SKSEX vs. MBDFX
Compare and contrast key facts about AMG GW&K Small Cap Value Fund (SKSEX) and AMG GW&K Core Bond ESG Fund (MBDFX).
SKSEX is managed by AMG. It was launched on Apr 23, 1987. MBDFX is managed by AMG. It was launched on Apr 30, 1993.
Performance
SKSEX vs. MBDFX - Performance Comparison
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SKSEX vs. MBDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SKSEX AMG GW&K Small Cap Value Fund | 1.27% | -4.50% | 10.60% | 17.49% | -15.36% | 33.22% | 3.30% | 38.26% | -18.98% | 8.39% |
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% | 3.88% |
Returns By Period
In the year-to-date period, SKSEX achieves a 1.27% return, which is significantly higher than MBDFX's -0.93% return. Over the past 10 years, SKSEX has outperformed MBDFX with an annualized return of 7.67%, while MBDFX has yielded a comparatively lower 1.31% annualized return.
SKSEX
- 1D
- -1.24%
- 1M
- -5.86%
- YTD
- 1.27%
- 6M
- -5.04%
- 1Y
- 5.64%
- 3Y*
- 6.50%
- 5Y*
- 3.49%
- 10Y*
- 7.67%
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%
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SKSEX vs. MBDFX - Expense Ratio Comparison
SKSEX has a 1.15% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Return for Risk
SKSEX vs. MBDFX — Risk / Return Rank
SKSEX
MBDFX
SKSEX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small Cap Value Fund (SKSEX) 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.
| SKSEX | MBDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.85 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.19 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.15 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.31 | -1.07 |
Martin ratioReturn relative to average drawdown | 0.72 | 4.39 | -3.67 |
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
| SKSEX | MBDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 0.85 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.07 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.26 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.10 |
Correlation
The correlation between SKSEX and MBDFX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SKSEX vs. MBDFX - Dividend Comparison
SKSEX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.43%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
SKSEX vs. MBDFX - Drawdown Comparison
The maximum SKSEX drawdown since its inception was -65.26%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for SKSEX and MBDFX.
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Drawdown Indicators
| SKSEX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.26% | -20.66% | -44.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.11% | -3.24% | -10.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.39% | -20.54% | -5.85% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -20.66% | -28.70% |
Current DrawdownCurrent decline from peak | -10.80% | -5.35% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -3.96% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 0.97% | +3.73% |
Volatility
SKSEX vs. MBDFX - Volatility Comparison
AMG GW&K Small Cap Value Fund (SKSEX) has a higher volatility of 6.16% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.64%. This indicates that SKSEX'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.
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Volatility by Period
| SKSEX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 1.64% | +4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 2.64% | +12.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.98% | 4.40% | +18.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 6.13% | +15.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.46% | 5.05% | +19.41% |