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CHTTX vs. GWMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTTX vs. GWMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG River Road Mid Cap Value Fund (CHTTX) and AMG GW&K Municipal Enhanced Yield Fund (GWMEX). The values are adjusted to include any dividend payments, if applicable.

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CHTTX vs. GWMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHTTX
AMG River Road Mid Cap Value Fund
-4.28%-1.64%13.52%22.65%-8.48%-39.52%3.83%23.39%-18.57%11.51%
GWMEX
AMG GW&K Municipal Enhanced Yield Fund
-1.47%2.50%2.61%10.89%-17.86%15.05%6.32%12.51%-0.06%9.79%

Returns By Period

In the year-to-date period, CHTTX achieves a -4.28% return, which is significantly lower than GWMEX's -1.47% return. Over the past 10 years, CHTTX has underperformed GWMEX with an annualized return of 0.09%, while GWMEX has yielded a comparatively higher 3.39% annualized return.


CHTTX

1D
0.32%
1M
-7.99%
YTD
-4.28%
6M
-11.59%
1Y
-4.43%
3Y*
7.90%
5Y*
7.13%
10Y*
0.09%

GWMEX

1D
0.35%
1M
-3.61%
YTD
-1.47%
6M
0.39%
1Y
2.09%
3Y*
3.07%
5Y*
1.70%
10Y*
3.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTTX vs. GWMEX - Expense Ratio Comparison

CHTTX has a 1.10% expense ratio, which is higher than GWMEX's 0.64% expense ratio.


Return for Risk

CHTTX vs. GWMEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHTTX
CHTTX Risk / Return Rank: 33
Overall Rank
CHTTX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CHTTX Sortino Ratio Rank: 44
Sortino Ratio Rank
CHTTX Omega Ratio Rank: 33
Omega Ratio Rank
CHTTX Calmar Ratio Rank: 33
Calmar Ratio Rank
CHTTX Martin Ratio Rank: 33
Martin Ratio Rank

GWMEX
GWMEX Risk / Return Rank: 1212
Overall Rank
GWMEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GWMEX Sortino Ratio Rank: 1010
Sortino Ratio Rank
GWMEX Omega Ratio Rank: 1515
Omega Ratio Rank
GWMEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
GWMEX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHTTX vs. GWMEX - 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 GW&K Municipal Enhanced Yield Fund (GWMEX). 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.


CHTTXGWMEXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

0.32

-0.51

Sortino ratio

Return per unit of downside risk

-0.10

0.47

-0.57

Omega ratio

Gain probability vs. loss probability

0.98

1.09

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.32

0.30

-0.62

Martin ratio

Return relative to average drawdown

-0.79

0.79

-1.58

CHTTX vs. GWMEX - Sharpe Ratio Comparison

The current CHTTX Sharpe Ratio is -0.19, which is lower than the GWMEX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of CHTTX and GWMEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHTTXGWMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.32

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.22

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.50

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.63

-0.28

Correlation

The correlation between CHTTX and GWMEX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CHTTX vs. GWMEX - Dividend Comparison

CHTTX has not paid dividends to shareholders, while GWMEX's dividend yield for the trailing twelve months is around 3.48%.


TTM20252024202320222021202020192018201720162015
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%
GWMEX
AMG GW&K Municipal Enhanced Yield Fund
3.48%3.67%3.38%3.10%3.33%13.26%3.63%4.59%5.82%2.97%7.96%4.77%

Drawdowns

CHTTX vs. GWMEX - Drawdown Comparison

The maximum CHTTX drawdown since its inception was -58.30%, which is greater than GWMEX's maximum drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for CHTTX and GWMEX.


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Drawdown Indicators


CHTTXGWMEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.30%

-36.30%

-22.00%

Max Drawdown (1Y)

Largest decline over 1 year

-17.80%

-7.14%

-10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

-24.06%

+3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-24.06%

-33.88%

Current Drawdown

Current decline from peak

-37.17%

-5.69%

-31.48%

Average Drawdown

Average peak-to-trough decline

-13.81%

-5.72%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

2.76%

+4.47%

Volatility

CHTTX vs. GWMEX - Volatility Comparison

AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 3.15% compared to AMG GW&K Municipal Enhanced Yield Fund (GWMEX) at 1.73%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than GWMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTTXGWMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

1.73%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

2.41%

+14.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

7.30%

+14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

7.77%

+10.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

6.73%

+20.27%