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CHTTX vs. YAFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTTX vs. YAFFX - 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 Yacktman Focused Fund (YAFFX). The values are adjusted to include any dividend payments, if applicable.

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CHTTX vs. YAFFX - 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%
YAFFX
AMG Yacktman Focused Fund
8.59%3.89%9.30%16.53%-8.20%16.48%17.22%19.21%2.99%20.07%

Returns By Period

In the year-to-date period, CHTTX achieves a -4.28% return, which is significantly lower than YAFFX's 8.59% return. Over the past 10 years, CHTTX has underperformed YAFFX with an annualized return of 0.09%, while YAFFX has yielded a comparatively higher 10.91% 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%

YAFFX

1D
-0.76%
1M
-8.71%
YTD
8.59%
6M
-1.14%
1Y
11.37%
3Y*
11.67%
5Y*
7.33%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTTX vs. YAFFX - Expense Ratio Comparison

CHTTX has a 1.10% expense ratio, which is lower than YAFFX's 1.25% expense ratio.


Return for Risk

CHTTX vs. YAFFX — 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

YAFFX
YAFFX Risk / Return Rank: 2121
Overall Rank
YAFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
YAFFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
YAFFX Omega Ratio Rank: 3232
Omega Ratio Rank
YAFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
YAFFX Martin Ratio Rank: 2020
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. YAFFX - 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 Yacktman Focused Fund (YAFFX). 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.


CHTTXYAFFXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

0.49

-0.68

Sortino ratio

Return per unit of downside risk

-0.10

0.67

-0.77

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.32

0.57

-0.89

Martin ratio

Return relative to average drawdown

-0.79

2.02

-2.81

CHTTX vs. YAFFX - Sharpe Ratio Comparison

The current CHTTX Sharpe Ratio is -0.19, which is lower than the YAFFX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CHTTX and YAFFX, 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


CHTTXYAFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.49

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.41

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.67

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.58

-0.23

Correlation

The correlation between CHTTX and YAFFX is 0.74, 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. YAFFX - Dividend Comparison

Neither CHTTX nor YAFFX 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%
YAFFX
AMG Yacktman Focused Fund
0.00%0.00%18.44%4.42%7.60%4.70%11.87%15.84%22.15%11.82%11.81%24.36%

Drawdowns

CHTTX vs. YAFFX - Drawdown Comparison

The maximum CHTTX drawdown since its inception was -58.30%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for CHTTX and YAFFX.


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Drawdown Indicators


CHTTXYAFFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.30%

-43.80%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.80%

-17.08%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

-21.31%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-30.62%

-27.32%

Current Drawdown

Current decline from peak

-37.17%

-8.71%

-28.46%

Average Drawdown

Average peak-to-trough decline

-13.81%

-6.24%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

4.83%

+2.40%

Volatility

CHTTX vs. YAFFX - Volatility Comparison

The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 3.15%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 7.76%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTTXYAFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

7.76%

-4.61%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

21.51%

-4.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

22.92%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

17.85%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

16.39%

+10.61%