TSCIX vs. NBGNX
TSCIX (AMG TimesSquare Small Cap Growth Fund) and NBGNX (Neuberger Berman Genesis Fund) are both Small Cap Growth Equities funds. Over the past 10 years, TSCIX returned 10.83%/yr vs 9.54%/yr for NBGNX. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.
Performance
TSCIX vs. NBGNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSCIX achieves a 10.45% return, which is significantly higher than NBGNX's 9.11% return. Over the past 10 years, TSCIX has outperformed NBGNX with an annualized return of 10.83%, while NBGNX has yielded a comparatively lower 9.54% annualized return.
TSCIX
- 1D
- -2.02%
- 1M
- 2.39%
- YTD
- 10.45%
- 6M
- 7.21%
- 1Y
- 10.79%
- 3Y*
- 9.74%
- 5Y*
- 0.77%
- 10Y*
- 10.83%
NBGNX
- 1D
- -0.58%
- 1M
- 3.32%
- YTD
- 9.11%
- 6M
- 6.62%
- 1Y
- 8.62%
- 3Y*
- 6.89%
- 5Y*
- 2.93%
- 10Y*
- 9.54%
TSCIX vs. NBGNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCIX AMG TimesSquare Small Cap Growth Fund | 10.45% | 0.84% | 8.50% | 16.73% | -26.42% | 7.34% | 35.36% | 44.90% | -4.05% | 21.17% |
NBGNX Neuberger Berman Genesis Fund | 9.11% | -4.70% | 9.04% | 15.57% | -19.49% | 18.07% | 24.86% | 29.47% | -6.91% | 15.83% |
Correlation
The correlation between TSCIX and NBGNX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2000 | 0.91 |
The correlation between TSCIX and NBGNX has been stable across timeframes, ranging from 0.81 to 0.91 - 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
TSCIX vs. NBGNX — Risk / Return Rank
TSCIX
NBGNX
TSCIX vs. NBGNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Small Cap Growth Fund (TSCIX) and Neuberger Berman Genesis Fund (NBGNX). 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 | NBGNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 0.90 | -0.23 |
| Martin ratioReturn relative to average drawdown | 2.19 | 2.39 | -0.20 |
Loading charts...
Drawdowns
TSCIX vs. NBGNX - Drawdown Comparison
The maximum TSCIX drawdown since its inception was -49.74%, roughly equal to the maximum NBGNX drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for TSCIX and NBGNX.
Loading charts...
Drawdown Indicators
| TSCIX | NBGNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.74% | -51.75% | +2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -18.91% | -10.77% | -8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -29.48% | -27.51% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -40.51% | -28.33% | -12.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.51% | -34.53% | -5.98% |
Current DrawdownCurrent decline from peak | -3.62% | -7.06% | +3.44% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -7.15% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 4.04% | +1.71% |
Volatility
TSCIX vs. NBGNX - Volatility Comparison
AMG TimesSquare Small Cap Growth Fund (TSCIX) has a higher volatility of 7.12% compared to Neuberger Berman Genesis Fund (NBGNX) at 4.48%. This indicates that TSCIX's price experiences larger fluctuations and is considered to be riskier than NBGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSCIX | NBGNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 4.48% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 11.58% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.21% | 16.30% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.78% | 19.70% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 20.21% | +3.45% |
TSCIX vs. NBGNX - Expense Ratio Comparison
Both TSCIX and NBGNX have an expense ratio of 0.99%.
Dividends
TSCIX vs. NBGNX - Dividend Comparison
TSCIX has not paid dividends to shareholders, while NBGNX's dividend yield for the trailing twelve months is around 14.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBGNX Neuberger Berman Genesis Fund | 14.99% | 16.36% | 2.15% | 3.03% | 11.05% | 10.92% | 3.84% | 5.82% | 12.24% | 13.89% | 11.21% | 18.52% |
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 NBGNX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCIX has higher volatility (7.12%) compared to NBGNX (4.48%). In terms of maximum drawdown, TSCIX dropped -49.74% vs NBGNX's -51.75%.
TSCIX currently has the higher Sharpe Ratio (0.60 vs 0.60), 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 TSCIX and NBGNX
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