CHTTX vs. BLUEX
CHTTX (AMG River Road Mid Cap Value Fund) and BLUEX (AMG Veritas Global Real Return Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while BLUEX is a Large Cap Growth Equities fund managed by AMG. Over the past 10 years, CHTTX returned 8.56%/yr vs 9.81%/yr for BLUEX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. CHTTX charges 1.10%/yr vs 1.15%/yr for BLUEX.
Performance
CHTTX vs. BLUEX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTTX achieves a 4.89% return, which is significantly higher than BLUEX's -1.50% return. Over the past 10 years, CHTTX has underperformed BLUEX with an annualized return of 8.56%, while BLUEX has yielded a comparatively higher 9.81% annualized return.
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%
BLUEX
- 1D
- -0.20%
- 1M
- 1.86%
- 6M
- 0.15%
- YTD
- -1.50%
- 1Y
- 1.81%
- 3Y*
- 3.92%
- 5Y*
- 0.93%
- 10Y*
- 9.81%
- ALL TIME*
- 9.35%
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 |
CHTTX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BLUEX AMG Veritas Global Real Return Fund | -1.50% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Correlation
The correlation between CHTTX and BLUEX is 0.73, 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. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 1994 | 0.73 |
The correlation between CHTTX and BLUEX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
CHTTX vs. BLUEX — Risk / Return Rank
CHTTX
BLUEX
CHTTX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Mid Cap Value Fund (CHTTX) and AMG Veritas Global Real Return Fund (BLUEX). 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.
| CHTTX | BLUEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.03 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.10 | -0.22 |
| Martin ratioReturn relative to average drawdown | -0.21 | 0.21 | -0.42 |
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Drawdowns
CHTTX vs. BLUEX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for CHTTX and BLUEX.
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Drawdown Indicators
| CHTTX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -54.27% | -4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -12.19% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -12.19% | -5.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -21.87% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -29.06% | -13.52% |
Current DrawdownCurrent decline from peak | -9.64% | -3.55% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -13.33% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 5.56% | +4.82% |
Volatility
CHTTX vs. BLUEX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 4.72% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.73%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 3.73% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 8.90% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 10.88% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 10.84% | +7.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 16.57% | +3.74% |
CHTTX vs. BLUEX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Dividends
CHTTX vs. BLUEX - Dividend Comparison
CHTTX has not paid dividends to shareholders, while BLUEX's dividend yield for the trailing twelve months is around 0.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLUEX AMG Veritas Global Real Return Fund | 0.32% | 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% | 105.09% | 5.66% | 13.63% | 8.79% | 6.59% | 4.51% | 5.97% |
Frequently Asked Questions
CHTTX and BLUEX have a correlation of 0.73, 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 BLUEX (3.73%). In terms of maximum drawdown, CHTTX dropped -58.30% vs BLUEX's -54.27%.
BLUEX currently has the higher Sharpe Ratio (0.11 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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