MGSEX vs. BRWIX
Compare and contrast key facts about AMG Veritas Asia Pacific Fund (MGSEX) and AMG Boston Common Global Impact Fund (BRWIX).
MGSEX is managed by AMG. It was launched on May 31, 1984. BRWIX is managed by AMG. It was launched on Dec 30, 1985.
Performance
MGSEX vs. BRWIX - Performance Comparison
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MGSEX vs. BRWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGSEX AMG Veritas Asia Pacific Fund | 7.63% | 41.56% | 7.23% | -4.82% | -27.91% | 0.83% | 38.74% | 80.58% | -3.77% | 20.26% |
BRWIX AMG Boston Common Global Impact Fund | -0.80% | 21.16% | 3.08% | 13.75% | -25.35% | 12.38% | 29.77% | 27.98% | -3.67% | 23.65% |
Returns By Period
In the year-to-date period, MGSEX achieves a 7.63% return, which is significantly higher than BRWIX's -0.80% return. Over the past 10 years, MGSEX has outperformed BRWIX with an annualized return of 14.25%, while BRWIX has yielded a comparatively lower 9.84% annualized return.
MGSEX
- 1D
- 2.24%
- 1M
- -11.15%
- YTD
- 7.63%
- 6M
- 9.96%
- 1Y
- 51.65%
- 3Y*
- 15.41%
- 5Y*
- 1.60%
- 10Y*
- 14.25%
BRWIX
- 1D
- 3.21%
- 1M
- -6.85%
- YTD
- -0.80%
- 6M
- 4.04%
- 1Y
- 24.79%
- 3Y*
- 8.90%
- 5Y*
- 2.64%
- 10Y*
- 9.84%
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MGSEX vs. BRWIX - Expense Ratio Comparison
MGSEX has a 1.18% expense ratio, which is higher than BRWIX's 0.93% expense ratio.
Return for Risk
MGSEX vs. BRWIX — Risk / Return Rank
MGSEX
BRWIX
MGSEX vs. BRWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Asia Pacific Fund (MGSEX) and AMG Boston Common Global Impact Fund (BRWIX). 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.
| MGSEX | BRWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 1.40 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.91 | 2.03 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.29 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.12 | +1.32 |
Martin ratioReturn relative to average drawdown | 11.93 | 9.03 | +2.89 |
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
| MGSEX | BRWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 1.40 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.15 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.33 | +0.15 |
Correlation
The correlation between MGSEX and BRWIX is 0.85, 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
MGSEX vs. BRWIX - Dividend Comparison
MGSEX's dividend yield for the trailing twelve months is around 0.13%, less than BRWIX's 0.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MGSEX AMG Veritas Asia Pacific Fund | 0.13% | 0.14% | 0.47% | 0.11% | 0.00% | 83.77% | 4.35% | 59.30% |
BRWIX AMG Boston Common Global Impact Fund | 0.75% | 0.75% | 1.17% | 0.63% | 0.48% | 45.72% | 14.71% | 10.30% |
Drawdowns
MGSEX vs. BRWIX - Drawdown Comparison
The maximum MGSEX drawdown since its inception was -62.06%, which is greater than BRWIX's maximum drawdown of -54.49%. Use the drawdown chart below to compare losses from any high point for MGSEX and BRWIX.
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Drawdown Indicators
| MGSEX | BRWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.06% | -54.49% | -7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -11.73% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -43.13% | -36.71% | -6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -45.32% | -36.71% | -8.61% |
Current DrawdownCurrent decline from peak | -12.42% | -8.43% | -3.99% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -17.69% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.13% | 2.75% | +1.38% |
Volatility
MGSEX vs. BRWIX - Volatility Comparison
AMG Veritas Asia Pacific Fund (MGSEX) has a higher volatility of 10.15% compared to AMG Boston Common Global Impact Fund (BRWIX) at 7.01%. This indicates that MGSEX's price experiences larger fluctuations and is considered to be riskier than BRWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGSEX | BRWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 7.01% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.67% | 10.99% | +6.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 17.87% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 18.05% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.63% | 20.09% | +5.54% |