WPGTX vs. ARSMX
WPGTX (WPG Partners Small/Micro Cap Value Fund) and ARSMX (AMG River Road Small-Mid Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, WPGTX returned 9.85%/yr vs 10.18%/yr for ARSMX. Their correlation of 0.90 means they have usually moved in the same direction. WPGTX charges 1.10%/yr vs 1.27%/yr for ARSMX.
Performance
WPGTX vs. ARSMX - Performance Comparison
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Returns By Period
In the year-to-date period, WPGTX achieves a 19.28% return, which is significantly higher than ARSMX's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with WPGTX having a 9.85% annualized return and ARSMX not far ahead at 10.18%.
WPGTX
- 1D
- 0.85%
- 1M
- -1.96%
- 6M
- 11.80%
- YTD
- 19.28%
- 1Y
- 31.11%
- 3Y*
- 12.95%
- 5Y*
- 12.48%
- 10Y*
- 9.85%
- ALL TIME*
- 10.23%
ARSMX
- 1D
- -1.31%
- 1M
- 2.53%
- 6M
- 8.11%
- YTD
- 10.49%
- 1Y
- 9.57%
- 3Y*
- 9.29%
- 5Y*
- 6.50%
- 10Y*
- 10.18%
- ALL TIME*
- 7.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WPGTX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPGTX WPG Partners Small/Micro Cap Value Fund | 19.28% | 7.08% | 10.53% | 14.45% | 2.10% | 40.04% | -1.31% | 23.35% | -21.88% | 5.58% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.49% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Correlation
The correlation between WPGTX and ARSMX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.90 |
The correlation between WPGTX and ARSMX shifts across timeframes, from 0.76 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WPGTX vs. ARSMX — Risk / Return Rank
WPGTX
ARSMX
WPGTX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WPG Partners Small/Micro Cap Value Fund (WPGTX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| WPGTX | ARSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.10 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.71 | +1.98 |
| Martin ratioReturn relative to average drawdown | 9.87 | 1.64 | +8.23 |
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Drawdowns
WPGTX vs. ARSMX - Drawdown Comparison
The maximum WPGTX drawdown since its inception was -60.60%, which is greater than ARSMX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for WPGTX and ARSMX.
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Drawdown Indicators
| WPGTX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -51.75% | -8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -10.37% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -25.90% | -19.34% | -6.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -19.34% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -42.96% | -7.07% |
Current DrawdownCurrent decline from peak | -3.15% | -1.59% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -8.06% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 4.47% | -1.58% |
Volatility
WPGTX vs. ARSMX - Volatility Comparison
The current volatility for WPG Partners Small/Micro Cap Value Fund (WPGTX) is 3.32%, while AMG River Road Small-Mid Cap Value Fund (ARSMX) has a volatility of 4.05%. This indicates that WPGTX experiences smaller price fluctuations and is considered to be less risky than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPGTX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 4.05% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 9.15% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 14.41% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 17.71% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 19.51% | +2.86% |
WPGTX vs. ARSMX - Expense Ratio Comparison
WPGTX has a 1.10% expense ratio, which is lower than ARSMX's 1.27% expense ratio.
Dividends
WPGTX vs. ARSMX - Dividend Comparison
WPGTX's dividend yield for the trailing twelve months is around 8.51%, while ARSMX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
WPGTX WPG Partners Small/Micro Cap Value Fund | 8.51% | 10.15% | 6.38% | 7.58% | 17.82% | 1.47% | 0.64% | 0.44% | 8.44% | 6.83% | 0.42% | 3.03% |
Frequently Asked Questions
WPGTX and ARSMX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARSMX has higher volatility (4.05%) compared to WPGTX (3.32%). In terms of maximum drawdown, WPGTX dropped -60.60% vs ARSMX's -51.75%.
WPGTX currently has the higher Sharpe Ratio (1.79 vs 0.51), 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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