AMID vs. VB

Last updated Jun 14, 2026

AMID (Argent Mid Cap ETF) and VB (Vanguard Small-Cap ETF) are both exchange-traded funds - AMID is a Mid Cap Growth Equities fund actively managed by Argent, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. AMID is actively managed, while VB is passively managed. Over the past 3 years, AMID returned 11.79%/yr vs 16.14%/yr for VB. Their correlation of 0.92 suggests significant overlap in exposure. AMID charges 0.52%/yr vs 0.05%/yr for VB.

Performance

AMID vs. VB - Performance Comparison

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

Returns By Period

In the year-to-date period, AMID achieves a 7.01% return, which is significantly lower than VB's 15.33% return.

AMID

• 1D: 0.46%
• 1M: 2.58%
• YTD: 7.01%
• 6M: 4.94%
• 1Y: 11.66%
• 3Y*: 11.79%
• 5Y*: —
• 10Y*: —

VB

• 1D: 0.70%
• 1M: 5.17%
• YTD: 15.33%
• 6M: 13.69%
• 1Y: 30.83%
• 3Y*: 16.14%
• 5Y*: 6.98%
• 10Y*: 11.61%

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

AMID vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AMID Argent Mid Cap ETF	7.01%	-1.39%	13.06%	31.26%	-7.01%
VB Vanguard Small-Cap ETF	15.33%	8.87%	14.17%	18.22%	-10.31%

Correlation

The correlation between AMID and VB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 17, 2022	0.92

The correlation between AMID and VB has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

AMID vs. VB - Sectors Allocation Comparison

Sectors	AMID	VB
Industrials	32.5%	20.8%
Technology	23.8%	17.2%
Financial Services	16.2%	12.6%
Consumer Cyclical	9.5%	11.3%
Healthcare	5.7%	11.1%
Energy	3.9%	4.7%
Basic Materials	3.6%	4.8%
Real Estate	3.3%	7.6%
Utilities	2.6%	3.3%
Consumer Defensive	2.3%	3.4%
Communication Services	-	3.1%

Return for Risk

AMID vs. VB — Risk / Return Rank

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

AMID

AMID Risk / Return Rank: 21
AMID Sharpe Ratio Rank: 20
AMID Sortino Ratio Rank: 20
AMID Omega Ratio Rank: 19
AMID Calmar Ratio Rank: 20
AMID Martin Ratio Rank: 24

VB

VB Risk / Return Rank: 64
VB Sharpe Ratio Rank: 59
VB Sortino Ratio Rank: 60
VB Omega Ratio Rank: 55
VB Calmar Ratio Rank: 73
VB Martin Ratio Rank: 73

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. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argent Mid Cap ETF (AMID) and Vanguard Small-Cap ETF (VB). 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	VB	Difference
Sharpe ratio: Return per unit of total volatility	0.60	1.73	-1.13
Sortino ratio: Return per unit of downside risk	0.97	2.47	-1.50
Omega ratio: Gain probability vs. loss probability	1.11	1.30	-0.19
Calmar ratio: Return relative to maximum drawdown	0.80	3.21	-2.41
Martin ratio: Return relative to average drawdown	2.78	11.80	-9.02

AMID vs. VB - Sharpe Ratio Comparison

The current AMID Sharpe Ratio is 0.60, which is lower than the VB Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of AMID and VB, 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. VB - Drawdown Comparison

The maximum AMID drawdown since its inception was -23.32%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for AMID and VB.

Drawdown Indicators

	AMID	VB	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-59.56%	+36.24%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-8.98%	-3.33%
Max Drawdown (3Y) Largest decline over 3 years	-23.32%	-25.36%	+2.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	-3.91%	0.00%	-3.91%
Average Drawdown Average peak-to-trough decline	-6.19%	-8.43%	+2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	2.44%	+1.12%

Volatility

AMID vs. VB - Volatility Comparison

Argent Mid Cap ETF (AMID) has a higher volatility of 5.84% compared to Vanguard Small-Cap ETF (VB) at 5.41%. This indicates that AMID's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMID	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	5.41%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	12.80%	12.24%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	16.59%	16.68%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.17%	20.80%	-1.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	21.44%	-2.27%

AMID vs. VB - Expense Ratio Comparison

AMID has a 0.52% expense ratio, which is higher than VB's 0.05% expense ratio.

Dividends

AMID vs. VB - Dividend Comparison

AMID's dividend yield for the trailing twelve months is around 0.33%, less than VB's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMID Argent Mid Cap ETF	0.33%	0.36%	0.33%	0.43%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.18%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both AMID and VB in my portfolio?

With a correlation of 0.92, AMID and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AMID or VB?

AMID has higher volatility (5.84%) compared to VB (5.41%). In terms of maximum drawdown, AMID dropped -23.32% vs VB's -59.56%.

Which ETF is better, AMID or VB?

On 3-year performance, VB leads with 16.14% vs 11.79% for AMID. On fees, VB is cheaper at 0.05% per year. On volatility, VB has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AMID or VB?

Over the 3-year period, VB has performed better with a 16.14% return vs 11.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AMID or VB?

VB is cheaper with a 0.05% expense ratio, compared with 0.52% for AMID.

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

VB has the higher dividend yield at 1.18%, compared with 0.33% for AMID.

What is the main difference between AMID and VB?

AMID is categorized as Mid Cap Growth Equities, while VB is Small Cap Blend Equities. They also come from different issuers: Argent and Vanguard. Their fees differ too: 0.52% for AMID and 0.05% for VB.

Which has better risk-adjusted returns?

VB currently has the higher Sharpe Ratio (1.73 vs 0.60), 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.