AMID vs. ABIG

Last updated Jun 3, 2026

AMID (Argent Mid Cap ETF) and ABIG (Argent Large Cap ETF) are both exchange-traded funds - AMID is a Mid Cap Growth Equities fund actively managed by Argent, while ABIG is a Large Cap Blend Equities fund actively managed by Argent. Both are actively managed. Over the past year, AMID returned 10.45% vs 19.99% for ABIG. A 0.79 correlation means they provide meaningful diversification when combined. AMID charges 0.52%/yr vs 0.49%/yr for ABIG.

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.

Returns By Period

In the year-to-date period, AMID achieves a 5.85% return, which is significantly lower than ABIG's 7.33% return.

AMID

• 1D: 1.66%
• 1M: 1.14%
• YTD: 5.85%
• 6M: 4.01%
• 1Y: 10.45%
• 3Y*: 12.46%
• 5Y*: —
• 10Y*: —

ABIG

• 1D: -0.53%
• 1M: 4.87%
• YTD: 7.33%
• 6M: 6.41%
• 1Y: 19.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AMID vs. ABIG - Yearly Performance Comparison

	2026 (YTD)	2025
AMID Argent Mid Cap ETF	5.85%	7.65%
ABIG Argent Large Cap ETF	7.33%	16.95%

Correlation

The correlation between AMID and ABIG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025	0.79

The correlation between AMID and ABIG has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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: 20
AMID Sharpe Ratio Rank: 20
AMID Sortino Ratio Rank: 20
AMID Omega Ratio Rank: 19
AMID Calmar Ratio Rank: 19
AMID Martin Ratio Rank: 22

ABIG

ABIG Risk / Return Rank: 38
ABIG Sharpe Ratio Rank: 43
ABIG Sortino Ratio Rank: 41
ABIG Omega Ratio Rank: 41
ABIG Calmar Ratio Rank: 29
ABIG Martin Ratio Rank: 34

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	0.65	1.54	-0.89
Sortino ratio Return per unit of downside risk	1.06	2.14	-1.09
Omega ratio Gain probability vs. loss probability	1.12	1.27	-0.15
Calmar ratio Return relative to maximum drawdown	0.82	1.46	-0.64
Martin ratio Return relative to average drawdown	2.83	5.25	-2.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMID vs. ABIG - Sharpe Ratio Comparison

The current AMID Sharpe Ratio is 0.65, which is lower than the ABIG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of AMID and ABIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AMID	ABIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	1.54	-0.89
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	1.55	-1.00

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%	-13.70%	+1.39%
Max Drawdown (3Y) Largest decline over 3 years	-23.32%	—	—
Current Drawdown Current decline from peak	-4.95%	-0.53%	-4.42%
Average Drawdown Average peak-to-trough decline	-6.21%	-2.24%	-3.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	3.80%	-0.26%

Volatility

AMID vs. ABIG - Volatility Comparison

Argent Mid Cap ETF (AMID) has a higher volatility of 4.54% compared to Argent Large Cap ETF (ABIG) at 3.26%. This indicates that AMID's price experiences larger fluctuations and is considered to be riskier than ABIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMID	ABIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	3.26%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	12.17%	9.99%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.08%	13.05%	+3.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.11%	14.32%	+4.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.11%	14.32%	+4.79%

AMID vs. ABIG - Expense Ratio Comparison

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

Dividends

AMID vs. ABIG - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.34%, more than ABIG's 0.09% yield.

Position	TTM	2025	2024	2023	2022
ABIG Argent Large Cap ETF	0.09%	0.10%	0.00%	0.00%	0.00%
AMID Argent Mid Cap ETF	0.34%	0.36%	0.33%	0.43%	0.25%

Frequently Asked Questions

Can I hold both AMID and ABIG in my portfolio?

AMID and ABIG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMID or ABIG?

AMID has higher volatility (4.54%) compared to ABIG (3.26%). In terms of maximum drawdown, AMID dropped -23.32% vs ABIG's -13.70%.

Which ETF is better, AMID or ABIG?

On 1-year performance, ABIG leads with 19.99% vs 10.45% for AMID. On fees, ABIG is cheaper at 0.49% per year. On volatility, ABIG has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AMID or ABIG?

Over the 1-year period, ABIG has performed better with a 19.99% return vs 10.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AMID or ABIG?

ABIG is cheaper with a 0.49% expense ratio, compared with 0.52% for AMID.

Which ETF pays a higher dividend yield, AMID or ABIG?

AMID has the higher dividend yield at 0.34%, compared with 0.09% for ABIG.

What is the main difference between AMID and ABIG?

AMID is categorized as Mid Cap Growth Equities, while ABIG is Large Cap Blend Equities. Their fees differ too: 0.52% for AMID and 0.49% for ABIG.

Which has better risk-adjusted returns?

ABIG currently has the higher Sharpe Ratio (1.54 vs 0.65), 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.