CHTTX vs. SPY
Compare and contrast key facts about AMG River Road Mid Cap Value Fund (CHTTX) and State Street 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.
Performance
CHTTX vs. SPY - Performance Comparison
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CHTTX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, CHTTX achieves a -2.77% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, CHTTX has underperformed SPY with an annualized return of 0.25%, while SPY has yielded a comparatively higher 14.06% 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%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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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.
Return for Risk
CHTTX vs. SPY — Risk / Return Rank
CHTTX
SPY
CHTTX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Mid Cap Value Fund (CHTTX) and State Street 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.
| CHTTX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.96 | -1.09 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.49 | -1.52 |
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 | 7.27 | -7.85 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.96 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.70 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.79 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.56 | -0.21 |
Correlation
The correlation between CHTTX and SPY is 0.79, 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. SPY - Dividend Comparison
CHTTX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.13%.
| 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% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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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Drawdown Indicators
| CHTTX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -55.19% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -12.05% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -24.50% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -33.72% | -24.22% |
Current DrawdownCurrent decline from peak | -36.17% | -5.53% | -30.64% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -9.09% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 2.54% | +4.77% |
Volatility
CHTTX vs. SPY - Volatility Comparison
The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.71%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 5.35% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 9.50% | +7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.15% | 19.06% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 17.06% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.01% | 17.92% | +9.09% |