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CHTTX vs. YASLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHTTX vs. YASLX - 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 Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

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CHTTX vs. YASLX - 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%
YASLX
AMG Yacktman Special Opportunities Fund
7.56%6.27%11.23%3.65%-13.59%24.45%12.82%17.07%-10.15%34.85%

Returns By Period

In the year-to-date period, CHTTX achieves a -4.28% return, which is significantly lower than YASLX's 7.56% return. Over the past 10 years, CHTTX has underperformed YASLX with an annualized return of 0.09%, while YASLX has yielded a comparatively higher 10.68% 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%

YASLX

1D
-0.17%
1M
-4.89%
YTD
7.56%
6M
1.74%
1Y
15.32%
3Y*
9.73%
5Y*
4.69%
10Y*
10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CHTTX vs. YASLX - Expense Ratio Comparison

CHTTX has a 1.10% expense ratio, which is lower than YASLX's 1.86% expense ratio.


Return for Risk

CHTTX vs. YASLX — 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

YASLX
YASLX Risk / Return Rank: 5454
Overall Rank
YASLX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
YASLX Sortino Ratio Rank: 5454
Sortino Ratio Rank
YASLX Omega Ratio Rank: 5959
Omega Ratio Rank
YASLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
YASLX Martin Ratio Rank: 3535
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. YASLX - 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 Special Opportunities Fund (YASLX). 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.


CHTTXYASLXDifference

Sharpe ratio

Return per unit of total volatility

-0.19

1.14

-1.32

Sortino ratio

Return per unit of downside risk

-0.10

1.48

-1.58

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.32

1.40

-1.73

Martin ratio

Return relative to average drawdown

-0.79

3.78

-4.57

CHTTX vs. YASLX - Sharpe Ratio Comparison

The current CHTTX Sharpe Ratio is -0.19, which is lower than the YASLX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CHTTX and YASLX, 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


CHTTXYASLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

1.14

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.29

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.72

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.22

Correlation

The correlation between CHTTX and YASLX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CHTTX vs. YASLX - Dividend Comparison

Neither CHTTX nor YASLX 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%
YASLX
AMG Yacktman Special Opportunities Fund
0.00%0.00%15.82%8.97%0.94%3.85%2.62%12.95%9.89%4.86%3.28%4.59%

Drawdowns

CHTTX vs. YASLX - Drawdown Comparison

The maximum CHTTX drawdown since its inception was -58.30%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for CHTTX and YASLX.


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Drawdown Indicators


CHTTXYASLXDifference

Max Drawdown

Largest peak-to-trough decline

-58.30%

-38.91%

-19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.80%

-10.18%

-7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

-27.74%

+7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

-38.91%

-19.03%

Current Drawdown

Current decline from peak

-37.17%

-4.89%

-32.28%

Average Drawdown

Average peak-to-trough decline

-13.81%

-8.34%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

3.78%

+3.45%

Volatility

CHTTX vs. YASLX - Volatility Comparison

AMG River Road Mid Cap Value Fund (CHTTX) and AMG Yacktman Special Opportunities Fund (YASLX) have volatilities of 3.15% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHTTXYASLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.18%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.96%

8.66%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

12.99%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

16.32%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

15.00%

+12.00%