TSCM vs. FOXY
TSCM (TimesSquare Quality Mid Cap Growth ETF) and FOXY (Simplify Currency Strategy ETF) are both exchange-traded funds - TSCM is a Quality Factor fund actively managed by TimesSquare, while FOXY is a Leveraged Currency fund actively managed by Simplify. Both are actively managed. Their 0.09 correlation means their historical movements had little consistent relationship. TSCM charges 0.55%/yr vs 0.81%/yr for FOXY.
Performance
TSCM vs. FOXY - Performance Comparison
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Returns By Period
In the year-to-date period, TSCM achieves a 4.10% return, which is significantly lower than FOXY's 8.94% return.
TSCM
- 1D
- 2.18%
- 1M
- -3.02%
- 6M
- 10.54%
- YTD
- 4.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FOXY
- 1D
- -1.33%
- 1M
- -4.59%
- 6M
- 4.51%
- YTD
- 8.94%
- 1Y
- 16.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.48M | $2.44M | $2.38M | |
| $29.97K | $30.73K | $32.55K |
TSCM vs. FOXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TSCM TimesSquare Quality Mid Cap Growth ETF | 4.10% | -1.32% |
FOXY Simplify Currency Strategy ETF | 8.94% | -1.06% |
Correlation
The correlation between TSCM and FOXY is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| 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. FOXY — Risk / Return Rank
TSCM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FOXY
TSCM vs. FOXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and Simplify Currency Strategy ETF (FOXY). 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 | FOXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.27 | — |
| Martin ratioReturn relative to average drawdown | — | 9.36 | — |
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Drawdowns
TSCM vs. FOXY - Drawdown Comparison
The maximum TSCM drawdown since its inception was -14.87%, which is greater than FOXY's maximum drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for TSCM and FOXY.
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Drawdown Indicators
| TSCM | FOXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.87% | -13.09% | -1.78% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.08% | — |
Current DrawdownCurrent decline from peak | -4.68% | -4.97% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -2.08% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.77% | — |
Volatility
TSCM vs. FOXY - Volatility Comparison
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Volatility by Period
| TSCM | FOXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 10.15% | +11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 14.63% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 14.63% | +6.52% |
TSCM vs. FOXY - Expense Ratio Comparison
TSCM has a 0.55% expense ratio, which is lower than FOXY's 0.81% expense ratio.
Dividends
TSCM vs. FOXY - Dividend Comparison
TSCM has not paid dividends to shareholders, while FOXY's dividend yield for the trailing twelve months is around 8.82%.
| Position | TTM | 2025 |
|---|---|---|
FOXY Simplify Currency Strategy ETF | 8.82% | 5.51% |
TSCM TimesSquare Quality Mid Cap Growth ETF | 0.00% | 0.00% |
Frequently Asked Questions
TSCM and FOXY 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, 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 0.81% for FOXY.
FOXY has the higher dividend yield at 8.82%, compared with 0.00% for TSCM.
TSCM is categorized as Quality Factor, while FOXY is Leveraged Currency. They also come from different issuers: TimesSquare and Simplify. Their fees differ too: 0.55% for TSCM and 0.81% for FOXY.
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