TMDIX vs. YFSIX
TMDIX (AMG TimesSquare Mid Cap Growth Fund) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - TMDIX is a Mid Cap Growth Equities fund managed by AMG, while YFSIX is a Large Cap Blend Equities fund managed by AMG. Over the past 5 years, TMDIX returned 3.64%/yr vs 8.36%/yr for YFSIX. A 0.62 correlation means they provide meaningful diversification when combined. TMDIX charges 0.98%/yr vs 0.95%/yr for YFSIX.
Performance
TMDIX vs. YFSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMDIX achieves a 7.57% return, which is significantly lower than YFSIX's 22.44% return.
TMDIX
- 1D
- -0.88%
- 1M
- 3.14%
- 6M
- 4.09%
- YTD
- 7.57%
- 1Y
- -2.17%
- 3Y*
- 8.14%
- 5Y*
- 3.64%
- 10Y*
- 13.15%
YFSIX
- 1D
- 0.97%
- 1M
- -2.12%
- 6M
- 19.70%
- YTD
- 22.44%
- 1Y
- 18.41%
- 3Y*
- 15.06%
- 5Y*
- 8.36%
- 10Y*
- —
TMDIX vs. YFSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMDIX AMG TimesSquare Mid Cap Growth Fund | 7.57% | -1.76% | 10.84% | 25.07% | -22.26% | 16.75% | 33.42% | 63.26% | -4.28% | 20.34% |
YFSIX AMG Yacktman Global Fund | 22.44% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between TMDIX and YFSIX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.62 |
The correlation between TMDIX and YFSIX shifts across timeframes, from 0.43 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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. YFSIX — Risk / Return Rank
TMDIX
YFSIX
TMDIX vs. YFSIX - 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 Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.28 | -1.40 |
| Martin ratioReturn relative to average drawdown | -0.25 | 3.82 | -4.07 |
Loading charts...
Drawdowns
TMDIX vs. YFSIX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for TMDIX and YFSIX.
Loading charts...
Drawdown Indicators
| TMDIX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -35.10% | -13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -14.20% | -11.25% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -14.20% | -11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -25.14% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | — | — |
Current DrawdownCurrent decline from peak | -9.93% | -4.53% | -5.40% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -4.89% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.64% | 4.72% | +7.92% |
Volatility
TMDIX vs. YFSIX - Volatility Comparison
The current volatility for AMG TimesSquare Mid Cap Growth Fund (TMDIX) is 5.94%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 6.48%. This indicates that TMDIX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TMDIX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.48% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 15.60% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 22.32% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.55% | 15.69% | +4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 16.34% | +4.74% |
TMDIX vs. YFSIX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
TMDIX vs. YFSIX - Dividend Comparison
Neither TMDIX nor YFSIX has paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
TMDIX and YFSIX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (6.48%) compared to TMDIX (5.94%). In terms of maximum drawdown, TMDIX dropped -48.73% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.81 vs -0.15), 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 YFSIX
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