CHTTX vs. MGFIX
CHTTX (AMG River Road Mid Cap Value Fund) and MGFIX (AMG GW&K ESG Bond Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while MGFIX is a Intermediate Core-Plus Bond fund managed by AMG. Over the past 10 years, CHTTX returned 8.81%/yr vs 1.37%/yr for MGFIX. At a 0.01 correlation, their price movements are largely independent. CHTTX charges 1.10%/yr vs 0.68%/yr for MGFIX.
Performance
CHTTX vs. MGFIX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTTX achieves a 0.50% return, which is significantly higher than MGFIX's 0.44% return. Over the past 10 years, CHTTX has outperformed MGFIX with an annualized return of 8.81%, while MGFIX has yielded a comparatively lower 1.37% annualized return.
CHTTX
- 1D
- 0.61%
- 1M
- 1.84%
- YTD
- 0.50%
- 6M
- -1.43%
- 1Y
- -4.41%
- 3Y*
- 9.04%
- 5Y*
- 6.86%
- 10Y*
- 8.81%
MGFIX
- 1D
- 0.09%
- 1M
- 0.72%
- YTD
- 0.44%
- 6M
- 0.35%
- 1Y
- 4.07%
- 3Y*
- 4.26%
- 5Y*
- -0.09%
- 10Y*
- 1.37%
CHTTX vs. MGFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 0.50% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
MGFIX AMG GW&K ESG Bond Fund | 0.44% | 7.26% | 1.50% | 6.69% | -13.17% | -9.68% | 7.34% | 11.11% | -1.82% | 6.78% |
Correlation
The correlation between CHTTX and MGFIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 1994 | 0.01 |
Over the past year, CHTTX and MGFIX have become more correlated (0.40) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
CHTTX vs. MGFIX — Risk / Return Rank
CHTTX
MGFIX
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.
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 | MGFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.21 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.51 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.37 | 4.35 | -4.72 |
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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.
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Drawdown Indicators
| CHTTX | MGFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -25.03% | -33.27% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -2.93% | -14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -6.75% | -11.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -19.68% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -25.03% | -17.55% |
Current DrawdownCurrent decline from peak | -13.42% | -8.50% | -4.92% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -4.81% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.75% | 1.02% | +8.73% |
Volatility
CHTTX vs. MGFIX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 3.39% compared to AMG GW&K ESG Bond Fund (MGFIX) at 1.07%. 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.
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Volatility by Period
| CHTTX | MGFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 1.07% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 2.79% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 3.66% | +15.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 5.78% | +12.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 5.25% | +15.14% |
CHTTX vs. MGFIX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than MGFIX's 0.68% expense ratio.
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 4.07%.
| 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% |
MGFIX AMG GW&K ESG Bond Fund | 4.07% | 3.85% | 3.56% | 2.94% | 2.41% | 2.21% | 3.38% | 4.20% | 3.89% | 3.81% | 4.96% | 4.17% |
Frequently Asked Questions
CHTTX and MGFIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (3.39%) compared to MGFIX (1.07%). In terms of maximum drawdown, CHTTX dropped -58.30% vs MGFIX's -25.03%.
MGFIX currently has the higher Sharpe Ratio (1.22 vs -0.19), 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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