Correlation
The correlation between CHTTX and ITOT is 0.85, 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.
CHTTX vs. ITOT
Compare and contrast key facts about AMG River Road Mid Cap Value Fund (CHTTX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
CHTTX is managed by AMG. It was launched on Sep 19, 1994. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHTTX or ITOT.
Performance
CHTTX vs. ITOT - Performance Comparison
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Key characteristics
CHTTX:
0.69
ITOT:
0.68
CHTTX:
1.03
ITOT:
0.98
CHTTX:
1.13
ITOT:
1.14
CHTTX:
0.69
ITOT:
0.63
CHTTX:
2.48
ITOT:
2.33
CHTTX:
4.60%
ITOT:
5.22%
CHTTX:
18.19%
ITOT:
20.13%
CHTTX:
-58.30%
ITOT:
-55.20%
CHTTX:
-4.80%
ITOT:
-4.11%
Returns By Period
In the year-to-date period, CHTTX achieves a 0.64% return, which is significantly higher than ITOT's 0.35% return. Over the past 10 years, CHTTX has underperformed ITOT with an annualized return of 6.52%, while ITOT has yielded a comparatively higher 12.20% annualized return.
CHTTX
0.64%
4.75%
-4.60%
12.47%
11.66%
15.65%
6.52%
ITOT
0.35%
6.37%
-2.69%
13.64%
13.66%
15.23%
12.20%
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CHTTX vs. ITOT - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
CHTTX vs. ITOT — Risk-Adjusted Performance Rank
CHTTX
ITOT
CHTTX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Mid Cap Value Fund (CHTTX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
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Dividends
CHTTX vs. ITOT - Dividend Comparison
CHTTX's dividend yield for the trailing twelve months is around 14.28%, more than ITOT's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 14.28% | 14.37% | 0.40% | 9.34% | 105.08% | 5.66% | 7.29% | 8.79% | 6.59% | 4.51% | 6.30% | 18.73% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
CHTTX vs. ITOT - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CHTTX and ITOT.
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Volatility
CHTTX vs. ITOT - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 5.11% and 4.98%, 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.
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