MRESX vs. MBDFX

Last updated Apr 1, 2026

Compare and contrast key facts about Cromwell CenterSquare Real Estate Fund (MRESX) and AMG GW&K Core Bond ESG Fund (MBDFX).

MRESX is managed by AMG. It was launched on Dec 31, 1997. MBDFX is managed by AMG. It was launched on Apr 30, 1993.

Performance

MRESX vs. MBDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cromwell CenterSquare Real Estate Fund (MRESX) and AMG GW&K Core Bond ESG Fund (MBDFX). The values are adjusted to include any dividend payments, if applicable.

MRESX vs. MBDFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
MBDFX AMG GW&K Core Bond ESG Fund	-0.93%	7.29%	1.24%	5.73%	-13.85%	-3.34%	7.33%	9.70%	-1.11%	2.70%

Returns By Period

In the year-to-date period, MRESX achieves a 2.52% return, which is significantly higher than MBDFX's -0.93% return.

MRESX

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

MBDFX

• 1D: 0.56%
• 1M: -2.70%
• YTD: -0.93%
• 6M: 0.00%
• 1Y: 3.46%
• 3Y*: 3.27%
• 5Y*: -0.45%
• 10Y*: 1.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MRESX vs. MBDFX - Expense Ratio Comparison

MRESX has a 1.02% expense ratio, which is higher than MBDFX's 0.56% expense ratio.

MRESX

Cromwell CenterSquare Real Estate Fund

MBDFX

AMG GW&K Core Bond ESG Fund

Return for Risk

MRESX vs. MBDFX — Risk / Return Rank

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

MRESX

MRESX Risk / Return Rank: 7
MRESX Sharpe Ratio Rank: 7
MRESX Sortino Ratio Rank: 7
MRESX Omega Ratio Rank: 7
MRESX Calmar Ratio Rank: 6
MRESX Martin Ratio Rank: 6

MBDFX

MBDFX Risk / Return Rank: 41
MBDFX Sharpe Ratio Rank: 41
MBDFX Sortino Ratio Rank: 37
MBDFX Omega Ratio Rank: 29
MBDFX Calmar Ratio Rank: 56
MBDFX Martin Ratio Rank: 43

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. MBDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cromwell CenterSquare Real Estate Fund (MRESX) and AMG GW&K Core Bond ESG Fund (MBDFX). 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.

	MRESX	MBDFX	Difference
Sharpe ratio Return per unit of total volatility	0.12	0.85	-0.73
Sortino ratio Return per unit of downside risk	0.31	1.19	-0.89
Omega ratio Gain probability vs. loss probability	1.04	1.15	-0.11
Calmar ratio Return relative to maximum drawdown	-0.00	1.31	-1.31
Martin ratio Return relative to average drawdown	-0.00	4.39	-4.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MRESX vs. MBDFX - Sharpe Ratio Comparison

The current MRESX Sharpe Ratio is 0.12, which is lower than the MBDFX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of MRESX and MBDFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MRESX	MBDFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	0.85	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	-0.07	+0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.48	-0.17

Correlation

The correlation between MRESX and MBDFX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MRESX vs. MBDFX - Dividend Comparison

MRESX's dividend yield for the trailing twelve months is around 1.57%, less than MBDFX's 3.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MBDFX AMG GW&K Core Bond ESG Fund	3.43%	3.66%	3.50%	2.92%	2.16%	2.35%	1.84%	2.40%	2.30%	2.10%	2.06%	4.17%

Drawdowns

MRESX vs. MBDFX - Drawdown Comparison

The maximum MRESX drawdown since its inception was -40.84%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for MRESX and MBDFX.

Drawdown Indicators

	MRESX	MBDFX	Difference
Max Drawdown Largest peak-to-trough decline	-40.84%	-20.66%	-20.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.05%	-3.24%	-8.81%
Max Drawdown (5Y) Largest decline over 5 years	-32.98%	-20.54%	-12.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-20.66%	—
Current Drawdown Current decline from peak	-7.60%	-5.35%	-2.25%
Average Drawdown Average peak-to-trough decline	-9.68%	-3.96%	-5.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.60%	0.97%	+3.63%

Volatility

MRESX vs. MBDFX - Volatility Comparison

Cromwell CenterSquare Real Estate Fund (MRESX) has a higher volatility of 4.21% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.64%. This indicates that MRESX's price experiences larger fluctuations and is considered to be riskier than MBDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MRESX	MBDFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	1.64%	+2.57%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	2.64%	+6.75%
Volatility (1Y) Calculated over the trailing 1-year period	18.67%	4.40%	+14.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.59%	6.13%	+14.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.16%	5.05%	+17.11%