SSEIX vs. TMDIX
SSEIX (SouthernSun U.S. Equity) and TMDIX (AMG TimesSquare Mid Cap Growth Fund) are both mutual funds - SSEIX is a Mid Cap Blend Equities fund managed by AMG, while TMDIX is a Mid Cap Growth Equities fund managed by AMG. Over the past 10 years, SSEIX returned 8.43%/yr vs 12.70%/yr for TMDIX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. SSEIX charges 1.09%/yr vs 0.98%/yr for TMDIX.
Performance
SSEIX vs. TMDIX - Performance Comparison
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Returns By Period
In the year-to-date period, SSEIX achieves a 13.91% return, which is significantly higher than TMDIX's 4.53% return. Over the past 10 years, SSEIX has underperformed TMDIX with an annualized return of 8.43%, while TMDIX has yielded a comparatively higher 12.70% annualized return.
SSEIX
- 1D
- -0.14%
- 1M
- -1.87%
- 6M
- 5.43%
- YTD
- 13.91%
- 1Y
- 13.40%
- 3Y*
- 6.82%
- 5Y*
- 7.68%
- 10Y*
- 8.43%
- ALL TIME*
- 9.04%
TMDIX
- 1D
- 2.45%
- 1M
- -3.41%
- 6M
- 5.22%
- YTD
- 4.53%
- 1Y
- -6.10%
- 3Y*
- 6.58%
- 5Y*
- 2.93%
- 10Y*
- 12.70%
- ALL TIME*
- 10.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSEIX vs. TMDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSEIX SouthernSun U.S. Equity | 13.91% | 4.06% | 5.40% | 18.85% | -4.63% | 22.75% | 13.36% | 31.61% | -23.12% | 10.67% |
TMDIX AMG TimesSquare Mid Cap Growth Fund | 4.53% | -1.76% | 10.84% | 25.07% | -22.26% | 16.75% | 33.42% | 63.26% | -4.28% | 22.66% |
Correlation
The correlation between SSEIX and TMDIX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2012 | 0.77 |
The correlation between SSEIX and TMDIX shifts across timeframes, from 0.65 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SSEIX vs. TMDIX — Risk / Return Rank
SSEIX
TMDIX
SSEIX vs. TMDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SouthernSun U.S. Equity (SSEIX) 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.
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.
| SSEIX | TMDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.95 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | -0.31 | +1.25 |
| Martin ratioReturn relative to average drawdown | 2.34 | -0.61 | +2.95 |
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Drawdowns
SSEIX vs. TMDIX - Drawdown Comparison
The maximum SSEIX drawdown since its inception was -48.45%, roughly equal to the maximum TMDIX drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for SSEIX and TMDIX.
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Drawdown Indicators
| SSEIX | TMDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.45% | -48.73% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -25.45% | +12.54% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -25.45% | -1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -30.53% | +3.43% |
Max Drawdown (10Y)Largest decline over 10 years | -48.45% | -35.44% | -13.01% |
Current DrawdownCurrent decline from peak | -3.28% | -12.48% | +9.20% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -7.19% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 12.95% | -7.79% |
Volatility
SSEIX vs. TMDIX - Volatility Comparison
The current volatility for SouthernSun U.S. Equity (SSEIX) is 4.15%, while AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a volatility of 4.81%. This indicates that SSEIX 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.
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Volatility by Period
| SSEIX | TMDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.81% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.39% | 14.06% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 20.64% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 20.59% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.62% | 21.11% | +1.51% |
SSEIX vs. TMDIX - Expense Ratio Comparison
SSEIX has a 1.09% expense ratio, which is higher than TMDIX's 0.98% expense ratio.
Dividends
SSEIX vs. TMDIX - Dividend Comparison
SSEIX's dividend yield for the trailing twelve months is around 6.35%, while TMDIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSEIX SouthernSun U.S. Equity | 6.35% | 7.24% | 12.10% | 12.31% | 19.39% | 14.36% | 0.62% | 1.15% | 7.94% | 0.33% | 0.38% | 5.00% |
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% |
Frequently Asked Questions
SSEIX and TMDIX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDIX has higher volatility (4.81%) compared to SSEIX (4.15%). In terms of maximum drawdown, SSEIX dropped -48.45% vs TMDIX's -48.73%.
SSEIX currently has the higher Sharpe Ratio (0.63 vs -0.39), 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.
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