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TSCM vs. VOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCM vs. VOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TimesSquare Quality Mid Cap Growth ETF (TSCM) and Vanguard Mid-Cap Growth ETF (VOT). 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 VOT's 8.39% return.


TSCM

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

VOT

1D
-0.83%
1M
5.62%
YTD
8.39%
6M
6.44%
1Y
11.36%
3Y*
16.24%
5Y*
6.88%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCM vs. VOT - Yearly Performance Comparison


Correlation

The correlation between TSCM and VOT is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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Return for Risk

TSCM vs. VOT — Risk / Return Rank

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

TSCM

VOT
VOT Risk / Return Rank: 1919
Overall Rank
VOT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VOT Sortino Ratio Rank: 2020
Sortino Ratio Rank
VOT Omega Ratio Rank: 1919
Omega Ratio Rank
VOT Calmar Ratio Rank: 1717
Calmar Ratio Rank
VOT Martin Ratio Rank: 1919
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. VOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TimesSquare Quality Mid Cap Growth ETF (TSCM) and Vanguard Mid-Cap Growth ETF (VOT). 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. VOT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSCMVOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.45

-0.17

Drawdowns

TSCM vs. VOT - Drawdown Comparison

The maximum TSCM drawdown since its inception was -14.87%, smaller than the maximum VOT drawdown of -60.16%. Use the drawdown chart below to compare losses from any high point for TSCM and VOT.


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Drawdown Indicators


TSCMVOTDifference

Max Drawdown

Largest peak-to-trough decline

-14.87%

-60.16%

+45.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.96%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.19%

Max Drawdown (10Y)

Largest decline over 10 years

-37.19%

Current Drawdown

Current decline from peak

-0.92%

-0.83%

-0.09%

Average Drawdown

Average peak-to-trough decline

-6.33%

-9.96%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

Volatility

TSCM vs. VOT - Volatility Comparison


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Volatility by Period


TSCMVOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

15.81%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

21.36%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

20.99%

+0.04%

TSCM vs. VOT - Expense Ratio Comparison

TSCM has a 0.55% expense ratio, which is higher than VOT's 0.07% expense ratio.


Dividends

TSCM vs. VOT - Dividend Comparison

TSCM has not paid dividends to shareholders, while VOT's dividend yield for the trailing twelve months is around 0.61%.


PositionTTM20252024202320222021202020192018201720162015
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%
VOT
Vanguard Mid-Cap Growth ETF
0.61%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%

Frequently Asked Questions


TSCM and VOT have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOT is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOT is cheaper with a 0.07% expense ratio, compared with 0.55% for TSCM.

VOT has the higher dividend yield at 0.61%, compared with 0.00% for TSCM.

They also come from different issuers: TimesSquare Capital Management and Vanguard. Their fees differ too: 0.55% for TSCM and 0.07% for VOT.

Portfolio Optimizer

Find the right allocation for TSCM and VOT

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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