TMDIX vs. YAFFX
TMDIX (AMG TimesSquare Mid Cap Growth Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - TMDIX is a Mid Cap Growth Equities fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, TMDIX returned 12.70%/yr vs 12.96%/yr for YAFFX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TMDIX charges 0.98%/yr vs 1.25%/yr for YAFFX.
Performance
TMDIX vs. YAFFX - Performance Comparison
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Returns By Period
In the year-to-date period, TMDIX achieves a 4.53% return, which is significantly lower than YAFFX's 24.36% return. Both investments have delivered pretty close results over the past 10 years, with TMDIX having a 12.70% annualized return and YAFFX not far ahead at 12.96%.
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%
YAFFX
- 1D
- 1.96%
- 1M
- 2.89%
- 6M
- 12.11%
- YTD
- 24.36%
- 1Y
- 41.65%
- 3Y*
- 17.52%
- 5Y*
- 11.56%
- 10Y*
- 12.96%
- ALL TIME*
- 10.47%
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. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 24.36% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between TMDIX and YAFFX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005 | 0.75 |
Over the past year, the correlation between TMDIX and YAFFX has dropped to 0.46 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
TMDIX vs. YAFFX — Risk / Return Rank
TMDIX
YAFFX
TMDIX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.44 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 4.38 | -4.69 |
| Martin ratioReturn relative to average drawdown | -0.61 | 10.92 | -11.53 |
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Drawdowns
TMDIX vs. YAFFX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for TMDIX and YAFFX.
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Drawdown Indicators
| TMDIX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -43.80% | -4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -8.76% | -16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -15.63% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -21.31% | -9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -30.62% | -4.82% |
Current DrawdownCurrent decline from peak | -12.48% | -5.35% | -7.13% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -6.09% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.95% | 3.51% | +9.44% |
Volatility
TMDIX vs. YAFFX - Volatility Comparison
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a higher volatility of 4.81% compared to AMG Yacktman Focused Fund (YAFFX) at 4.34%. This indicates that TMDIX's price experiences larger fluctuations and is considered to be riskier than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.34% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.06% | 14.23% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 16.20% | +4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.59% | 13.93% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 14.34% | +6.77% |
TMDIX vs. YAFFX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
TMDIX vs. YAFFX - Dividend Comparison
TMDIX has not paid dividends to shareholders, while YAFFX's dividend yield for the trailing twelve months is around 14.92%.
| 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% |
YAFFX AMG Yacktman Focused Fund | 14.92% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
TMDIX and YAFFX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDIX has higher volatility (4.81%) compared to YAFFX (4.34%). In terms of maximum drawdown, TMDIX dropped -48.73% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (2.37 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.
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