TMDIX vs. VTIAX
TMDIX (AMG TimesSquare Mid Cap Growth Fund) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - TMDIX is a Mid Cap Growth Equities fund managed by AMG, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, TMDIX returned 12.70%/yr vs 9.37%/yr for VTIAX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TMDIX charges 0.98%/yr vs 0.09%/yr for VTIAX.
Performance
TMDIX vs. VTIAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMDIX achieves a 4.53% return, which is significantly lower than VTIAX's 12.79% return. Over the past 10 years, TMDIX has outperformed VTIAX with an annualized return of 12.70%, while VTIAX has yielded a comparatively lower 9.37% 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%
VTIAX
- 1D
- 2.76%
- 1M
- 0.11%
- 6M
- 6.66%
- YTD
- 12.79%
- 1Y
- 27.69%
- 3Y*
- 16.78%
- 5Y*
- 8.80%
- 10Y*
- 9.37%
- ALL TIME*
- 6.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TMDIX vs. VTIAX - 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 12.79% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between TMDIX and VTIAX is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2010 | 0.75 |
The correlation between TMDIX and VTIAX has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TMDIX vs. VTIAX — Risk / Return Rank
TMDIX
VTIAX
TMDIX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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 | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.33 | -2.64 |
| Martin ratioReturn relative to average drawdown | -0.61 | 8.64 | -9.25 |
Loading charts...
Drawdowns
TMDIX vs. VTIAX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for TMDIX and VTIAX.
Loading charts...
Drawdown Indicators
| TMDIX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -35.83% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -11.28% | -14.17% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -13.13% | -12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -29.52% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -35.83% | +0.39% |
Current DrawdownCurrent decline from peak | -12.48% | -2.61% | -9.87% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -8.02% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.95% | 3.03% | +9.92% |
Volatility
TMDIX vs. VTIAX - Volatility Comparison
The current volatility for AMG TimesSquare Mid Cap Growth Fund (TMDIX) is 4.81%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 5.45%. This indicates that TMDIX experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMDIX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 5.45% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 14.12% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 15.98% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 15.37% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 15.82% | +5.29% |
TMDIX vs. VTIAX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than VTIAX's 0.09% expense ratio.
Dividends
TMDIX vs. VTIAX - Dividend Comparison
TMDIX has not paid dividends to shareholders, while VTIAX's dividend yield for the trailing twelve months is around 2.55%.
| Position | 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% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.55% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
TMDIX and VTIAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (5.45%) compared to TMDIX (4.81%). In terms of maximum drawdown, TMDIX dropped -48.73% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (1.65 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.
Find the right allocation for TMDIX and VTIAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer