TSCIX vs. MBDFX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and MBDFX (AMG GW&K Core Bond ESG Fund) are both mutual funds - TSCIX is a Small Cap Growth Equities fund managed by AMG, while MBDFX is a Intermediate Core Bond fund managed by AMG. Over the past 10 years, TSCIX returned 10.65%/yr vs 1.29%/yr for MBDFX. At a correlation of -0.10, they often move in opposite directions. TSCIX charges 0.99%/yr vs 0.56%/yr for MBDFX.
Performance
TSCIX vs. MBDFX - Performance Comparison
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Returns By Period
In the year-to-date period, TSCIX achieves a 11.74% return, which is significantly higher than MBDFX's 0.17% return. Over the past 10 years, TSCIX has outperformed MBDFX with an annualized return of 10.65%, while MBDFX has yielded a comparatively lower 1.29% annualized return.
TSCIX
- 1D
- 2.50%
- 1M
- 3.58%
- YTD
- 11.74%
- 6M
- 8.38%
- 1Y
- 14.96%
- 3Y*
- 9.39%
- 5Y*
- 1.68%
- 10Y*
- 10.65%
MBDFX
- 1D
- 0.22%
- 1M
- 0.89%
- YTD
- 0.17%
- 6M
- 0.28%
- 1Y
- 4.42%
- 3Y*
- 3.91%
- 5Y*
- -0.58%
- 10Y*
- 1.29%
TSCIX vs. MBDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 11.74% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
MBDFX AMG GW&K Core Bond ESG Fund | 0.17% | 7.29% | 1.24% | 5.73% | -13.85% | -3.34% | 7.33% | 9.70% | -1.11% | 3.88% |
Correlation
The correlation between TSCIX and MBDFX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2000 | -0.10 |
The correlation between TSCIX and MBDFX shifts across timeframes, from -0.10 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TSCIX vs. MBDFX — Risk / Return Rank
TSCIX
MBDFX
TSCIX vs. MBDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TSCIX | MBDFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.56 | 3.73 | -1.17 |
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Drawdowns
TSCIX vs. MBDFX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, which is greater than MBDFX's maximum drawdown of -20.66%. Use the drawdown chart below to compare losses from any high point for TSCIX and MBDFX.
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Drawdown Indicators
| TSCIX | MBDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -20.66% | -29.08% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -3.25% | -15.66% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -6.99% | -22.49% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -20.54% | -19.97% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -20.66% | -19.85% |
Current DrawdownCurrent decline from peak | -2.50% | -4.30% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -3.96% | -7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 1.19% | +4.56% |
Volatility
TSCIX vs. MBDFX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) has a higher volatility of 7.15% compared to AMG GW&K Core Bond ESG Fund (MBDFX) at 1.19%. This indicates that TSCIX'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
| TSCIX | MBDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 1.19% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 2.86% | +14.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 3.83% | +17.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 6.16% | +17.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 5.06% | +18.62% |
TSCIX vs. MBDFX - Expense Ratio Comparison
TSCIX has a 0.99% expense ratio, which is higher than MBDFX's 0.56% expense ratio.
Dividends
TSCIX vs. MBDFX - Dividend Comparison
TSCIX has not paid dividends to shareholders, while MBDFX's dividend yield for the trailing twelve months is around 3.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBDFX AMG GW&K Core Bond ESG Fund | 3.46% | 3.66% | 3.50% | 2.92% | 2.16% | 2.35% | 1.84% | 2.40% | 2.30% | 2.10% | 2.06% | 4.17% |
TSCIX AMG TimesSquare Small Cap Growth Fund | 0.00% | 0.00% | 0.69% | 0.00% | 6.63% | 22.45% | 13.38% | 22.41% | 30.72% | 10.75% | 3.70% | 11.91% |
Frequently Asked Questions
TSCIX and MBDFX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCIX has higher volatility (7.15%) compared to MBDFX (1.19%). In terms of maximum drawdown, TSCIX dropped -49.74% vs MBDFX's -20.66%.
MBDFX currently has the higher Sharpe Ratio (1.17 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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