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.
Key characteristics
CHTTX | ITOT | |
---|---|---|
YTD Return | 5.09% | 10.70% |
1Y Return | 24.68% | 29.01% |
3Y Return (Ann) | 9.13% | 8.42% |
5Y Return (Ann) | 9.73% | 14.15% |
10Y Return (Ann) | 6.56% | 12.44% |
Sharpe Ratio | 2.02 | 2.56 |
Daily Std Dev | 13.16% | 12.01% |
Max Drawdown | -58.30% | -55.21% |
Current Drawdown | -2.97% | -0.32% |
Correlation
The correlation between CHTTX and ITOT is 0.87, 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.
Performance
CHTTX vs. ITOT - Performance Comparison
In the year-to-date period, CHTTX achieves a 5.09% return, which is significantly lower than ITOT's 10.70% return. Over the past 10 years, CHTTX has underperformed ITOT with an annualized return of 6.56%, while ITOT has yielded a comparatively higher 12.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
CHTTX vs. ITOT - Dividend Comparison
CHTTX's dividend yield for the trailing twelve months is around 0.38%, less than ITOT's 1.30% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AMG River Road Mid Cap Value Fund | 0.38% | 0.40% | 9.34% | 105.09% | 5.66% | 7.29% | 8.79% | 6.59% | 4.51% | 6.30% | 18.73% | 9.70% |
iShares Core S&P Total U.S. Stock Market ETF | 1.30% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
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 -55.21%. Use the drawdown chart below to compare losses from any high point for CHTTX and ITOT. For additional features, visit the drawdowns tool.
Volatility
CHTTX vs. ITOT - Volatility Comparison
The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.20%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 3.46%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.