CHTTX vs. TMDIX
CHTTX (AMG River Road Mid Cap Value Fund) and TMDIX (AMG TimesSquare Mid Cap Growth Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while TMDIX is a Mid Cap Growth Equities fund managed by AMG. Over the past 10 years, CHTTX returned 8.56%/yr vs 12.89%/yr for TMDIX. Their correlation of 0.83 means they have usually moved in the same direction. CHTTX charges 1.10%/yr vs 0.98%/yr for TMDIX.
Performance
CHTTX vs. TMDIX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTTX achieves a 4.89% return, which is significantly lower than TMDIX's 5.18% return. Over the past 10 years, CHTTX has underperformed TMDIX with an annualized return of 8.56%, while TMDIX has yielded a comparatively higher 12.89% annualized return.
CHTTX
- 1D
- -0.43%
- 1M
- 0.00%
- 6M
- 2.26%
- YTD
- 4.89%
- 1Y
- -1.14%
- 3Y*
- 7.48%
- 5Y*
- 7.49%
- 10Y*
- 8.56%
- ALL TIME*
- 10.81%
TMDIX
- 1D
- 0.63%
- 1M
- -2.81%
- 6M
- 6.26%
- YTD
- 5.18%
- 1Y
- -5.51%
- 3Y*
- 6.82%
- 5Y*
- 3.05%
- 10Y*
- 12.89%
- ALL TIME*
- 10.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CHTTX vs. TMDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTTX AMG River Road Mid Cap Value Fund | 4.89% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
TMDIX AMG TimesSquare Mid Cap Growth Fund | 5.18% | -1.76% | 10.84% | 25.07% | -22.26% | 16.75% | 33.42% | 63.26% | -4.28% | 22.66% |
Correlation
The correlation between CHTTX and TMDIX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005 | 0.83 |
Over the past year, the correlation between CHTTX and TMDIX has dropped to 0.55 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
CHTTX vs. TMDIX — Risk / Return Rank
CHTTX
TMDIX
CHTTX vs. TMDIX - 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 TimesSquare Mid Cap Growth Fund (TMDIX). 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 | TMDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.96 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.25 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.21 | -0.49 | +0.28 |
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Drawdowns
CHTTX vs. TMDIX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than TMDIX's maximum drawdown of -48.73%. Use the drawdown chart below to compare losses from any high point for CHTTX and TMDIX.
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Drawdown Indicators
| CHTTX | TMDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -48.73% | -9.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -25.45% | +7.65% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -25.45% | +7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -30.53% | +10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -35.44% | -7.14% |
Current DrawdownCurrent decline from peak | -9.64% | -11.93% | +2.29% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -7.19% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 12.97% | -2.59% |
Volatility
CHTTX vs. TMDIX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) and AMG TimesSquare Mid Cap Growth Fund (TMDIX) have volatilities of 4.72% and 4.88%, 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.
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Volatility by Period
| CHTTX | TMDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.88% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 13.97% | -4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 20.65% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 20.58% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 21.11% | -0.80% |
CHTTX vs. TMDIX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than TMDIX's 0.98% expense ratio.
Dividends
CHTTX vs. TMDIX - Dividend Comparison
Neither CHTTX nor TMDIX 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% |
TMDIX AMG TimesSquare Mid Cap Growth Fund | 0.00% | 0.00% | 8.08% | 3.98% | 3.69% | 29.72% | 18.28% | 31.06% | 16.38% | 14.44% | 5.90% | 7.73% |
Frequently Asked Questions
CHTTX and TMDIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDIX has higher volatility (4.88%) compared to CHTTX (4.72%). In terms of maximum drawdown, CHTTX dropped -58.30% vs TMDIX's -48.73%.
CHTTX currently has the higher Sharpe Ratio (-0.12 vs -0.31), 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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