YAFFX vs. TMDIX
YAFFX (AMG Yacktman Focused Fund) and TMDIX (AMG TimesSquare Mid Cap Growth Fund) are both mutual funds - YAFFX is a Large Cap Value Equities fund managed by AMG, while TMDIX is a Mid Cap Growth Equities fund managed by AMG. Over the past 10 years, YAFFX returned 13.12%/yr vs 12.89%/yr for TMDIX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. YAFFX charges 1.25%/yr vs 0.98%/yr for TMDIX.
Performance
YAFFX vs. TMDIX - Performance Comparison
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Returns By Period
In the year-to-date period, YAFFX achieves a 25.82% return, which is significantly higher than TMDIX's 5.18% return. Both investments have delivered pretty close results over the past 10 years, with YAFFX having a 13.12% annualized return and TMDIX not far behind at 12.89%.
YAFFX
- 1D
- 1.17%
- 1M
- 4.09%
- 6M
- 15.10%
- YTD
- 25.82%
- 1Y
- 43.31%
- 3Y*
- 18.05%
- 5Y*
- 11.82%
- 10Y*
- 13.12%
- ALL TIME*
- 10.51%
TMDIX
- 1D
- 0.63%
- 1M
- -2.81%
- 6M
- 6.26%
- YTD
- 5.18%
- 1Y
- -5.51%
- 3Y*
- 6.82%
- 5Y*
- 3.05%
- 10Y*
- 12.89%
- ALL TIME*
- 10.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
YAFFX vs. TMDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YAFFX AMG Yacktman Focused Fund | 25.82% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
TMDIX AMG TimesSquare Mid Cap Growth Fund | 5.18% | -1.76% | 10.84% | 25.07% | -22.26% | 16.75% | 33.42% | 63.26% | -4.28% | 22.66% |
Correlation
The correlation between YAFFX and TMDIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005 | 0.75 |
Over the past year, the correlation between YAFFX and TMDIX has dropped to 0.45 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
YAFFX vs. TMDIX — Risk / Return Rank
YAFFX
TMDIX
YAFFX vs. TMDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Yacktman Focused Fund (YAFFX) and AMG TimesSquare Mid Cap Growth Fund (TMDIX). 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.
| YAFFX | TMDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 0.96 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.74 | -0.25 | +5.00 |
| Martin ratioReturn relative to average drawdown | 11.78 | -0.49 | +12.28 |
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Drawdowns
YAFFX vs. TMDIX - Drawdown Comparison
The maximum YAFFX drawdown since its inception was -43.80%, smaller than the maximum TMDIX drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for YAFFX and TMDIX.
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Drawdown Indicators
| YAFFX | TMDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.80% | -48.73% | +4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -25.45% | +16.69% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -25.45% | +9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.31% | -30.53% | +9.22% |
Max Drawdown (10Y)Largest decline over 10 years | -30.62% | -35.44% | +4.82% |
Current DrawdownCurrent decline from peak | -4.24% | -11.93% | +7.69% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -7.19% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 12.97% | -9.45% |
Volatility
YAFFX vs. TMDIX - Volatility Comparison
The current volatility for AMG Yacktman Focused Fund (YAFFX) is 4.17%, while AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a volatility of 4.88%. This indicates that YAFFX experiences smaller price fluctuations and is considered to be less risky than TMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YAFFX | TMDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.88% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 13.97% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.23% | 20.65% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 20.58% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.34% | 21.11% | -6.77% |
YAFFX vs. TMDIX - Expense Ratio Comparison
YAFFX has a 1.25% expense ratio, which is higher than TMDIX's 0.98% expense ratio.
Dividends
YAFFX vs. TMDIX - Dividend Comparison
YAFFX's dividend yield for the trailing twelve months is around 14.74%, while TMDIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMDIX AMG TimesSquare Mid Cap Growth Fund | 0.00% | 0.00% | 8.08% | 3.98% | 3.69% | 29.72% | 18.28% | 31.06% | 16.38% | 14.44% | 5.90% | 7.73% |
YAFFX AMG Yacktman Focused Fund | 14.74% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
YAFFX and TMDIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDIX has higher volatility (4.88%) compared to YAFFX (4.17%). In terms of maximum drawdown, YAFFX dropped -43.80% vs TMDIX's -48.73%.
YAFFX currently has the higher Sharpe Ratio (2.57 vs -0.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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