GWEIX Performance — AMG GW&K Small Cap Core Fund, Class I
Data updated: 2026-08-27
GWEIX returned +18.48% year to date and +31.39% over one year to Jun 2026. Annualised returns are +15.03% over 3 years and +6.50% over 5 years. The fund trailed its US Small Blend category average: $100 invested three years ago grew to $152, against $156 for the category, and to $131 over one year, against $133. Volatility over the past three years was 18.64% a year. In the 12 months to Jun 2026 the fund took in a net $51.2M, and assets reached $774.04M.
GWEIX Growth of $100
What $100 invested in AMG GW&K Small Cap Core Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Blend category average over the same months.
| Period | GWEIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $131 | $133 |
| 3 years (Jul 2023 – Jun 2026) | $152 | $156 |
| 5 years (Jul 2021 – Jun 2026) | $137 | $141 |
| Since data start (Jul 2019 – Jun 2026) | $208 | $209 |
GWEIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +18.48% |
| 1 year | +31.39% |
| 3 years (annualised) | +15.03% |
| 5 years (annualised) | +6.50% |
GWEIX Annual Returns
Calendar-year total returns of AMG GW&K Small Cap Core Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +18.48% |
| 2025 | +7.56% |
| 2024 | +13.98% |
| 2023 | +8.40% |
| 2022 | −16.27% |
| 2021 | +21.39% |
| 2020 | +18.15% |
| 2019 (Jul–Dec) | +9.89% |
GWEIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.9% | +2.2% | −5.7% | +9.7% | +0.6% | +7.2% | — | — | — | — | — | — |
| 2025 | +4.9% | −4.5% | −7.4% | −3.8% | +5.5% | +3.1% | +0.9% | +6.9% | −0.8% | +2.0% | +3.3% | −1.7% |
| 2024 | −3.2% | +6.2% | +2.3% | −6.1% | +4.3% | −0.6% | +7.2% | +1.4% | −0.1% | −1.9% | +12.7% | −7.2% |
| 2023 | +9.2% | −2.6% | −4.8% | −2.6% | −3.5% | +8.8% | +4.1% | −2.6% | −6.3% | −7.0% | +7.3% | +10.6% |
| 2022 | −9.3% | +1.5% | −1.0% | −8.7% | +1.4% | −6.1% | +8.7% | −2.6% | −9.3% | +12.2% | +3.4% | −5.2% |
| 2021 | +2.2% | +7.9% | +1.9% | +4.2% | −1.1% | +1.0% | +0.7% | +1.9% | −2.7% | +6.2% | −4.9% | +3.0% |
| 2020 | −1.4% | −9.0% | −19.7% | +15.0% | +7.4% | +1.1% | +5.1% | +4.7% | −5.1% | +2.4% | +14.0% | +7.7% |
| 2019 | — | — | — | — | — | — | +3.2% | −2.2% | +0.4% | +1.5% | +3.9% | +2.9% |
GWEIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 18.64%
- 3-year Sharpe ratio: 0.56 (vs 4.5% risk-free rate)
- Best month: +12.65% (Nov 2024)
- Worst month: −7.36% (Mar 2025)
GWEIX Fund Flows
Monthly money in and out of AMG GW&K Small Cap Core Fund, from SEC Form N-PORT.
- 12-month net flow: $51.2M
- 12-month gross sales (incl. reinvestments): $177.7M
- Sales ÷ redemptions: 1.41×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $2.2M | $5.8M | −$3.6M |
| May 2026 | $9.7M | $17.3M | −$7.6M |
| Apr 2026 | $4.2M | $14.2M | −$10.0M |
| Mar 2026 | $4.8M | $20.4M | −$15.5M |
| Feb 2026 | $2.5M | $8.7M | −$6.2M |
| Jan 2026 | $5.1M | $9.7M | −$4.6M |
| Dec 2025 | $55.0M | $16.3M | $38.7M |
| Nov 2025 | $77.2M | $5.5M | $71.6M |
| Oct 2025 | $3.5M | $6.0M | −$2.4M |
| Sep 2025 | $9.8M | $5.6M | $4.3M |
| Aug 2025 | $1.5M | $3.0M | −$1.5M |
| Jul 2025 | $2.1M | $13.9M | −$11.8M |
GWEIX Assets Under Management
Net assets of AMG GW&K Small Cap Core Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $774.04M |
| 2026-03-31 | $673.97M |
| 2025-12-31 | $697.85M |
| 2025-09-30 | $618.11M |
| 2025-06-30 | $586.48M |
| 2025-03-31 | $593.04M |
| 2024-12-31 | $664.56M |
| 2024-09-30 | $670.28M |
| 2024-06-28 | $621.40M |
| 2024-03-28 | $658.70M |
| 2023-12-29 | $640.88M |
| 2023-09-29 | $615.80M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.