PortfoliosLab logoPortfoliosLab logo
CHTTX vs. MGFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTTX vs. MGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG River Road Mid Cap Value Fund (CHTTX) and AMG GW&K ESG Bond Fund (MGFIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CHTTX vs. MGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MGFIX
AMG GW&K ESG Bond Fund
-0.84%7.26%1.50%6.69%-13.17%-9.68%7.34%11.11%-1.82%6.78%

Returns By Period

In the year-to-date period, CHTTX achieves a -2.77% return, which is significantly lower than MGFIX's -0.84% return. Over the past 10 years, CHTTX has underperformed MGFIX with an annualized return of 0.25%, while MGFIX has yielded a comparatively higher 1.44% 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%

MGFIX

1D
0.32%
1M
-2.11%
YTD
-0.84%
6M
-0.19%
1Y
3.44%
3Y*
3.65%
5Y*
-0.10%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHTTX vs. MGFIX - Expense Ratio Comparison

CHTTX has a 1.10% expense ratio, which is higher than MGFIX's 0.68% expense ratio.


Return for Risk

CHTTX vs. MGFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHTTX
CHTTX Risk / Return Rank: 33
Overall Rank
CHTTX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CHTTX Sortino Ratio Rank: 33
Sortino Ratio Rank
CHTTX Omega Ratio Rank: 33
Omega Ratio Rank
CHTTX Calmar Ratio Rank: 33
Calmar Ratio Rank
CHTTX Martin Ratio Rank: 33
Martin Ratio Rank

MGFIX
MGFIX Risk / Return Rank: 3939
Overall Rank
MGFIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MGFIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MGFIX Omega Ratio Rank: 2727
Omega Ratio Rank
MGFIX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MGFIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHTTX vs. MGFIX - 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 GW&K ESG Bond Fund (MGFIX). 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.


CHTTXMGFIXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.92

-1.05

Sortino ratio

Return per unit of downside risk

-0.03

1.28

-1.31

Omega ratio

Gain probability vs. loss probability

1.00

1.16

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.24

1.36

-1.60

Martin ratio

Return relative to average drawdown

-0.58

4.94

-5.52

CHTTX vs. MGFIX - Sharpe Ratio Comparison

The current CHTTX Sharpe Ratio is -0.13, which is lower than the MGFIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of CHTTX and MGFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CHTTXMGFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.92

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.02

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.28

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.85

-0.49

Correlation

The correlation between CHTTX and MGFIX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHTTX vs. MGFIX - Dividend Comparison

CHTTX has not paid dividends to shareholders, while MGFIX's dividend yield for the trailing twelve months is around 3.65%.


TTM20252024202320222021202020192018201720162015
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%
MGFIX
AMG GW&K ESG Bond Fund
3.65%3.85%3.56%2.94%2.41%2.21%3.38%4.20%3.89%3.81%4.96%4.17%

Drawdowns

CHTTX vs. MGFIX - Drawdown Comparison

The maximum CHTTX drawdown since its inception was -58.30%, which is greater than MGFIX's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for CHTTX and MGFIX.


Loading graphics...

Drawdown Indicators


CHTTXMGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.30%

-25.03%

-33.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.80%

-3.27%

-14.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

-19.68%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-25.03%

-32.91%

Current Drawdown

Current decline from peak

-36.17%

-9.67%

-26.50%

Average Drawdown

Average peak-to-trough decline

-13.81%

-4.79%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.31%

0.90%

+6.41%

Volatility

CHTTX vs. MGFIX - Volatility Comparison

AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 3.71% compared to AMG GW&K ESG Bond Fund (MGFIX) at 1.69%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than MGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CHTTXMGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

1.69%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

2.51%

+14.49%

Volatility (1Y)

Calculated over the trailing 1-year period

22.15%

4.15%

+18.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

5.74%

+12.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

5.23%

+21.78%