BLUEX vs. CHTTX
Compare and contrast key facts about AMG Veritas Global Real Return Fund (BLUEX) and AMG River Road Mid Cap Value Fund (CHTTX).
BLUEX is managed by AMG. It was launched on Jan 10, 1991. CHTTX is managed by AMG. It was launched on Sep 19, 1994.
Performance
BLUEX vs. CHTTX - Performance Comparison
Loading graphics...
BLUEX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BLUEX AMG Veritas Global Real Return Fund | -8.68% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
CHTTX AMG River Road Mid Cap Value Fund | -2.77% | -1.64% | 13.52% | 22.65% | -8.48% | -39.52% | 3.83% | 23.39% | -18.57% | 11.51% |
Returns By Period
In the year-to-date period, BLUEX achieves a -8.68% return, which is significantly lower than CHTTX's -2.77% return. Over the past 10 years, BLUEX has outperformed CHTTX with an annualized return of 9.35%, while CHTTX has yielded a comparatively lower 0.25% annualized return.
BLUEX
- 1D
- 1.10%
- 1M
- -5.47%
- YTD
- -8.68%
- 6M
- -9.03%
- 1Y
- -7.28%
- 3Y*
- 2.73%
- 5Y*
- 0.53%
- 10Y*
- 9.35%
CHTTX
- 1D
- 1.58%
- 1M
- -6.04%
- YTD
- -2.77%
- 6M
- -10.15%
- 1Y
- -3.36%
- 3Y*
- 8.47%
- 5Y*
- 7.24%
- 10Y*
- 0.25%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BLUEX vs. CHTTX - Expense Ratio Comparison
BLUEX has a 1.15% expense ratio, which is higher than CHTTX's 1.10% expense ratio.
Return for Risk
BLUEX vs. CHTTX — Risk / Return Rank
BLUEX
CHTTX
BLUEX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Real Return Fund (BLUEX) 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.
| BLUEX | CHTTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | -0.13 | -0.53 |
Sortino ratioReturn per unit of downside risk | -0.89 | -0.03 | -0.86 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.00 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.69 | -0.24 | -0.46 |
Martin ratioReturn relative to average drawdown | -2.40 | -0.58 | -1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BLUEX | CHTTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | -0.13 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.39 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.01 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Correlation
The correlation between BLUEX and CHTTX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BLUEX vs. CHTTX - Dividend Comparison
BLUEX's dividend yield for the trailing twelve months is around 0.34%, while CHTTX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
CHTTX AMG River Road Mid Cap Value Fund | 0.00% | 0.00% | 14.37% | 0.40% | 9.34% | 3.22% | 5.66% | 13.63% | 8.79% | 6.59% | 4.51% | 5.97% |
Drawdowns
BLUEX vs. CHTTX - Drawdown Comparison
The maximum BLUEX drawdown since its inception was -54.27%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for BLUEX and CHTTX.
Loading graphics...
Drawdown Indicators
| BLUEX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.27% | -58.30% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -17.80% | +5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -20.38% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -29.06% | -57.94% | +28.88% |
Current DrawdownCurrent decline from peak | -10.58% | -36.17% | +25.59% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -13.81% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 7.31% | -3.80% |
Volatility
BLUEX vs. CHTTX - Volatility Comparison
AMG Veritas Global Real Return Fund (BLUEX) and AMG River Road Mid Cap Value Fund (CHTTX) have volatilities of 3.64% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BLUEX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.71% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 17.00% | -9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 22.15% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.50% | 18.57% | -8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 27.01% | -10.44% |