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BBHM vs. AMID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHM vs. AMID - Performance Comparison

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

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Returns By Period

In the year-to-date period, BBHM achieves a 4.62% return, which is significantly lower than AMID's 6.88% return.


BBHM

1D
0.26%
1M
-1.16%
6M
3.60%
YTD
4.62%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AMID

1D
0.94%
1M
-0.06%
6M
4.61%
YTD
6.88%
1Y
7.07%
3Y*
9.74%
5Y*
10Y*
ALL TIME*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$353.84K$312.78K$391.35K
$677.76K$827.89K$1.51M

BBHM vs. AMID - Yearly Performance Comparison


2026 (YTD)2025
BBHM
BBH Select Mid Cap ETF
4.62%0.98%
AMID
Argent Mid Cap ETF
6.88%-0.03%

Correlation

The correlation between BBHM and AMID is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.84

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Return for Risk

BBHM vs. AMID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AMID
AMID Risk / Return Rank: 2020
Overall Rank
AMID Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AMID Sortino Ratio Rank: 1919
Sortino Ratio Rank
AMID Omega Ratio Rank: 1818
Omega Ratio Rank
AMID Calmar Ratio Rank: 1919
Calmar Ratio Rank
AMID Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBHM vs. AMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) and Argent Mid Cap ETF (AMID). 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.


BBHMAMIDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.49

Martin ratioReturn relative to average drawdown

1.69

BBHM vs. AMID - Sharpe Ratio Comparison


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Drawdowns

BBHM vs. AMID - Drawdown Comparison

The maximum BBHM drawdown since its inception was -9.78%, smaller than the maximum AMID drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for BBHM and AMID.


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Drawdown Indicators


BBHMAMIDDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-23.32%

+13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

Current Drawdown

Current decline from peak

-2.64%

-4.03%

+1.39%

Average Drawdown

Average peak-to-trough decline

-2.83%

-6.12%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

Volatility

BBHM vs. AMID - Volatility Comparison


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Volatility by Period


BBHMAMIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

16.71%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

19.03%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.63%

19.03%

-1.40%

BBHM vs. AMID - Expense Ratio Comparison

BBHM has a 0.81% expense ratio, which is higher than AMID's 0.52% expense ratio.


Dividends

BBHM vs. AMID - Dividend Comparison

BBHM has not paid dividends to shareholders, while AMID's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM2025202420232022
AMID
Argent Mid Cap ETF
0.33%0.36%0.33%0.43%0.25%
BBHM
BBH Select Mid Cap ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BBHM and AMID have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMID is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMID is cheaper with a 0.52% expense ratio, compared with 0.81% for BBHM.

AMID has the higher dividend yield at 0.33%, compared with 0.00% for BBHM.

They also come from different issuers: BBH and Argent. Their fees differ too: 0.81% for BBHM and 0.52% for AMID.

Portfolio Optimizer

Find the right allocation for BBHM and AMID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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