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TSCM vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCM vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TimesSquare Quality Mid Cap Growth ETF (TSCM) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSCM achieves a 3.31% return, which is significantly lower than DHS's 9.88% return.


TSCM

1D
-0.92%
1M
5.27%
YTD
3.31%
6M
1Y
3Y*
5Y*
10Y*

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCM vs. DHS - Yearly Performance Comparison


Correlation

The correlation between TSCM and DHS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 31, 2025

0.22

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Return for Risk

TSCM vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCM

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSCM vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and WisdomTree US High Dividend Fund (DHS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSCM vs. DHS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSCMDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.41

-0.13

Drawdowns

TSCM vs. DHS - Drawdown Comparison

The maximum TSCM drawdown since its inception was -14.87%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for TSCM and DHS.


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Drawdown Indicators


TSCMDHSDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-67.25%

+52.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-0.92%

-2.60%

+1.68%

Average Drawdown

Average peak-to-trough decline

-6.33%

-9.55%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

TSCM vs. DHS - Volatility Comparison


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Volatility by Period


TSCMDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

10.01%

+11.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

13.89%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

16.08%

+4.95%

TSCM vs. DHS - Expense Ratio Comparison

TSCM has a 0.55% expense ratio, which is higher than DHS's 0.38% expense ratio.


Dividends

TSCM vs. DHS - Dividend Comparison

TSCM has not paid dividends to shareholders, while DHS's dividend yield for the trailing twelve months is around 3.35%.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
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 DHS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHS is cheaper with a 0.38% expense ratio, compared with 0.55% for TSCM.

DHS has the higher dividend yield at 3.35%, compared with 0.00% for TSCM.

TSCM is categorized as Mid Cap Growth Equities, while DHS is Large Cap Value Equities. They also come from different issuers: TimesSquare Capital Management and WisdomTree. Their fees differ too: 0.55% for TSCM and 0.38% for DHS.

Portfolio Optimizer

Find the right allocation for TSCM and DHS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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