TMDIX vs. EEOFX
Compare and contrast key facts about AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Essex Environmental Opportunities Fund (EEOFX).
TMDIX is managed by AMG. It was launched on Mar 4, 2005. EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017.
Performance
TMDIX vs. EEOFX - Performance Comparison
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TMDIX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 8.11% |
EEOFX Essex Environmental Opportunities Fund | -3.10% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Returns By Period
In the year-to-date period, TMDIX achieves a -10.97% return, which is significantly lower than EEOFX's -3.10% return.
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%
EEOFX
- 1D
- -2.00%
- 1M
- -10.37%
- YTD
- -3.10%
- 6M
- -2.37%
- 1Y
- 30.07%
- 3Y*
- 4.13%
- 5Y*
- -1.95%
- 10Y*
- —
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TMDIX vs. EEOFX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Return for Risk
TMDIX vs. EEOFX — Risk / Return Rank
TMDIX
EEOFX
TMDIX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Essex Environmental Opportunities Fund (EEOFX). 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.
| TMDIX | EEOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 1.25 | -1.66 |
Sortino ratioReturn per unit of downside risk | -0.40 | 1.80 | -2.20 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.53 | -2.05 |
Martin ratioReturn relative to average drawdown | -1.36 | 5.20 | -6.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TMDIX | EEOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 1.25 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | -0.08 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.26 | +0.24 |
Correlation
The correlation between TMDIX and EEOFX is 0.79, 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
TMDIX vs. EEOFX - Dividend Comparison
TMDIX has not paid dividends to shareholders, while EEOFX's dividend yield for the trailing twelve months is around 0.07%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EEOFX Essex Environmental Opportunities Fund | 0.07% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TMDIX vs. EEOFX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, roughly equal to the maximum EEOFX drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for TMDIX and EEOFX.
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Drawdown Indicators
| TMDIX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -50.17% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -13.49% | -11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -50.17% | +19.64% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | — | — |
Current DrawdownCurrent decline from peak | -25.45% | -25.26% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -19.83% | +12.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 4.37% | +5.40% |
Volatility
TMDIX vs. EEOFX - Volatility Comparison
The current volatility for AMG TimesSquare Mid Cap Growth Fund (TMDIX) is 5.87%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 6.84%. This indicates that TMDIX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.84% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 16.26% | +0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 23.03% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 24.85% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 24.70% | -3.71% |