PortfoliosLab logoPortfoliosLab logo
MRESX vs. ARSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRESX vs. ARSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cromwell CenterSquare Real Estate Fund (MRESX) and AMG River Road Small Cap Value Fund (ARSVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MRESX vs. ARSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRESX
Cromwell CenterSquare Real Estate Fund
2.52%0.87%7.09%11.77%-24.59%57.10%-2.46%28.85%-5.41%2.66%
ARSVX
AMG River Road Small Cap Value Fund
-4.60%-7.36%14.05%14.86%-6.49%21.14%1.84%38.29%-6.96%9.92%

Returns By Period

In the year-to-date period, MRESX achieves a 2.52% return, which is significantly higher than ARSVX's -4.60% return.


MRESX

1D
0.35%
1M
-7.23%
YTD
2.52%
6M
0.69%
1Y
1.59%
3Y*
6.75%
5Y*
6.45%
10Y*

ARSVX

1D
-0.07%
1M
-4.87%
YTD
-4.60%
6M
-13.25%
1Y
-8.00%
3Y*
4.18%
5Y*
3.03%
10Y*
8.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MRESX vs. ARSVX - Expense Ratio Comparison

MRESX has a 1.02% expense ratio, which is lower than ARSVX's 1.35% expense ratio.


Return for Risk

MRESX vs. ARSVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRESX
MRESX Risk / Return Rank: 77
Overall Rank
MRESX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MRESX Sortino Ratio Rank: 77
Sortino Ratio Rank
MRESX Omega Ratio Rank: 77
Omega Ratio Rank
MRESX Calmar Ratio Rank: 66
Calmar Ratio Rank
MRESX Martin Ratio Rank: 66
Martin Ratio Rank

ARSVX
ARSVX Risk / Return Rank: 22
Overall Rank
ARSVX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ARSVX Sortino Ratio Rank: 22
Sortino Ratio Rank
ARSVX Omega Ratio Rank: 22
Omega Ratio Rank
ARSVX Calmar Ratio Rank: 11
Calmar Ratio Rank
ARSVX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRESX vs. ARSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cromwell CenterSquare Real Estate Fund (MRESX) and AMG River Road Small Cap Value Fund (ARSVX). 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.


MRESXARSVXDifference

Sharpe ratio

Return per unit of total volatility

0.12

-0.39

+0.51

Sortino ratio

Return per unit of downside risk

0.31

-0.40

+0.70

Omega ratio

Gain probability vs. loss probability

1.04

0.94

+0.10

Calmar ratio

Return relative to maximum drawdown

-0.00

-0.56

+0.56

Martin ratio

Return relative to average drawdown

-0.00

-1.38

+1.38

MRESX vs. ARSVX - Sharpe Ratio Comparison

The current MRESX Sharpe Ratio is 0.12, which is higher than the ARSVX Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of MRESX and ARSVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MRESXARSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-0.39

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.17

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Correlation

The correlation between MRESX and ARSVX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MRESX vs. ARSVX - Dividend Comparison

MRESX's dividend yield for the trailing twelve months is around 1.57%, while ARSVX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MRESX
Cromwell CenterSquare Real Estate Fund
1.57%1.49%2.40%2.01%6.49%14.54%2.19%10.71%3.24%10.34%0.00%0.00%
ARSVX
AMG River Road Small Cap Value Fund
0.00%0.00%8.50%4.78%3.87%7.75%0.00%12.10%13.01%14.96%4.96%6.51%

Drawdowns

MRESX vs. ARSVX - Drawdown Comparison

The maximum MRESX drawdown since its inception was -40.84%, smaller than the maximum ARSVX drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for MRESX and ARSVX.


Loading graphics...

Drawdown Indicators


MRESXARSVXDifference

Max Drawdown

Largest peak-to-trough decline

-40.84%

-54.85%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-16.62%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-32.98%

-19.21%

-13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.52%

Current Drawdown

Current decline from peak

-7.60%

-16.96%

+9.36%

Average Drawdown

Average peak-to-trough decline

-9.68%

-8.64%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

6.72%

-2.12%

Volatility

MRESX vs. ARSVX - Volatility Comparison

Cromwell CenterSquare Real Estate Fund (MRESX) has a higher volatility of 4.21% compared to AMG River Road Small Cap Value Fund (ARSVX) at 3.83%. This indicates that MRESX's price experiences larger fluctuations and is considered to be riskier than ARSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MRESXARSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.83%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

14.34%

-4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

20.60%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

17.92%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.16%

19.37%

+2.79%