CHTTX vs. MEQFX
CHTTX (AMG River Road Mid Cap Value Fund) and MEQFX (AMG River Road Large Cap Value Select Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while MEQFX is a Large Cap Blend Equities fund managed by AMG. Over the past 10 years, CHTTX returned 8.26%/yr vs 10.59%/yr for MEQFX. Their correlation of 0.81 suggests significant overlap in exposure. CHTTX charges 1.10%/yr vs 0.64%/yr for MEQFX.
Performance
CHTTX vs. MEQFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHTTX achieves a -0.60% return, which is significantly higher than MEQFX's -4.53% return. Over the past 10 years, CHTTX has underperformed MEQFX with an annualized return of 8.26%, while MEQFX has yielded a comparatively higher 10.59% annualized return.
CHTTX
- 1D
- 0.00%
- 1M
- 1.18%
- YTD
- -0.60%
- 6M
- -11.57%
- 1Y
- -3.80%
- 3Y*
- 9.58%
- 5Y*
- 6.73%
- 10Y*
- 8.26%
MEQFX
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- -4.53%
- 6M
- -13.83%
- 1Y
- -9.02%
- 3Y*
- 10.41%
- 5Y*
- 8.92%
- 10Y*
- 10.59%
CHTTX vs. MEQFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | -0.60% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
MEQFX AMG River Road Large Cap Value Select Fund | -4.53% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
Correlation
The correlation between CHTTX and MEQFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 1994 | 0.81 |
The correlation between CHTTX and MEQFX shifts across timeframes, from 0.81 (10 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CHTTX vs. MEQFX — Risk / Return Rank
CHTTX
MEQFX
CHTTX vs. MEQFX - 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 River Road Large Cap Value Select Fund (MEQFX). 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 | MEQFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.91 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.50 | +0.35 |
| Martin ratioReturn relative to average drawdown | -0.27 | -0.98 | +0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CHTTX | MEQFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | -0.52 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.51 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.31 | +0.20 |
Drawdowns
CHTTX vs. MEQFX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than MEQFX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for CHTTX and MEQFX.
Loading charts...
Drawdown Indicators
| CHTTX | MEQFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -55.38% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -17.43% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -17.43% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -19.48% | -0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -28.69% | -13.89% |
Current DrawdownCurrent decline from peak | -14.37% | -15.77% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -12.18% | +4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.24% | 8.79% | +0.45% |
Volatility
CHTTX vs. MEQFX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) and AMG River Road Large Cap Value Select Fund (MEQFX) have volatilities of 3.37% and 3.34%, 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.
Loading charts...
Volatility by Period
| CHTTX | MEQFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.34% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 14.76% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 16.74% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 17.47% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.49% | 19.60% | +0.89% |
CHTTX vs. MEQFX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than MEQFX's 0.64% expense ratio.
Dividends
CHTTX vs. MEQFX - Dividend Comparison
Neither CHTTX nor MEQFX has paid dividends to shareholders.
| 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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Frequently Asked Questions
With a correlation of 0.92, CHTTX and MEQFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CHTTX has higher volatility (3.37%) compared to MEQFX (3.34%). In terms of maximum drawdown, CHTTX dropped -58.30% vs MEQFX's -55.38%.
CHTTX currently has the higher Sharpe Ratio (-0.13 vs -0.52), 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.
Find the right allocation for CHTTX and MEQFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer