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CHTTX vs. TMDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTTX vs. TMDIX - 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 TimesSquare Mid Cap Growth Fund (TMDIX). The values are adjusted to include any dividend payments, if applicable.

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CHTTX vs. TMDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHTTX
AMG River Road Mid Cap Value Fund
-4.28%-1.64%13.52%22.65%-8.48%-39.52%3.83%23.39%-18.57%11.51%
TMDIX
AMG TimesSquare Mid Cap Growth Fund
-10.97%-1.76%10.84%25.07%-22.26%16.75%33.42%63.26%-4.28%22.66%

Returns By Period

In the year-to-date period, CHTTX achieves a -4.28% return, which is significantly higher than TMDIX's -10.97% return. Over the past 10 years, CHTTX has underperformed TMDIX with an annualized return of 0.09%, while TMDIX has yielded a comparatively higher 11.64% annualized return.


CHTTX

1D
0.32%
1M
-7.99%
YTD
-4.28%
6M
-11.59%
1Y
-4.43%
3Y*
7.90%
5Y*
7.13%
10Y*
0.09%

TMDIX

1D
-0.99%
1M
-9.23%
YTD
-10.97%
6M
-23.70%
1Y
-9.34%
3Y*
4.13%
5Y*
1.97%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTTX vs. TMDIX - Expense Ratio Comparison

CHTTX has a 1.10% expense ratio, which is higher than TMDIX's 0.98% expense ratio.


Return for Risk

CHTTX vs. TMDIX — 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: 44
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

TMDIX
TMDIX Risk / Return Rank: 22
Overall Rank
TMDIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TMDIX Sortino Ratio Rank: 22
Sortino Ratio Rank
TMDIX Omega Ratio Rank: 22
Omega Ratio Rank
TMDIX Calmar Ratio Rank: 22
Calmar Ratio Rank
TMDIX Martin Ratio Rank: 22
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. 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.


CHTTXTMDIXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

-0.41

+0.22

Sortino ratio

Return per unit of downside risk

-0.10

-0.40

+0.30

Omega ratio

Gain probability vs. loss probability

0.98

0.94

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.32

-0.52

+0.20

Martin ratio

Return relative to average drawdown

-0.79

-1.36

+0.57

CHTTX vs. TMDIX - Sharpe Ratio Comparison

The current CHTTX Sharpe Ratio is -0.19, which is higher than the TMDIX Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CHTTX and TMDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CHTTXTMDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.41

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.10

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.56

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.50

-0.15

Correlation

The correlation between CHTTX and TMDIX is 0.84, 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. TMDIX - Dividend Comparison

Neither CHTTX nor TMDIX has paid dividends to shareholders.


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%
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%

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


CHTTXTMDIXDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-20.38%

-30.53%

+10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-35.44%

-22.50%

Current Drawdown

Current decline from peak

-37.17%

-25.45%

-11.72%

Average Drawdown

Average peak-to-trough decline

-13.81%

-7.07%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

9.77%

-2.54%

Volatility

CHTTX vs. TMDIX - Volatility Comparison

The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.15%, while AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a volatility of 5.87%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than TMDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTTXTMDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

5.87%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

16.89%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

23.42%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

20.29%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

20.99%

+6.01%