CHTTX vs. VMFVX
CHTTX (AMG River Road Mid Cap Value Fund) and VMFVX (Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares) are both Mid Cap Value Equities funds. Over the past 10 years, CHTTX returned 8.56%/yr vs 10.71%/yr for VMFVX. Their correlation of 0.92 means they have usually moved in the same direction. CHTTX charges 1.10%/yr vs 0.08%/yr for VMFVX.
Performance
CHTTX vs. VMFVX - 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 VMFVX's 13.26% return. Over the past 10 years, CHTTX has underperformed VMFVX with an annualized return of 8.56%, while VMFVX has yielded a comparatively higher 10.71% 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%
VMFVX
- 1D
- -0.23%
- 1M
- 0.76%
- 6M
- 8.04%
- YTD
- 13.26%
- 1Y
- 22.81%
- 3Y*
- 12.03%
- 5Y*
- 9.20%
- 10Y*
- 10.71%
- ALL TIME*
- 10.86%
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. VMFVX - 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% |
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares | 13.26% | 7.57% | 10.59% | 16.49% | -7.03% | 30.54% | 3.68% | 26.18% | -11.90% | 12.27% |
Correlation
The correlation between CHTTX and VMFVX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.92 |
The correlation between CHTTX and VMFVX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
CHTTX vs. VMFVX — Risk / Return Rank
CHTTX
VMFVX
CHTTX vs. VMFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Mid Cap Value Fund (CHTTX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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 | VMFVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.98 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.21 | 7.07 | -7.28 |
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Drawdowns
CHTTX vs. VMFVX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than VMFVX's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for CHTTX and VMFVX.
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Drawdown Indicators
| CHTTX | VMFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -45.79% | -12.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -10.52% | -7.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -22.46% | +4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -22.46% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -45.79% | +3.21% |
Current DrawdownCurrent decline from peak | -9.64% | -1.24% | -8.40% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -5.43% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 2.95% | +7.43% |
Volatility
CHTTX vs. VMFVX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 4.72% compared to Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) at 3.37%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | VMFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 3.37% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 10.32% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 14.91% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 19.26% | -0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 21.81% | -1.50% |
CHTTX vs. VMFVX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than VMFVX's 0.08% expense ratio.
Dividends
CHTTX vs. VMFVX - Dividend Comparison
CHTTX has not paid dividends to shareholders, while VMFVX's dividend yield for the trailing twelve months is around 1.66%.
| 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% |
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares | 1.66% | 1.88% | 1.81% | 1.58% | 2.04% | 1.81% | 2.48% | 1.94% | 2.01% | 1.56% | 1.42% | 1.73% |
Frequently Asked Questions
CHTTX and VMFVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.72%) compared to VMFVX (3.37%). In terms of maximum drawdown, CHTTX dropped -58.30% vs VMFVX's -45.79%.
VMFVX currently has the higher Sharpe Ratio (1.40 vs -0.12), 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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