PortfoliosLab logoPortfoliosLab logo
MSSCX vs. SKSEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSSCX vs. SKSEX - Performance Comparison

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

Loading graphics...

MSSCX vs. SKSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSSCX
AMG Frontier Small Cap Growth Fund
3.28%7.63%10.88%23.41%-21.47%16.33%39.13%46.03%2.22%21.23%
SKSEX
AMG GW&K Small Cap Value Fund
4.20%-4.50%10.60%17.49%-15.36%33.22%3.30%38.26%-18.98%8.39%

Returns By Period

In the year-to-date period, MSSCX achieves a 3.28% return, which is significantly lower than SKSEX's 4.20% return. Over the past 10 years, MSSCX has outperformed SKSEX with an annualized return of 14.84%, while SKSEX has yielded a comparatively lower 7.98% annualized return.


MSSCX

1D
4.61%
1M
-6.69%
YTD
3.28%
6M
4.50%
1Y
29.44%
3Y*
12.17%
5Y*
4.27%
10Y*
14.84%

SKSEX

1D
2.89%
1M
-4.51%
YTD
4.20%
6M
-2.51%
1Y
8.69%
3Y*
7.51%
5Y*
3.81%
10Y*
7.98%
*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.


MSSCX vs. SKSEX - Expense Ratio Comparison

MSSCX has a 0.94% expense ratio, which is lower than SKSEX's 1.15% expense ratio.


Return for Risk

MSSCX vs. SKSEX — Risk / Return Rank

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

MSSCX
MSSCX Risk / Return Rank: 4747
Overall Rank
MSSCX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MSSCX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MSSCX Omega Ratio Rank: 4141
Omega Ratio Rank
MSSCX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MSSCX Martin Ratio Rank: 4646
Martin Ratio Rank

SKSEX
SKSEX Risk / Return Rank: 1212
Overall Rank
SKSEX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SKSEX Sortino Ratio Rank: 1212
Sortino Ratio Rank
SKSEX Omega Ratio Rank: 1212
Omega Ratio Rank
SKSEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SKSEX Martin Ratio Rank: 1313
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. SKSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG Frontier Small Cap Growth Fund (MSSCX) and AMG GW&K Small Cap Value Fund (SKSEX). 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.


MSSCXSKSEXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.38

+0.62

Sortino ratio

Return per unit of downside risk

1.51

0.65

+0.86

Omega ratio

Gain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.44

0.49

+0.95

Martin ratio

Return relative to average drawdown

5.31

1.47

+3.84

MSSCX vs. SKSEX - Sharpe Ratio Comparison

The current MSSCX Sharpe Ratio is 1.00, which is higher than the SKSEX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MSSCX and SKSEX, 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


MSSCXSKSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.38

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.18

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.33

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.58

-0.24

Correlation

The correlation between MSSCX and SKSEX is 0.84, 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. SKSEX - Dividend Comparison

Neither MSSCX nor SKSEX 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%
SKSEX
AMG GW&K Small Cap Value Fund
0.00%0.00%8.62%1.51%1.69%13.94%43.15%13.91%14.98%6.75%0.02%4.98%

Drawdowns

MSSCX vs. SKSEX - Drawdown Comparison

The maximum MSSCX drawdown since its inception was -78.46%, which is greater than SKSEX's maximum drawdown of -65.26%. Use the drawdown chart below to compare losses from any high point for MSSCX and SKSEX.


Loading graphics...

Drawdown Indicators


MSSCXSKSEXDifference

Max Drawdown

Largest peak-to-trough decline

-78.46%

-65.26%

-13.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

-14.11%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-26.39%

-6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-46.70%

-49.36%

+2.66%

Current Drawdown

Current decline from peak

-6.69%

-8.23%

+1.54%

Average Drawdown

Average peak-to-trough decline

-28.37%

-9.26%

-19.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

4.67%

-0.23%

Volatility

MSSCX vs. SKSEX - Volatility Comparison

AMG Frontier Small Cap Growth Fund (MSSCX) has a higher volatility of 9.85% compared to AMG GW&K Small Cap Value Fund (SKSEX) at 6.71%. This indicates that MSSCX's price experiences larger fluctuations and is considered to be riskier than SKSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MSSCXSKSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

6.71%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.14%

15.63%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

29.94%

23.11%

+6.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.21%

21.53%

+4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.36%

24.48%

+1.88%