TSCM vs. CIL
TSCM (TimesSquare Quality Mid Cap Growth ETF) and CIL (VictoryShares International Volatility Wtd ETF) are both exchange-traded funds - TSCM is a Mid Cap Growth Equities fund actively managed by TimesSquare Capital Management, while CIL is a Foreign Large Cap Equities fund tracking the Nasdaq Victory International 500 Volatility Weighted Index. TSCM is actively managed, while CIL is passively managed. At a 0.09 correlation, their price movements are largely independent. TSCM charges 0.55%/yr vs 0.45%/yr for CIL.
Performance
TSCM vs. CIL - Performance Comparison
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Returns By Period
In the year-to-date period, TSCM achieves a 2.68% return, which is significantly lower than CIL's 5.44% return.
TSCM
- 1D
- -1.29%
- 1M
- 3.17%
- YTD
- 2.68%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CIL
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.44%
- 6M
- 5.34%
- 1Y
- 16.95%
- 3Y*
- 15.96%
- 5Y*
- 7.55%
- 10Y*
- 8.21%
TSCM vs. CIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSCM TimesSquare Quality Mid Cap Growth ETF | 2.68% | -1.32% |
CIL VictoryShares International Volatility Wtd ETF | 5.44% | -0.17% |
Correlation
The correlation between TSCM and CIL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 30, 2025 | 0.09 |
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Return for Risk
TSCM vs. CIL — Risk / Return Rank
TSCM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CIL
TSCM vs. CIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and VictoryShares International Volatility Wtd ETF (CIL). 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.
| TSCM | CIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.54 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.85 | — |
| Martin ratioReturn relative to average drawdown | — | 16.75 | — |
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Drawdowns
TSCM vs. CIL - Drawdown Comparison
The maximum TSCM drawdown since its inception was -14.87%, smaller than the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for TSCM and CIL.
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Drawdown Indicators
| TSCM | CIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -36.27% | +21.40% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.60% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.27% | — |
Current DrawdownCurrent decline from peak | -1.52% | -0.58% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -6.53% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.07% | — |
Volatility
TSCM vs. CIL - Volatility Comparison
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Volatility by Period
| TSCM | CIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 7.66% | +13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 16.47% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 17.08% | +4.07% |
TSCM vs. CIL - Expense Ratio Comparison
TSCM has a 0.55% expense ratio, which is higher than CIL's 0.45% expense ratio.
Dividends
TSCM vs. CIL - Dividend Comparison
TSCM has not paid dividends to shareholders, while CIL's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIL VictoryShares International Volatility Wtd ETF | 1.20% | 2.70% | 3.46% | 2.91% | 2.41% | 3.04% | 1.73% | 2.69% | 2.85% | 2.17% | 2.34% | 0.43% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TSCM and CIL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CIL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CIL is cheaper with a 0.45% expense ratio, compared with 0.55% for TSCM.
CIL has the higher dividend yield at 1.20%, compared with 0.00% for TSCM.
TSCM is categorized as Mid Cap Growth Equities, while CIL is Foreign Large Cap Equities. They also come from different issuers: TimesSquare Capital Management and Crestview. Their fees differ too: 0.55% for TSCM and 0.45% for CIL.
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