CHTTX vs. VMVIX
Compare and contrast key facts about AMG River Road Mid Cap Value Fund (CHTTX) and Vanguard Mid-Cap Value Index Fund (VMVIX).
CHTTX is managed by AMG. It was launched on Sep 19, 1994. VMVIX is managed by Vanguard. It was launched on Aug 17, 2006.
Performance
CHTTX vs. VMVIX - Performance Comparison
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CHTTX vs. VMVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 2.87% | 11.22% | 13.48% | 10.00% | -8.00% | 28.60% | 2.33% | 27.85% | -12.57% | 16.91% |
Returns By Period
In the year-to-date period, CHTTX achieves a -4.28% return, which is significantly lower than VMVIX's 2.87% return. Over the past 10 years, CHTTX has underperformed VMVIX with an annualized return of 0.09%, while VMVIX has yielded a comparatively higher 9.82% 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%
VMVIX
- 1D
- -0.35%
- 1M
- -6.11%
- YTD
- 2.87%
- 6M
- 4.99%
- 1Y
- 15.27%
- 3Y*
- 12.77%
- 5Y*
- 8.26%
- 10Y*
- 9.82%
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CHTTX vs. VMVIX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than VMVIX's 0.19% expense ratio.
Return for Risk
CHTTX vs. VMVIX — Risk / Return Rank
CHTTX
VMVIX
CHTTX vs. VMVIX - 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 Mid-Cap Value Index Fund (VMVIX). 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 | VMVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.19 | 1.01 | -1.20 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.48 | -1.58 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.21 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.20 | -1.52 |
Martin ratioReturn relative to average drawdown | -0.79 | 5.63 | -6.42 |
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 | VMVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 1.01 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.52 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.52 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.41 | -0.06 |
Correlation
The correlation between CHTTX and VMVIX is 0.92, 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. VMVIX - Dividend Comparison
CHTTX has not paid dividends to shareholders, while VMVIX's dividend yield for the trailing twelve months is around 1.90%.
| 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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 1.90% | 1.42% | 1.99% | 2.15% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% |
Drawdowns
CHTTX vs. VMVIX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, smaller than the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for CHTTX and VMVIX.
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Drawdown Indicators
| CHTTX | VMVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -61.61% | +3.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -12.43% | -5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -19.81% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -43.08% | -14.86% |
Current DrawdownCurrent decline from peak | -37.17% | -6.20% | -30.97% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -8.52% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.23% | 2.65% | +4.58% |
Volatility
CHTTX vs. VMVIX - Volatility Comparison
The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.15%, while Vanguard Mid-Cap Value Index Fund (VMVIX) has a volatility of 3.82%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | VMVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 3.82% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.96% | 8.62% | +8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 16.33% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 16.08% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.00% | 18.80% | +8.20% |