TSCIX vs. MEQFX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - TSCIX is a Small Cap Growth Equities fund managed by AMG, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 10 years, TSCIX returned 10.65%/yr vs 10.81%/yr for MEQFX. Their correlation of 0.81 suggests significant overlap in exposure. TSCIX charges 0.99%/yr vs 0.64%/yr for MEQFX.
Performance
TSCIX vs. MEQFX - Performance Comparison
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Returns By Period
In the year-to-date period, TSCIX achieves a 11.74% return, which is significantly higher than MEQFX's -3.67% return. Both investments have delivered pretty close results over the past 10 years, with TSCIX having a 10.65% annualized return and MEQFX not far ahead at 10.81%.
TSCIX
- 1D
- 2.50%
- 1M
- 3.58%
- YTD
- 11.74%
- 6M
- 8.38%
- 1Y
- 14.96%
- 3Y*
- 9.39%
- 5Y*
- 1.68%
- 10Y*
- 10.65%
MEQFX
- 1D
- 0.21%
- 1M
- 0.69%
- YTD
- -3.67%
- 6M
- -5.02%
- 1Y
- -7.66%
- 3Y*
- 10.10%
- 5Y*
- 9.60%
- 10Y*
- 10.81%
TSCIX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 11.74% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
MEQFX AMG River Road Large Cap Value Select Fund | -3.67% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between TSCIX and MEQFX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2000 | 0.81 |
The correlation between TSCIX and MEQFX shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSCIX vs. MEQFX — Risk / Return Rank
TSCIX
MEQFX
TSCIX vs. MEQFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) and AMG River Road Large Cap Value Select Fund (MEQFX). 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.
| TSCIX | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.93 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | -0.45 | +1.23 |
| Martin ratioReturn relative to average drawdown | 2.56 | -0.83 | +3.39 |
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Drawdowns
TSCIX vs. MEQFX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, smaller than the maximum MEQFX drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for TSCIX and MEQFX.
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Drawdown Indicators
| TSCIX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -55.38% | +5.64% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -17.43% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -17.43% | -12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -19.48% | -21.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -28.69% | -11.82% |
Current DrawdownCurrent decline from peak | -2.50% | -15.00% | +12.50% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -12.19% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 9.39% | -3.64% |
Volatility
TSCIX vs. MEQFX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) has a higher volatility of 7.15% compared to AMG River Road Large Cap Value Select Fund (MEQFX) at 3.81%. This indicates that TSCIX's price experiences larger fluctuations and is considered to be riskier than MEQFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCIX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 3.81% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 14.97% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 16.98% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.76% | 17.51% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 19.61% | +4.07% |
TSCIX vs. MEQFX - Expense Ratio Comparison
TSCIX has a 0.99% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
TSCIX vs. MEQFX - Dividend Comparison
Neither TSCIX nor MEQFX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
TSCIX AMG TimesSquare Small Cap Growth Fund | 0.00% | 0.00% | 0.69% | 0.00% | 6.63% | 22.45% | 13.38% | 22.41% | 30.72% | 10.75% | 3.70% | 11.91% |
Frequently Asked Questions
TSCIX and MEQFX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCIX has higher volatility (7.15%) compared to MEQFX (3.81%). In terms of maximum drawdown, TSCIX dropped -49.74% vs MEQFX's -55.38%.
TSCIX currently has the higher Sharpe Ratio (0.70 vs -0.46), 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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