CHTTX vs. ITOT
CHTTX (AMG River Road Mid Cap Value Fund) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, CHTTX returned 8.37%/yr vs 14.63%/yr for ITOT. Their correlation of 0.85 suggests significant overlap in exposure. CHTTX charges 1.10%/yr vs 0.03%/yr for ITOT.
Performance
CHTTX vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, CHTTX achieves a 2.92% return, which is significantly lower than ITOT's 10.96% return. Over the past 10 years, CHTTX has underperformed ITOT with an annualized return of 8.37%, while ITOT has yielded a comparatively higher 14.63% annualized return.
CHTTX
- 1D
- 0.39%
- 1M
- 0.64%
- 6M
- -1.78%
- YTD
- 2.92%
- 1Y
- -5.90%
- 3Y*
- 7.81%
- 5Y*
- 7.22%
- 10Y*
- 8.37%
ITOT
- 1D
- -0.82%
- 1M
- 1.16%
- 6M
- 8.51%
- YTD
- 10.96%
- 1Y
- 21.72%
- 3Y*
- 19.76%
- 5Y*
- 12.00%
- 10Y*
- 14.63%
CHTTX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 2.92% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 10.96% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between CHTTX and ITOT is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.85 |
Over the past year, the correlation between CHTTX and ITOT has dropped to 0.58 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
CHTTX vs. ITOT — Risk / Return Rank
CHTTX
ITOT
CHTTX vs. ITOT - Risk-Adjusted Trends 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.
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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.45 | -2.84 |
| Martin ratioReturn relative to average drawdown | -0.68 | 10.69 | -11.37 |
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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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Drawdown Indicators
| CHTTX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -55.20% | -3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -8.90% | -8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -19.44% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -25.36% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -35.00% | -7.58% |
Current DrawdownCurrent decline from peak | -11.33% | -0.98% | -10.35% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -6.95% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.05% | 2.04% | +8.01% |
Volatility
CHTTX vs. ITOT - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 4.30% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.05%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.05% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 10.15% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 12.87% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 17.47% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 18.25% | +2.05% |
CHTTX vs. ITOT - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Dividends
CHTTX vs. ITOT - Dividend Comparison
CHTTX has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
CHTTX and ITOT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.30%) compared to ITOT (4.05%). In terms of maximum drawdown, CHTTX dropped -58.30% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.70 vs -0.36), 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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