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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMG TimesSquare International Small Cap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
AMG TimesSquare International Small Cap Fund (TCMIX) has returned -5.76% so far this year and 16.01% over the past 12 months. Over the last ten years, TCMIX has returned 4.48% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
AMG TimesSquare International Small Cap Fund
- 1D
- -0.64%
- 1M
- -12.31%
- YTD
- -5.76%
- 6M
- -7.62%
- 1Y
- 16.01%
- 3Y*
- 8.13%
- 5Y*
- 0.30%
- 10Y*
- 4.48%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2013, TCMIX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 11 months.
On a daily basis, TCMIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.77% | 2.57% | -12.31% | -5.76% | |||||||||
| 2025 | 3.69% | 0.82% | 1.56% | 6.35% | 7.73% | 5.01% | -0.78% | 4.14% | 1.02% | -2.82% | -0.11% | 0.98% | 30.70% |
| 2024 | -1.40% | 3.76% | 3.42% | -5.16% | 6.21% | -2.10% | 5.37% | 2.42% | 0.12% | -5.90% | 0.26% | -4.46% | 1.62% |
| 2023 | 7.26% | -0.28% | 2.05% | -1.04% | -3.64% | 2.76% | 1.63% | -1.95% | -5.46% | -4.28% | 7.13% | 6.71% | 10.26% |
| 2022 | -11.17% | -3.77% | -1.33% | -7.04% | -0.62% | -10.18% | 7.02% | -5.98% | -10.04% | 4.34% | 10.86% | -1.49% | -27.80% |
| 2021 | -1.57% | 1.21% | 0.00% | 3.26% | 0.26% | 1.62% | 0.31% | 3.80% | -5.40% | 0.26% | -4.70% | 2.88% | 1.49% |
Benchmark Metrics
AMG TimesSquare International Small Cap Fund has an annualized alpha of -2.07%, beta of 0.74, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 04, 2013.
- This fund participated in 98.43% of S&P 500 Index downside but only 75.22% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.07% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.07%
- Beta
- 0.74
- R²
- 0.61
- Upside Capture
- 75.22%
- Downside Capture
- 98.43%
Expense Ratio
TCMIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TCMIX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMG TimesSquare International Small Cap Fund (TCMIX) and compare them to a chosen benchmark (S&P 500 Index).
| TCMIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.90 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.39 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.40 | -0.27 |
Martin ratioReturn relative to average drawdown | 3.78 | 6.61 | -2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TCMIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AMG TimesSquare International Small Cap Fund provided a 1.22% dividend yield over the last twelve months, with an annual payout of $0.21 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.21 | $0.21 | $0.44 | $0.28 | $0.15 | $0.23 | $0.02 | $0.29 | $0.18 | $0.15 | $0.24 | $0.64 |
Dividend yield | 1.22% | 1.15% | 3.10% | 1.98% | 1.14% | 1.27% | 0.10% | 1.77% | 1.40% | 0.89% | 1.95% | 5.03% |
Monthly Dividends
The table displays the monthly dividend distributions for AMG TimesSquare International Small Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.44 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AMG TimesSquare International Small Cap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AMG TimesSquare International Small Cap Fund was 43.86%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current AMG TimesSquare International Small Cap Fund drawdown is 12.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.86% | Jan 29, 2018 | 541 | Mar 23, 2020 | 188 | Dec 17, 2020 | 729 |
| -43.42% | Sep 8, 2021 | 277 | Oct 12, 2022 | 820 | Jan 22, 2026 | 1097 |
| -12.82% | Dec 31, 2015 | 29 | Feb 11, 2016 | 31 | Mar 29, 2016 | 60 |
| -12.38% | Jun 9, 2014 | 92 | Oct 16, 2014 | 86 | Feb 20, 2015 | 178 |
| -12.31% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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