AMID vs. AUSF

Last updated Jun 23, 2026

AMID (Argent Mid Cap ETF) and AUSF (Global X Adaptive U.S. Factor ETF) are both exchange-traded funds - AMID is a Mid Cap Growth Equities fund actively managed by Argent, while AUSF is a Mid Cap Value Equities fund tracking the Adaptive Wealth Strategies U.S. Factor Index. AMID is actively managed, while AUSF is passively managed. Over the past 3 years, AMID returned 12.34%/yr vs 19.47%/yr for AUSF. A 0.77 correlation means they provide meaningful diversification when combined. AMID charges 0.52%/yr vs 0.27%/yr for AUSF.

Performance

AMID vs. AUSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argent Mid Cap ETF (AMID) and Global X Adaptive U.S. Factor ETF (AUSF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMID achieves a 7.61% return, which is significantly higher than AUSF's 5.74% return.

AMID

• 1D: 0.69%
• 1M: 4.12%
• YTD: 7.61%
• 6M: 5.48%
• 1Y: 12.08%
• 3Y*: 12.34%
• 5Y*: —
• 10Y*: —

AUSF

• 1D: 0.02%
• 1M: -2.24%
• YTD: 5.74%
• 6M: 4.91%
• 1Y: 14.20%
• 3Y*: 19.47%
• 5Y*: 13.33%
• 10Y*: —

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

AMID vs. AUSF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AMID Argent Mid Cap ETF	7.61%	-1.39%	13.06%	31.26%	-7.01%
AUSF Global X Adaptive U.S. Factor ETF	5.74%	13.69%	16.05%	22.26%	0.87%

Correlation

The correlation between AMID and AUSF is 0.65, 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Aug 17, 2022	0.77

The correlation between AMID and AUSF shifts across timeframes, from 0.65 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

AMID vs. AUSF - Sectors Allocation Comparison

Sectors	AMID	AUSF
Industrials	32.5%	14.4%
Technology	23.8%	15.3%
Financial Services	16.2%	18.4%
Consumer Cyclical	9.5%	9.3%
Healthcare	5.7%	11.4%
Energy	3.9%	3.2%
Basic Materials	3.6%	2.6%
Real Estate	3.3%	4.6%
Utilities	2.6%	4.4%
Consumer Defensive	2.3%	7.8%
Communication Services	-	8.6%

Return for Risk

AMID vs. AUSF — Risk / Return Rank

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

AMID

AMID Risk / Return Rank: 22
AMID Sharpe Ratio Rank: 21
AMID Sortino Ratio Rank: 22
AMID Omega Ratio Rank: 20
AMID Calmar Ratio Rank: 22
AMID Martin Ratio Rank: 26

AUSF

AUSF Risk / Return Rank: 42
AUSF Sharpe Ratio Rank: 40
AUSF Sortino Ratio Rank: 40
AUSF Omega Ratio Rank: 37
AUSF Calmar Ratio Rank: 51
AUSF Martin Ratio Rank: 44

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. AUSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and Global X Adaptive U.S. Factor ETF (AUSF). 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.

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.

	AMID	AUSF	Difference
Sharpe ratio: Return per unit of total volatility	0.73	1.39	-0.66
Sortino ratio: Return per unit of downside risk	1.16	2.01	-0.85
Omega ratio: Gain probability vs. loss probability	1.13	1.24	-0.11
Calmar ratio: Return relative to maximum drawdown	0.99	2.44	-1.46
Martin ratio: Return relative to average drawdown	3.41	6.97	-3.57

AMID vs. AUSF - Sharpe Ratio Comparison

The current AMID Sharpe Ratio is 0.73, which is lower than the AUSF Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of AMID and AUSF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMID vs. AUSF - Drawdown Comparison

The maximum AMID drawdown since its inception was -23.32%, smaller than the maximum AUSF drawdown of -44.25%. Use the drawdown chart below to compare losses from any high point for AMID and AUSF.

Drawdown Indicators

	AMID	AUSF	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-44.25%	+20.93%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-5.84%	-6.47%
Max Drawdown (3Y) Largest decline over 3 years	-23.32%	-12.29%	-11.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.23%	—
Current Drawdown Current decline from peak	-3.37%	-3.24%	-0.13%
Average Drawdown Average peak-to-trough decline	-6.18%	-4.20%	-1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	2.04%	+1.51%

Volatility

AMID vs. AUSF - Volatility Comparison

Argent Mid Cap ETF (AMID) has a higher volatility of 5.29% compared to Global X Adaptive U.S. Factor ETF (AUSF) at 2.91%. This indicates that AMID's price experiences larger fluctuations and is considered to be riskier than AUSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMID	AUSF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	2.91%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	12.65%	6.91%	+5.74%
Volatility (1Y) Calculated over the trailing 1-year period	16.59%	10.27%	+6.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	13.62%	+5.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	19.03%	+0.10%

AMID vs. AUSF - Expense Ratio Comparison

AMID has a 0.52% expense ratio, which is higher than AUSF's 0.27% expense ratio.

Dividends

AMID vs. AUSF - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.33%, less than AUSF's 2.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AMID Argent Mid Cap ETF	0.33%	0.36%	0.33%	0.43%	0.25%	0.00%	0.00%	0.00%	0.00%
AUSF Global X Adaptive U.S. Factor ETF	2.78%	2.78%	2.63%	1.83%	2.51%	2.22%	2.95%	4.02%	1.46%

Frequently Asked Questions

Can I hold both AMID and AUSF in my portfolio?

AMID and AUSF have a correlation of 0.65, 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 AUSF?

AMID has higher volatility (5.29%) compared to AUSF (2.91%). In terms of maximum drawdown, AMID dropped -23.32% vs AUSF's -44.25%.

Which ETF is better, AMID or AUSF?

On 3-year performance, AUSF leads with 19.47% vs 12.34% for AMID. On fees, AUSF is cheaper at 0.27% per year. On volatility, AUSF has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AMID or AUSF?

Over the 3-year period, AUSF has performed better with a 19.47% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AMID or AUSF?

AUSF is cheaper with a 0.27% expense ratio, compared with 0.52% for AMID.

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

AUSF has the higher dividend yield at 2.78%, compared with 0.33% for AMID.

What is the main difference between AMID and AUSF?

AMID is categorized as Mid Cap Growth Equities, while AUSF is Mid Cap Value Equities. They also come from different issuers: Argent and Global X. Their fees differ too: 0.52% for AMID and 0.27% for AUSF.

Which has better risk-adjusted returns?

AUSF currently has the higher Sharpe Ratio (1.39 vs 0.73), 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.