AMID vs. ABIG

Last updated Apr 2, 2026

Compare and contrast key facts about Argent Mid Cap ETF (AMID) and Argent Large Cap ETF (ABIG).

AMID and ABIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMID is an actively managed fund by Argent. It was launched on Aug 17, 2022. ABIG is an actively managed fund by Argent. It was launched on Apr 8, 2025.

Performance

AMID vs. ABIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) and Argent Large Cap ETF (ABIG). The values are adjusted to include any dividend payments, if applicable.

AMID vs. ABIG - Yearly Performance Comparison

	2026 (YTD)	2025
AMID Argent Mid Cap ETF	-3.31%	7.65%
ABIG Argent Large Cap ETF	-8.05%	16.95%

Returns By Period

In the year-to-date period, AMID achieves a -3.31% return, which is significantly higher than ABIG's -8.05% return.

AMID

• 1D: 0.86%
• 1M: -6.06%
• YTD: -3.31%
• 6M: -4.09%
• 1Y: 2.50%
• 3Y*: 10.10%
• 5Y*: —
• 10Y*: —

ABIG

• 1D: 0.47%
• 1M: -4.38%
• YTD: -8.05%
• 6M: -7.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMID vs. ABIG - Expense Ratio Comparison

AMID has a 0.52% expense ratio, which is higher than ABIG's 0.49% expense ratio.

AMID

Argent Mid Cap ETF

ABIG

Argent Large Cap ETF

Return for Risk

AMID vs. ABIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMID

AMID Risk / Return Rank: 16
AMID Sharpe Ratio Rank: 14
AMID Sortino Ratio Rank: 15
AMID Omega Ratio Rank: 14
AMID Calmar Ratio Rank: 17
AMID Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMID vs. ABIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and Argent Large Cap ETF (ABIG). 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.

	AMID	ABIG	Difference
Sharpe ratio Return per unit of total volatility	0.13	—	—
Sortino ratio Return per unit of downside risk	0.33	—	—
Omega ratio Gain probability vs. loss probability	1.04	—	—
Calmar ratio Return relative to maximum drawdown	0.27	—	—
Martin ratio Return relative to average drawdown	0.88	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AMID	ABIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.53	-0.11

Correlation

The correlation between AMID and ABIG is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AMID vs. ABIG - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.37%, more than ABIG's 0.10% yield.

	TTM	2025	2024	2023	2022
AMID Argent Mid Cap ETF	0.37%	0.36%	0.33%	0.43%	0.25%
ABIG Argent Large Cap ETF	0.10%	0.10%	0.00%	0.00%	0.00%

Drawdowns

AMID vs. ABIG - Drawdown Comparison

The maximum AMID drawdown since its inception was -23.32%, which is greater than ABIG's maximum drawdown of -13.70%. Use the drawdown chart below to compare losses from any high point for AMID and ABIG.

Drawdown Indicators

	AMID	ABIG	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-13.70%	-9.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	—	—
Current Drawdown Current decline from peak	-13.18%	-10.77%	-2.41%
Average Drawdown Average peak-to-trough decline	-6.16%	-2.23%	-3.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.76%	—	—

Volatility

Volatility by Period

	AMID	ABIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.91%	14.56%	+5.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.18%	14.56%	+4.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.18%	14.56%	+4.62%