ARSMX vs. CHTTX
ARSMX (AMG River Road Small-Mid Cap Value Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - ARSMX is a Small Cap Value Equities fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, ARSMX returned 10.29%/yr vs 8.56%/yr for CHTTX. Their correlation of 0.90 means they have usually moved in the same direction. ARSMX charges 1.27%/yr vs 1.10%/yr for CHTTX.
Performance
ARSMX vs. CHTTX - Performance Comparison
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Returns By Period
In the year-to-date period, ARSMX achieves a 10.07% return, which is significantly higher than CHTTX's 4.89% return. Over the past 10 years, ARSMX has outperformed CHTTX with an annualized return of 10.29%, while CHTTX has yielded a comparatively lower 8.56% annualized return.
ARSMX
- 1D
- -0.38%
- 1M
- 2.14%
- 6M
- 7.48%
- YTD
- 10.07%
- 1Y
- 9.16%
- 3Y*
- 9.11%
- 5Y*
- 6.42%
- 10Y*
- 10.29%
- ALL TIME*
- 7.68%
CHTTX
- 1D
- -0.43%
- 1M
- 0.00%
- 6M
- 2.26%
- YTD
- 4.89%
- 1Y
- -1.14%
- 3Y*
- 7.48%
- 5Y*
- 7.49%
- 10Y*
- 8.56%
- ALL TIME*
- 10.81%
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 |
ARSMX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.07% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
CHTTX AMG River Road Mid Cap Value Fund | 4.89% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between ARSMX and CHTTX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.90 |
The correlation between ARSMX and CHTTX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
ARSMX vs. CHTTX — Risk / Return Rank
ARSMX
CHTTX
ARSMX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Small-Mid Cap Value Fund (ARSMX) 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.
| ARSMX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.00 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | -0.12 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.64 | -0.21 | +1.85 |
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Drawdowns
ARSMX vs. CHTTX - Drawdown Comparison
The maximum ARSMX drawdown since its inception was -51.75%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for ARSMX and CHTTX.
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Drawdown Indicators
| ARSMX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.75% | -58.30% | +6.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -17.80% | +7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -17.80% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.34% | -20.38% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -42.96% | -42.58% | -0.38% |
Current DrawdownCurrent decline from peak | -1.96% | -9.64% | +7.68% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.82% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 10.38% | -5.92% |
Volatility
ARSMX vs. CHTTX - Volatility Comparison
The current volatility for AMG River Road Small-Mid Cap Value Fund (ARSMX) is 4.08%, while AMG River Road Mid Cap Value Fund (CHTTX) has a volatility of 4.72%. This indicates that ARSMX 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
| ARSMX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.72% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.82% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 19.03% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 18.57% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 20.31% | -0.80% |
ARSMX vs. CHTTX - Expense Ratio Comparison
ARSMX has a 1.27% expense ratio, which is higher than CHTTX's 1.10% expense ratio.
Dividends
ARSMX vs. CHTTX - Dividend Comparison
Neither ARSMX nor CHTTX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
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
ARSMX and CHTTX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.72%) compared to ARSMX (4.08%). In terms of maximum drawdown, ARSMX dropped -51.75% vs CHTTX's -58.30%.
ARSMX currently has the higher Sharpe Ratio (0.51 vs -0.12), 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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