TMDIX vs. VOT
Compare and contrast key facts about AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard Mid-Cap Growth ETF (VOT).
TMDIX is managed by AMG. It was launched on Mar 4, 2005. VOT is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Growth Index. It was launched on Aug 17, 2006.
Performance
TMDIX vs. VOT - Performance Comparison
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TMDIX vs. VOT - 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% |
VOT Vanguard Mid-Cap Growth ETF | -7.62% | 10.72% | 16.38% | 23.10% | -28.87% | 20.50% | 34.50% | 33.76% | -5.56% | 21.80% |
Returns By Period
In the year-to-date period, TMDIX achieves a -10.97% return, which is significantly lower than VOT's -7.62% return. Over the past 10 years, TMDIX has outperformed VOT with an annualized return of 11.64%, while VOT has yielded a comparatively lower 10.62% 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%
VOT
- 1D
- 3.09%
- 1M
- -7.40%
- YTD
- -7.62%
- 6M
- -12.08%
- 1Y
- 5.90%
- 3Y*
- 10.49%
- 5Y*
- 4.04%
- 10Y*
- 10.62%
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TMDIX vs. VOT - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than VOT's 0.07% expense ratio.
Return for Risk
TMDIX vs. VOT — Risk / Return Rank
TMDIX
VOT
TMDIX vs. VOT - 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 Growth ETF (VOT). 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 | VOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.41 | 0.28 | -0.69 |
Sortino ratioReturn per unit of downside risk | -0.40 | 0.55 | -0.95 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.07 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.38 | -0.90 |
Martin ratioReturn relative to average drawdown | -1.36 | 1.20 | -2.56 |
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 | VOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 0.28 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.19 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Correlation
The correlation between TMDIX and VOT is 0.95, 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. VOT - Dividend Comparison
TMDIX has not paid dividends to shareholders, while VOT's dividend yield for the trailing twelve months is around 0.72%.
| 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% |
VOT Vanguard Mid-Cap Growth ETF | 0.72% | 0.64% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% |
Drawdowns
TMDIX vs. VOT - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for TMDIX and VOT.
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Drawdown Indicators
| TMDIX | VOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -60.16% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -15.96% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -37.19% | +6.66% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -37.19% | +1.75% |
Current DrawdownCurrent decline from peak | -25.45% | -13.36% | -12.09% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -10.01% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 5.10% | +4.67% |
Volatility
TMDIX vs. VOT - Volatility Comparison
The current volatility for AMG TimesSquare Mid Cap Growth Fund (TMDIX) is 5.87%, while Vanguard Mid-Cap Growth ETF (VOT) has a volatility of 6.50%. This indicates that TMDIX experiences smaller price fluctuations and is considered to be less risky than VOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | VOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 6.50% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 12.32% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.42% | 21.01% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 21.33% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 20.92% | +0.07% |