- ISIN
- US00170K6955
- Issuer
- AMG
- Inception Date
- Jan 1, 2013
- Category
- Foreign Small & Mid Cap Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
TCMIX Performance Chart
AMG TimesSquare International Small Cap Fund (TCMIX) is up 8.1% since the beginning of the year. TCMIX is currently trading at $20 per share. Investors who bought $1,000 worth of TCMIX shares 5 years ago would now be looking at an investment worth $1,104.
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Returns By Period
AMG TimesSquare International Small Cap Fund (TCMIX) has returned 8.12% so far this year and 10.76% over the past 12 months. Over the last ten years, TCMIX has returned 5.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
AMG TimesSquare International Small Cap Fund
- 1D
- 2.60%
- 1M
- 1.18%
- 6M
- 3.20%
- YTD
- 8.12%
- 1Y
- 10.76%
- 3Y*
- 13.36%
- 5Y*
- 1.99%
- 10Y*
- 5.76%
- ALL TIME*
- 7.03%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
TCMIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2013, TCMIX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 59% of months were positive and 41% 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% | -9.24% | 9.00% | 3.25% | -3.05% | 1.60% | 8.12% | |||||
| 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 -1.93%, beta of 0.75, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.
- This fund participated in 98.00% of S&P 500 Index downside but only 75.22% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.93%
- Beta
- 0.75
- R²
- 0.61
- Upside Capture
- 75.22%
- Downside Capture
- 98.00%
Expense Ratio
TCMIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TCMIX ranks 17 for risk / return — above 17% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for AMG TimesSquare International Small Cap Fund (TCMIX) and compare them to S&P 500 Index.
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.
| TCMIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.00 | -1.10 |
| Martin ratioReturn relative to average drawdown | 2.81 | 8.49 | -5.69 |
Dividends
Dividend History
AMG TimesSquare International Small Cap Fund provided a 1.06% 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 | 1.06% | 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 | $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 1.50%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-43.86%Mar 2020 | 2y 1mo | 8mo 29d | 2y 10moJan 2018 - Dec 2020 | COVID crash2020 |
-43.42%Oct 2022 | 1y 1mo | 3y 3mo | 4y 4moSep 2021 - Jan 2026 | Bear market2022 |
-12.82%Feb 2016 | 1mo 12d | 1mo 17d | 2mo 29dDec 2015 - Mar 2016 | — |
-12.38%Oct 2014 | 4mo 9d | 4mo 7d | 8mo 16dJun 2014 - Feb 2015 | — |
-12.31%Mar 2026 | 28d | 1mo 7d | 2mo 5dMar 2026 - May 2026 | — |
Drawdown Indicators
| TCMIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.86% | -56.78% | +12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.10% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.35% | -18.90% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -43.42% | -25.43% | -17.99% |
Max Drawdown (10Y)Largest decline over 10 years | -43.86% | -33.92% | -9.94% |
Current DrawdownCurrent decline from peak | -1.50% | -1.58% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -10.70% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.14% | +1.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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