TMDIX vs. VO
Compare and contrast key facts about AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard Mid-Cap ETF (VO).
TMDIX is managed by AMG. It was launched on Mar 4, 2005. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004.
Performance
TMDIX vs. VO - Performance Comparison
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TMDIX vs. VO - 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% |
VO Vanguard Mid-Cap ETF | -0.68% | 11.62% | 15.31% | 16.03% | -18.73% | 24.70% | 18.10% | 30.98% | -9.24% | 19.28% |
Returns By Period
In the year-to-date period, TMDIX achieves a -10.97% return, which is significantly lower than VO's -0.68% return. Over the past 10 years, TMDIX has outperformed VO with an annualized return of 11.64%, while VO has yielded a comparatively lower 10.67% 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%
VO
- 1D
- 2.22%
- 1M
- -5.86%
- YTD
- -0.68%
- 6M
- -1.48%
- 1Y
- 12.73%
- 3Y*
- 12.61%
- 5Y*
- 6.66%
- 10Y*
- 10.67%
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TMDIX vs. VO - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than VO's 0.04% expense ratio.
Return for Risk
TMDIX vs. VO — Risk / Return Rank
TMDIX
VO
TMDIX vs. VO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard Mid-Cap ETF (VO). 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 | VO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 0.73 | -1.13 |
Sortino ratioReturn per unit of downside risk | -0.40 | 1.12 | -1.53 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.16 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.05 | -1.57 |
Martin ratioReturn relative to average drawdown | -1.36 | 4.84 | -6.20 |
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 | VO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.73 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.38 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.48 | +0.02 |
Correlation
The correlation between TMDIX and VO is 0.94, 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. VO - Dividend Comparison
TMDIX has not paid dividends to shareholders, while VO's dividend yield for the trailing twelve months is around 1.51%.
| 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% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
Drawdowns
TMDIX vs. VO - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for TMDIX and VO.
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Drawdown Indicators
| TMDIX | VO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -58.87% | +10.14% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -12.74% | -12.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -27.57% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -39.37% | +3.93% |
Current DrawdownCurrent decline from peak | -25.45% | -6.12% | -19.33% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -7.91% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 2.76% | +7.01% |
Volatility
TMDIX vs. VO - Volatility Comparison
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a higher volatility of 5.87% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that TMDIX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | VO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 4.89% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 9.72% | +7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 17.57% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 17.62% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 18.94% | +2.05% |