Correlation
The correlation between CHTTX and SPY is 0.82, 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.
CHTTX vs. SPY
Compare and contrast key facts about AMG River Road Mid Cap Value Fund (CHTTX) and SPDR S&P 500 ETF (SPY).
CHTTX is managed by AMG. It was launched on Sep 19, 1994. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHTTX or SPY.
Performance
CHTTX vs. SPY - Performance Comparison
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Key characteristics
CHTTX:
0.69
SPY:
0.70
CHTTX:
1.03
SPY:
1.02
CHTTX:
1.13
SPY:
1.15
CHTTX:
0.69
SPY:
0.68
CHTTX:
2.48
SPY:
2.57
CHTTX:
4.60%
SPY:
4.93%
CHTTX:
18.19%
SPY:
20.42%
CHTTX:
-58.30%
SPY:
-55.19%
CHTTX:
-4.80%
SPY:
-3.55%
Returns By Period
In the year-to-date period, CHTTX achieves a 0.64% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, CHTTX has underperformed SPY with an annualized return of 6.52%, while SPY has yielded a comparatively higher 12.73% annualized return.
CHTTX
0.64%
4.37%
-4.60%
10.86%
11.66%
15.65%
6.52%
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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CHTTX vs. SPY - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CHTTX vs. SPY — Risk-Adjusted Performance Rank
CHTTX
SPY
CHTTX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Mid Cap Value Fund (CHTTX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
CHTTX vs. SPY - Dividend Comparison
CHTTX's dividend yield for the trailing twelve months is around 14.28%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 14.28% | 14.37% | 0.40% | 9.34% | 105.08% | 5.66% | 7.29% | 8.79% | 6.59% | 4.51% | 6.30% | 18.73% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CHTTX vs. SPY - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CHTTX and SPY.
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Volatility
CHTTX vs. SPY - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 5.11% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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