TMDIX vs. FAMVX
TMDIX (AMG TimesSquare Mid Cap Growth Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, TMDIX returned 12.70%/yr vs 10.41%/yr for FAMVX. Their correlation of 0.86 means they have usually moved in the same direction. TMDIX charges 0.98%/yr vs 1.19%/yr for FAMVX.
Performance
TMDIX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, TMDIX achieves a 4.53% return, which is significantly lower than FAMVX's 8.80% return. Over the past 10 years, TMDIX has outperformed FAMVX with an annualized return of 12.70%, while FAMVX has yielded a comparatively lower 10.41% annualized return.
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%
FAMVX
- 1D
- -0.82%
- 1M
- 0.67%
- 6M
- 6.51%
- YTD
- 8.80%
- 1Y
- 12.03%
- 3Y*
- 11.54%
- 5Y*
- 7.10%
- 10Y*
- 10.41%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TMDIX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAMVX FAM Value Fund | 8.80% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between TMDIX and FAMVX is 0.67, 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. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005 | 0.86 |
The correlation between TMDIX and FAMVX shifts across timeframes, from 0.67 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TMDIX vs. FAMVX — Risk / Return Rank
TMDIX
FAMVX
TMDIX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and FAM Value Fund (FAMVX). 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.
| TMDIX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.13 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 1.02 | -1.33 |
| Martin ratioReturn relative to average drawdown | -0.61 | 3.10 | -3.71 |
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Drawdowns
TMDIX vs. FAMVX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, roughly equal to the maximum FAMVX drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for TMDIX and FAMVX.
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Drawdown Indicators
| TMDIX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -51.12% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -9.47% | -15.98% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -16.74% | -8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -22.77% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -37.73% | +2.29% |
Current DrawdownCurrent decline from peak | -12.48% | -1.00% | -11.48% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.40% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.95% | 3.11% | +9.84% |
Volatility
TMDIX vs. FAMVX - Volatility Comparison
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a higher volatility of 4.81% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that TMDIX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.48% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 10.60% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 13.94% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 17.13% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 18.19% | +2.92% |
TMDIX vs. FAMVX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
TMDIX vs. FAMVX - Dividend Comparison
TMDIX has not paid dividends to shareholders, while FAMVX's dividend yield for the trailing twelve months is around 4.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
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
TMDIX and FAMVX have a correlation of 0.67, 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 FAMVX (3.48%). In terms of maximum drawdown, TMDIX dropped -48.73% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.69 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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