CHTTX vs. YAFFX
CHTTX (AMG River Road Mid Cap Value Fund) and YAFFX (AMG Yacktman Focused Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while YAFFX is a Large Cap Value Equities fund managed by AMG. Over the past 10 years, CHTTX returned 8.56%/yr vs 13.12%/yr for YAFFX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. CHTTX charges 1.10%/yr vs 1.25%/yr for YAFFX.
Performance
CHTTX vs. YAFFX - 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 YAFFX's 25.82% return. Over the past 10 years, CHTTX has underperformed YAFFX with an annualized return of 8.56%, while YAFFX has yielded a comparatively higher 13.12% 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%
YAFFX
- 1D
- 1.17%
- 1M
- 4.09%
- 6M
- 15.10%
- YTD
- 25.82%
- 1Y
- 43.31%
- 3Y*
- 18.05%
- 5Y*
- 11.82%
- 10Y*
- 13.12%
- ALL TIME*
- 10.51%
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. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 25.82% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Correlation
The correlation between CHTTX and YAFFX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 1997 | 0.73 |
Over the past year, the correlation between CHTTX and YAFFX has dropped to 0.26 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
CHTTX vs. YAFFX — Risk / Return Rank
CHTTX
YAFFX
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.
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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 4.74 | -4.87 |
| Martin ratioReturn relative to average drawdown | -0.21 | 11.78 | -11.99 |
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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
| CHTTX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -43.80% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -8.76% | -9.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -15.63% | -2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -21.31% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | -30.62% | -11.96% |
Current DrawdownCurrent decline from peak | -9.64% | -4.24% | -5.40% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -6.09% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 3.52% | +6.86% |
Volatility
CHTTX vs. YAFFX - Volatility Comparison
AMG River Road Mid Cap Value Fund (CHTTX) has a higher volatility of 4.72% compared to AMG Yacktman Focused Fund (YAFFX) at 4.17%. This indicates that CHTTX's price experiences larger fluctuations and is considered to be riskier 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
| CHTTX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 4.17% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 14.27% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 16.23% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 13.93% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 14.34% | +5.97% |
CHTTX vs. YAFFX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
CHTTX vs. YAFFX - Dividend Comparison
CHTTX has not paid dividends to shareholders, while YAFFX's dividend yield for the trailing twelve months is around 14.74%.
| 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% |
YAFFX AMG Yacktman Focused Fund | 14.74% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
CHTTX and YAFFX have a correlation of 0.26, 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 YAFFX (4.17%). In terms of maximum drawdown, CHTTX dropped -58.30% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (2.57 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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