PortfoliosLab logoPortfoliosLab logo
ARDEX vs. TMDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARDEX vs. TMDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG River Road Dividend All Cap Value Fund (ARDEX) and AMG TimesSquare Mid Cap Growth Fund (TMDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ARDEX vs. TMDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARDEX
AMG River Road Dividend All Cap Value Fund
1.39%-14.13%16.20%2.04%-3.64%4.16%-2.18%23.20%-7.61%8.78%
TMDIX
AMG TimesSquare Mid Cap Growth Fund
-10.97%-1.76%10.84%25.07%-22.26%16.75%33.42%63.26%-4.28%22.66%

Returns By Period

In the year-to-date period, ARDEX achieves a 1.39% return, which is significantly higher than TMDIX's -10.97% return. Over the past 10 years, ARDEX has underperformed TMDIX with an annualized return of 3.44%, while TMDIX has yielded a comparatively higher 11.64% annualized return.


ARDEX

1D
0.20%
1M
-6.95%
YTD
1.39%
6M
-17.64%
1Y
-15.11%
3Y*
1.11%
5Y*
-1.04%
10Y*
3.44%

TMDIX

1D
-0.99%
1M
-9.23%
YTD
-10.97%
6M
-23.70%
1Y
-9.34%
3Y*
4.13%
5Y*
1.97%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARDEX vs. TMDIX - Expense Ratio Comparison

ARDEX has a 0.97% expense ratio, which is lower than TMDIX's 0.98% expense ratio.


Return for Risk

ARDEX vs. TMDIX — Risk / Return Rank

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

ARDEX
ARDEX Risk / Return Rank: 11
Overall Rank
ARDEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ARDEX Sortino Ratio Rank: 22
Sortino Ratio Rank
ARDEX Omega Ratio Rank: 11
Omega Ratio Rank
ARDEX Calmar Ratio Rank: 11
Calmar Ratio Rank
ARDEX Martin Ratio Rank: 11
Martin Ratio Rank

TMDIX
TMDIX Risk / Return Rank: 22
Overall Rank
TMDIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TMDIX Sortino Ratio Rank: 22
Sortino Ratio Rank
TMDIX Omega Ratio Rank: 22
Omega Ratio Rank
TMDIX Calmar Ratio Rank: 22
Calmar Ratio Rank
TMDIX Martin Ratio Rank: 22
Martin Ratio Rank
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.

ARDEX vs. TMDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG River Road Dividend All Cap Value Fund (ARDEX) and AMG TimesSquare Mid Cap Growth Fund (TMDIX). 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.


ARDEXTMDIXDifference

Sharpe ratio

Return per unit of total volatility

-0.59

-0.41

-0.18

Sortino ratio

Return per unit of downside risk

-0.54

-0.40

-0.14

Omega ratio

Gain probability vs. loss probability

0.86

0.94

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.75

-0.52

-0.23

Martin ratio

Return relative to average drawdown

-1.68

-1.36

-0.33

ARDEX vs. TMDIX - Sharpe Ratio Comparison

The current ARDEX Sharpe Ratio is -0.59, which is lower than the TMDIX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of ARDEX and TMDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ARDEXTMDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.41

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.10

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.56

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.50

-0.28

Correlation

The correlation between ARDEX and TMDIX 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

ARDEX vs. TMDIX - Dividend Comparison

ARDEX's dividend yield for the trailing twelve months is around 3.85%, while TMDIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ARDEX
AMG River Road Dividend All Cap Value Fund
3.85%5.85%79.78%4.42%14.36%5.37%2.12%8.71%9.10%6.83%9.31%11.69%
TMDIX
AMG TimesSquare Mid Cap Growth Fund
0.00%0.00%8.08%3.98%3.69%29.72%18.28%31.06%16.38%14.44%5.90%7.73%

Drawdowns

ARDEX vs. TMDIX - Drawdown Comparison

The maximum ARDEX drawdown since its inception was -52.16%, which is greater than TMDIX's maximum drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for ARDEX and TMDIX.


Loading graphics...

Drawdown Indicators


ARDEXTMDIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.16%

-48.73%

-3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-20.51%

-25.45%

+4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-52.16%

-30.53%

-21.63%

Max Drawdown (10Y)

Largest decline over 10 years

-52.16%

-35.44%

-16.72%

Current Drawdown

Current decline from peak

-51.30%

-25.45%

-25.85%

Average Drawdown

Average peak-to-trough decline

-10.15%

-7.07%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.16%

9.77%

-0.61%

Volatility

ARDEX vs. TMDIX - Volatility Comparison

The current volatility for AMG River Road Dividend All Cap Value Fund (ARDEX) is 3.32%, while AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a volatility of 5.87%. This indicates that ARDEX experiences smaller price fluctuations and is considered to be less risky than TMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ARDEXTMDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

5.87%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

23.71%

16.89%

+6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.77%

23.42%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.88%

20.29%

+21.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.42%

20.99%

+11.43%