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TSCM vs. EIPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCM vs. EIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TimesSquare Quality Mid Cap Growth ETF (TSCM) and FT Energy Income Partners Strategy ETF (EIPX). 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 2.68% return, which is significantly lower than EIPX's 20.93% return.


TSCM

1D
-1.29%
1M
3.17%
YTD
2.68%
6M
1Y
3Y*
5Y*
10Y*

EIPX

1D
1.02%
1M
-3.17%
YTD
20.93%
6M
20.98%
1Y
27.12%
3Y*
21.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCM vs. EIPX - Yearly Performance Comparison


Correlation

The correlation between TSCM and EIPX is -0.02, 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

-0.02

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Return for Risk

TSCM vs. EIPX — Risk / Return Rank

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

TSCM

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


EIPX
EIPX Risk / Return Rank: 8383
Overall Rank
EIPX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EIPX Sortino Ratio Rank: 8484
Sortino Ratio Rank
EIPX Omega Ratio Rank: 7676
Omega Ratio Rank
EIPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
EIPX Martin Ratio Rank: 8484
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. EIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and FT Energy Income Partners Strategy ETF (EIPX). 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.


TSCMEIPXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

5.27

Martin ratioReturn relative to average drawdown

16.25

TSCM vs. EIPX - Sharpe Ratio Comparison


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Drawdowns

TSCM vs. EIPX - Drawdown Comparison

The maximum TSCM drawdown since its inception was -14.87%, roughly equal to the maximum EIPX drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for TSCM and EIPX.


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Drawdown Indicators


TSCMEIPXDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-15.43%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-15.43%

Current Drawdown

Current decline from peak

-1.52%

-3.41%

+1.89%

Average Drawdown

Average peak-to-trough decline

-5.79%

-2.29%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

TSCM vs. EIPX - Volatility Comparison


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Volatility by Period


TSCMEIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

11.17%

+9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.15%

15.02%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

15.02%

+6.13%

TSCM vs. EIPX - Expense Ratio Comparison

TSCM has a 0.55% expense ratio, which is lower than EIPX's 0.95% expense ratio.


Dividends

TSCM vs. EIPX - Dividend Comparison

TSCM has not paid dividends to shareholders, while EIPX's dividend yield for the trailing twelve months is around 2.70%.


PositionTTM2025202420232022
EIPX
FT Energy Income Partners Strategy ETF
2.70%3.23%3.27%3.48%0.34%
TSCM
TimesSquare Quality Mid Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSCM and EIPX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSCM is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSCM is cheaper with a 0.55% expense ratio, compared with 0.95% for EIPX.

EIPX has the higher dividend yield at 2.70%, compared with 0.00% for TSCM.

TSCM is categorized as Mid Cap Growth Equities, while EIPX is Energy Equities. They also come from different issuers: TimesSquare Capital Management and First Trust. Their fees differ too: 0.55% for TSCM and 0.95% for EIPX.

Portfolio Optimizer

Find the right allocation for TSCM and EIPX

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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