TMDIX vs. VOO
Compare and contrast key facts about AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard S&P 500 ETF (VOO).
TMDIX is managed by AMG. It was launched on Mar 4, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMDIX or VOO.
Key characteristics
| TMDIX | VOO | |
|---|---|---|
| YTD Return | 11.08% | 23.27% |
| 1Y Return | 25.61% | 40.74% |
| 3Y Return (Ann) | -8.55% | 9.79% |
| 5Y Return (Ann) | -1.92% | 15.52% |
| 10Y Return (Ann) | -0.40% | 13.22% |
| Sharpe Ratio | 1.94 | 3.45 |
| Sortino Ratio | 2.66 | 4.57 |
| Omega Ratio | 1.34 | 1.65 |
| Calmar Ratio | 0.67 | 4.15 |
| Martin Ratio | 9.20 | 22.76 |
| Ulcer Index | 2.96% | 1.83% |
| Daily Std Dev | 14.02% | 12.05% |
| Max Drawdown | -51.60% | -33.99% |
| Current Drawdown | -25.41% | -0.78% |
Correlation
The correlation between TMDIX and VOO is 0.89, 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.
Performance
TMDIX vs. VOO - Performance Comparison
In the year-to-date period, TMDIX achieves a 11.08% return, which is significantly lower than VOO's 23.27% return. Over the past 10 years, TMDIX has underperformed VOO with an annualized return of -0.40%, while VOO has yielded a comparatively higher 13.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMDIX vs. VOO - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TMDIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
TMDIX vs. VOO - Dividend Comparison
TMDIX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMDIX AMG TimesSquare Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.05% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TMDIX vs. VOO - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -51.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TMDIX and VOO. For additional features, visit the drawdowns tool.
Volatility
TMDIX vs. VOO - Volatility Comparison
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a higher volatility of 2.75% compared to Vanguard S&P 500 ETF (VOO) at 2.50%. This indicates that TMDIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.