-52.16%

+26.98%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

-52.16%

+9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

-52.16%

+6.84%

Current Drawdown

Current decline from peak

-19.66%

-45.66%

+26.00%

Average Drawdown

Average peak-to-trough decline

-13.87%

-10.74%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

11.48%

-4.66%

Volatility

MGSEX vs. ARDEX - Volatility Comparison

AMG Veritas Asia Pacific Fund (MGSEX) has a higher volatility of 12.88% compared to AMG River Road Dividend All Cap Value Fund (ARDEX) at 3.01%. This indicates that MGSEX's price experiences larger fluctuations and is considered to be riskier than ARDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGSEXARDEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.88%

3.01%

+9.87%

Volatility (6M)

Calculated over the trailing 6-month period

29.09%

6.78%

+22.31%

Volatility (1Y)

Calculated over the trailing 1-year period

32.00%

22.40%

+9.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

41.84%

-20.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.72%

32.38%

-5.66%

MGSEX vs. ARDEX - Expense Ratio Comparison

MGSEX has a 1.18% expense ratio, which is higher than ARDEX's 0.97% expense ratio.


Dividends

MGSEX vs. ARDEX - Dividend Comparison

MGSEX's dividend yield for the trailing twelve months is around 0.11%, less than ARDEX's 3.80% yield.


PositionTTM20252024202320222021202020192018201720162015
ARDEX
AMG River Road Dividend All Cap Value Fund
3.80%5.85%79.78%4.42%14.36%5.37%2.12%8.71%9.10%6.83%9.31%11.69%
MGSEX
AMG Veritas Asia Pacific Fund
0.11%0.14%0.47%0.11%0.00%83.77%4.35%59.30%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MGSEX and ARDEX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGSEX has higher volatility (12.88%) compared to ARDEX (3.01%). In terms of maximum drawdown, MGSEX dropped -62.06% vs ARDEX's -52.16%.

MGSEX currently has the higher Sharpe Ratio (1.43 vs -0.27), 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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