AMID vs. IWR
Compare and contrast key facts about Argent Mid Cap ETF (AMID) and iShares Russell Midcap ETF (IWR).
AMID and IWR 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. IWR is a passively managed fund by iShares that tracks the performance of the Russell Midcap Index. It was launched on Jul 17, 2001.
Performance
AMID vs. IWR - Performance Comparison
Loading graphics...
AMID vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMID Argent Mid Cap ETF | -4.14% | -1.39% | 13.06% | 31.26% | -6.22% |
IWR iShares Russell Midcap ETF | 1.27% | 10.37% | 15.21% | 17.05% | -7.88% |
Returns By Period
In the year-to-date period, AMID achieves a -4.14% return, which is significantly lower than IWR's 1.27% return.
AMID
- 1D
- 2.78%
- 1M
- -6.40%
- YTD
- -4.14%
- 6M
- -5.13%
- 1Y
- 2.43%
- 3Y*
- 9.79%
- 5Y*
- —
- 10Y*
- —
IWR
- 1D
- 2.63%
- 1M
- -5.34%
- YTD
- 1.27%
- 6M
- 1.38%
- 1Y
- 15.79%
- 3Y*
- 13.14%
- 5Y*
- 6.77%
- 10Y*
- 10.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AMID vs. IWR - Expense Ratio Comparison
AMID has a 0.52% expense ratio, which is higher than IWR's 0.19% expense ratio.
Return for Risk
AMID vs. IWR — Risk / Return Rank
AMID
IWR
AMID vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and iShares Russell Midcap ETF (IWR). 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 | IWR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.83 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.33 | 1.28 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.22 | -0.99 |
Martin ratioReturn relative to average drawdown | 0.79 | 5.67 | -4.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AMID | IWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.83 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.06 |
Correlation
The correlation between AMID and IWR is 0.93, 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. IWR - Dividend Comparison
AMID's dividend yield for the trailing twelve months is around 0.37%, less than IWR's 1.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMID Argent Mid Cap ETF | 0.37% | 0.36% | 0.33% | 0.43% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.28% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Drawdowns
AMID vs. IWR - Drawdown Comparison
The maximum AMID drawdown since its inception was -23.32%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for AMID and IWR.
Loading graphics...
Drawdown Indicators
| AMID | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.32% | -58.78% | +35.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -13.38% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -13.93% | -5.75% | -8.18% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -7.85% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.89% | +0.83% |
Volatility
AMID vs. IWR - Volatility Comparison
Argent Mid Cap ETF (AMID) has a higher volatility of 6.22% compared to iShares Russell Midcap ETF (IWR) at 5.53%. This indicates that AMID's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AMID | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.22% | 5.53% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 10.46% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.90% | 19.07% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.19% | 18.25% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 19.35% | -0.16% |