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

Performance

MEQFX vs. TMDIX - Performance Comparison

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

Loading graphics...

MEQFX vs. TMDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEQFX
AMG River Road Large Cap Value Select Fund
-6.16%-2.58%24.99%19.53%-9.50%43.58%-4.00%16.01%8.16%15.35%
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, MEQFX achieves a -6.16% return, which is significantly higher than TMDIX's -10.97% return. Over the past 10 years, MEQFX has underperformed TMDIX with an annualized return of 10.48%, while TMDIX has yielded a comparatively higher 11.64% annualized return.


MEQFX

1D
0.27%
1M
-8.63%
YTD
-6.16%
6M
-13.39%
1Y
-10.71%
3Y*
9.46%
5Y*
10.27%
10Y*
10.48%

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.


MEQFX vs. TMDIX - Expense Ratio Comparison

MEQFX has a 0.64% expense ratio, which is lower than TMDIX's 0.98% expense ratio.


Return for Risk

MEQFX vs. TMDIX — Risk / Return Rank

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

MEQFX
MEQFX Risk / Return Rank: 11
Overall Rank
MEQFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MEQFX Sortino Ratio Rank: 22
Sortino Ratio Rank
MEQFX Omega Ratio Rank: 11
Omega Ratio Rank
MEQFX Calmar Ratio Rank: 11
Calmar Ratio Rank
MEQFX 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.

MEQFX vs. TMDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) 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.


MEQFXTMDIXDifference

Sharpe ratio

Return per unit of total volatility

-0.52

-0.41

-0.11

Sortino ratio

Return per unit of downside risk

-0.56

-0.40

-0.16

Omega ratio

Gain probability vs. loss probability

0.91

0.94

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.66

-0.52

-0.14

Martin ratio

Return relative to average drawdown

-1.75

-1.36

-0.40

MEQFX vs. TMDIX - Sharpe Ratio Comparison

The current MEQFX Sharpe Ratio is -0.52, which is comparable to the TMDIX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of MEQFX 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


MEQFXTMDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.41

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.10

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.50

-0.19

Correlation

The correlation between MEQFX and TMDIX is 0.84, 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

MEQFX vs. TMDIX - Dividend Comparison

Neither MEQFX nor TMDIX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MEQFX
AMG River Road Large Cap Value Select Fund
0.00%0.00%4.48%0.98%2.13%27.90%0.00%9.17%3.40%30.28%5.96%11.63%
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

MEQFX vs. TMDIX - Drawdown Comparison

The maximum MEQFX drawdown since its inception was -55.38%, which is greater than TMDIX's maximum drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for MEQFX and TMDIX.


Loading graphics...

Drawdown Indicators


MEQFXTMDIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-48.73%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.43%

-25.45%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.48%

-30.53%

+11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-28.69%

-35.44%

+6.75%

Current Drawdown

Current decline from peak

-17.21%

-25.45%

+8.24%

Average Drawdown

Average peak-to-trough decline

-12.17%

-7.07%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

9.77%

-3.20%

Volatility

MEQFX vs. TMDIX - Volatility Comparison

The current volatility for AMG River Road Large Cap Value Select Fund (MEQFX) is 3.48%, while AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a volatility of 5.87%. This indicates that MEQFX 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


MEQFXTMDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

5.87%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.98%

16.89%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

23.42%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

20.29%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

20.99%

-1.43%