TMDIX vs. SCHM
Compare and contrast key facts about AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Schwab US Mid-Cap ETF (SCHM).
TMDIX is managed by AMG. It was launched on Mar 4, 2005. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011.
Performance
TMDIX vs. SCHM - Performance Comparison
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TMDIX vs. SCHM - 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% | 22.66% |
SCHM Schwab US Mid-Cap ETF | 3.21% | 10.17% | 11.98% | 16.69% | -17.07% | 19.36% | 15.26% | 27.48% | -8.77% | 19.60% |
Returns By Period
In the year-to-date period, TMDIX achieves a -10.97% return, which is significantly lower than SCHM's 3.21% return. Over the past 10 years, TMDIX has outperformed SCHM with an annualized return of 11.64%, while SCHM has yielded a comparatively lower 10.20% annualized 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%
SCHM
- 1D
- 3.30%
- 1M
- -5.64%
- YTD
- 3.21%
- 6M
- 5.17%
- 1Y
- 19.92%
- 3Y*
- 12.71%
- 5Y*
- 5.81%
- 10Y*
- 10.20%
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TMDIX vs. SCHM - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than SCHM's 0.04% expense ratio.
Return for Risk
TMDIX vs. SCHM — Risk / Return Rank
TMDIX
SCHM
TMDIX vs. SCHM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Schwab US Mid-Cap ETF (SCHM). 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 | SCHM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 0.95 | -1.35 |
Sortino ratioReturn per unit of downside risk | -0.40 | 1.45 | -1.85 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.42 | -1.94 |
Martin ratioReturn relative to average drawdown | -1.36 | 6.23 | -7.59 |
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 | SCHM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.95 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.30 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.50 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.54 | -0.04 |
Correlation
The correlation between TMDIX and SCHM is 0.91, 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. SCHM - Dividend Comparison
TMDIX has not paid dividends to shareholders, while SCHM's dividend yield for the trailing twelve months is around 1.41%.
| 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% |
SCHM Schwab US Mid-Cap ETF | 1.41% | 1.46% | 1.43% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% |
Drawdowns
TMDIX vs. SCHM - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for TMDIX and SCHM.
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Drawdown Indicators
| TMDIX | SCHM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -42.43% | -6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -14.16% | -11.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -26.46% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -42.43% | +6.99% |
Current DrawdownCurrent decline from peak | -25.45% | -6.32% | -19.13% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -5.71% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 3.22% | +6.55% |
Volatility
TMDIX vs. SCHM - Volatility Comparison
The current volatility for AMG TimesSquare Mid Cap Growth Fund (TMDIX) is 5.87%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 6.87%. This indicates that TMDIX experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | SCHM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.87% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 12.04% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 21.13% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 19.52% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 20.41% | +0.58% |