ACWDX vs. CHTTX
ACWDX (AMG GW&K Small/Mid Cap Growth Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - ACWDX is a Small Cap Growth Equities fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, ACWDX returned 10.26%/yr vs 8.43%/yr for CHTTX. Their correlation of 0.82 means they have usually moved in the same direction. ACWDX charges 1.00%/yr vs 1.10%/yr for CHTTX.
Performance
ACWDX vs. CHTTX - Performance Comparison
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Returns By Period
In the year-to-date period, ACWDX achieves a 14.00% return, which is significantly higher than CHTTX's 5.34% return. Over the past 10 years, ACWDX has outperformed CHTTX with an annualized return of 10.26%, while CHTTX has yielded a comparatively lower 8.43% annualized return.
ACWDX
- 1D
- 1.76%
- 1M
- -2.81%
- 6M
- 9.69%
- YTD
- 14.00%
- 1Y
- 14.40%
- 3Y*
- 9.65%
- 5Y*
- 4.13%
- 10Y*
- 10.26%
- ALL TIME*
- 10.06%
CHTTX
- 1D
- -0.71%
- 1M
- 0.43%
- 6M
- 3.52%
- YTD
- 5.34%
- 1Y
- -0.71%
- 3Y*
- 7.67%
- 5Y*
- 7.58%
- 10Y*
- 8.43%
- ALL TIME*
- 10.83%
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 |
ACWDX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWDX AMG GW&K Small/Mid Cap Growth Fund | 14.00% | 0.29% | 9.27% | 21.13% | -22.32% | 12.52% | 45.63% | 20.24% | -5.14% | 18.69% |
CHTTX AMG River Road Mid Cap Value Fund | 5.34% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between ACWDX and CHTTX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2010 | 0.82 |
Over the past year, the correlation between ACWDX and CHTTX has dropped to 0.57 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
ACWDX vs. CHTTX — Risk / Return Rank
ACWDX
CHTTX
ACWDX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K Small/Mid Cap Growth Fund (ACWDX) and AMG River Road Mid Cap Value Fund (CHTTX). 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.
| ACWDX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.99 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | -0.15 | +1.01 |
| Martin ratioReturn relative to average drawdown | 2.29 | -0.25 | +2.53 |
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Drawdowns
ACWDX vs. CHTTX - Drawdown Comparison
The maximum ACWDX drawdown since its inception was -38.86%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for ACWDX and CHTTX.
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Drawdown Indicators
| ACWDX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.86% | -58.30% | +19.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -17.80% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.64% | -17.80% | -8.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.74% | -20.38% | -12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.86% | -42.58% | +3.72% |
Current DrawdownCurrent decline from peak | -5.01% | -9.25% | +4.24% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -7.82% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.63% | 10.36% | -4.73% |
Volatility
ACWDX vs. CHTTX - Volatility Comparison
The current volatility for AMG GW&K Small/Mid Cap Growth Fund (ACWDX) is 4.48%, while AMG River Road Mid Cap Value Fund (CHTTX) has a volatility of 4.73%. This indicates that ACWDX experiences smaller price fluctuations and is considered to be less risky than CHTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWDX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.73% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 14.95% | 9.81% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.31% | 19.06% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 18.57% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.36% | 20.31% | +3.05% |
ACWDX vs. CHTTX - Expense Ratio Comparison
ACWDX has a 1.00% expense ratio, which is lower than CHTTX's 1.10% expense ratio.
Dividends
ACWDX vs. CHTTX - Dividend Comparison
Neither ACWDX nor CHTTX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWDX AMG GW&K Small/Mid Cap Growth Fund | 0.00% | 0.00% | 0.74% | 0.00% | 2.04% | 58.27% | 4.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
CHTTX AMG River Road Mid Cap Value Fund | 0.00% | 0.00% | 14.37% | 0.40% | 9.34% | 105.09% | 5.66% | 13.63% | 8.79% | 6.59% | 4.51% | 5.97% |
Frequently Asked Questions
ACWDX and CHTTX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.73%) compared to ACWDX (4.48%). In terms of maximum drawdown, ACWDX dropped -38.86% vs CHTTX's -58.30%.
ACWDX currently has the higher Sharpe Ratio (0.58 vs -0.14), 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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