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.
Performance
CHTTX vs. ITOT - Performance Comparison
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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 | -2.77% | -1.64% | 13.52% | 22.65% | -8.48% | -39.52% | 3.83% | 23.39% | -18.57% | 11.51% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, CHTTX achieves a -2.77% return, which is significantly higher than ITOT's -3.31% return. Over the past 10 years, CHTTX has underperformed ITOT with an annualized return of 0.25%, while ITOT has yielded a comparatively higher 13.65% annualized return.
CHTTX
- 1D
- 1.58%
- 1M
- -6.04%
- YTD
- -2.77%
- 6M
- -10.15%
- 1Y
- -3.36%
- 3Y*
- 8.47%
- 5Y*
- 7.24%
- 10Y*
- 0.25%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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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.
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.
| CHTTX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 1.00 | -1.13 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.52 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.53 | -1.77 |
Martin ratioReturn relative to average drawdown | -0.58 | 7.25 | -7.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHTTX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 1.00 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.61 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.75 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.54 | -0.19 |
Correlation
The correlation between CHTTX and ITOT is 0.86, 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.
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 1.12%.
| 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% | 3.22% | 5.66% | 13.63% | 8.79% | 6.59% | 4.51% | 5.97% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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% | -12.34% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -25.36% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -35.00% | -22.94% |
Current DrawdownCurrent decline from peak | -36.17% | -5.51% | -30.66% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -7.02% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 2.61% | +4.70% |
Volatility
CHTTX vs. ITOT - Volatility Comparison
The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.71%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 5.49%. 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.
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Volatility by Period
| CHTTX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.49% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 9.78% | +7.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.15% | 18.68% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 17.36% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.01% | 18.25% | +8.76% |