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MSSCX vs. ARSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSSCX vs. ARSVX - Performance Comparison

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

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MSSCX vs. ARSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSSCX
AMG Frontier Small Cap Growth Fund
-1.27%7.63%10.88%23.41%-21.47%16.33%39.13%46.03%2.22%21.23%
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%11.73%

Returns By Period

In the year-to-date period, MSSCX achieves a -1.27% return, which is significantly higher than ARSVX's -4.60% return. Over the past 10 years, MSSCX has outperformed ARSVX with an annualized return of 14.32%, while ARSVX has yielded a comparatively lower 8.72% annualized return.


MSSCX

1D
-1.89%
1M
-9.68%
YTD
-1.27%
6M
1.08%
1Y
23.90%
3Y*
10.49%
5Y*
3.69%
10Y*
14.32%

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)

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MSSCX vs. ARSVX - Expense Ratio Comparison

MSSCX has a 0.94% expense ratio, which is lower than ARSVX's 1.35% expense ratio.


Return for Risk

MSSCX vs. ARSVX — Risk / Return Rank

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

MSSCX
MSSCX Risk / Return Rank: 3434
Overall Rank
MSSCX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MSSCX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MSSCX Omega Ratio Rank: 3333
Omega Ratio Rank
MSSCX Calmar Ratio Rank: 3333
Calmar Ratio Rank
MSSCX Martin Ratio Rank: 3232
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.

MSSCX vs. ARSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Frontier Small Cap Growth Fund (MSSCX) 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.


MSSCXARSVXDifference

Sharpe ratio

Return per unit of total volatility

0.78

-0.39

+1.17

Sortino ratio

Return per unit of downside risk

1.24

-0.40

+1.64

Omega ratio

Gain probability vs. loss probability

1.17

0.94

+0.22

Calmar ratio

Return relative to maximum drawdown

0.93

-0.56

+1.48

Martin ratio

Return relative to average drawdown

3.48

-1.38

+4.86

MSSCX vs. ARSVX - Sharpe Ratio Comparison

The current MSSCX Sharpe Ratio is 0.78, which is higher than the ARSVX Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of MSSCX 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.


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Sharpe Ratios by Period


MSSCXARSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

-0.39

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.45

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.06

Correlation

The correlation between MSSCX and ARSVX 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

MSSCX vs. ARSVX - Dividend Comparison

Neither MSSCX nor ARSVX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MSSCX
AMG Frontier Small Cap Growth Fund
0.00%0.00%9.23%1.14%0.00%43.52%3.34%17.24%59.21%27.92%0.43%28.21%
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

MSSCX vs. ARSVX - Drawdown Comparison

The maximum MSSCX drawdown since its inception was -78.46%, which is greater than ARSVX's maximum drawdown of -54.85%. Use the drawdown chart below to compare losses from any high point for MSSCX and ARSVX.


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Drawdown Indicators


MSSCXARSVXDifference

Max Drawdown

Largest peak-to-trough decline

-78.46%

-54.85%

-23.61%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-16.62%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-19.21%

-13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-46.70%

-40.52%

-6.18%

Current Drawdown

Current decline from peak

-10.80%

-16.96%

+6.16%

Average Drawdown

Average peak-to-trough decline

-28.37%

-8.64%

-19.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

6.72%

-2.10%

Volatility

MSSCX vs. ARSVX - Volatility Comparison

AMG Frontier Small Cap Growth Fund (MSSCX) has a higher volatility of 8.64% compared to AMG River Road Small Cap Value Fund (ARSVX) at 3.83%. This indicates that MSSCX'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.


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Volatility by Period


MSSCXARSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

3.83%

+4.81%

Volatility (6M)

Calculated over the trailing 6-month period

19.69%

14.34%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

29.66%

20.60%

+9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.14%

17.92%

+8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.32%

19.37%

+6.95%