CHTTX vs. YFSIX
CHTTX (AMG River Road Mid Cap Value Fund) and YFSIX (AMG Yacktman Global Fund) are both mutual funds - CHTTX is a Mid Cap Value Equities fund managed by AMG, while YFSIX is a Global Equities fund managed by AMG. Over the past 5 years, CHTTX returned 7.49%/yr vs 9.12%/yr for YFSIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. CHTTX charges 1.10%/yr vs 0.95%/yr for YFSIX.
Performance
CHTTX vs. YFSIX - 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 YFSIX's 25.53% 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%
YFSIX
- 1D
- 0.45%
- 1M
- 4.74%
- 6M
- 16.72%
- YTD
- 25.53%
- 1Y
- 22.87%
- 3Y*
- 15.34%
- 5Y*
- 9.12%
- 10Y*
- —
- ALL TIME*
- 12.81%
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. YFSIX - 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% | 7.81% |
YFSIX AMG Yacktman Global Fund | 25.53% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between CHTTX and YFSIX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.66 |
Over the past year, the correlation between CHTTX and YFSIX has dropped to 0.19 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
CHTTX vs. YFSIX — Risk / Return Rank
CHTTX
YFSIX
CHTTX vs. YFSIX - 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 Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.54 | -1.66 |
| Martin ratioReturn relative to average drawdown | -0.21 | 4.46 | -4.67 |
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Drawdowns
CHTTX vs. YFSIX - Drawdown Comparison
The maximum CHTTX drawdown since its inception was -58.30%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for CHTTX and YFSIX.
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Drawdown Indicators
| CHTTX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.30% | -35.10% | -23.20% |
Max Drawdown (1Y)Largest decline over 1 year | -17.80% | -14.20% | -3.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -14.20% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.38% | -25.14% | +4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.58% | — | — |
Current DrawdownCurrent decline from peak | -9.64% | -2.12% | -7.52% |
Average DrawdownAverage peak-to-trough decline | -7.82% | -4.89% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 4.86% | +5.52% |
Volatility
CHTTX vs. YFSIX - Volatility Comparison
The current volatility for AMG River Road Mid Cap Value Fund (CHTTX) is 4.72%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.38%. This indicates that CHTTX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTTX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 5.38% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 15.91% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 22.66% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 15.78% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 16.35% | +3.96% |
CHTTX vs. YFSIX - Expense Ratio Comparison
CHTTX has a 1.10% expense ratio, which is higher than YFSIX's 0.95% expense ratio.
Dividends
CHTTX vs. YFSIX - Dividend Comparison
Neither CHTTX nor YFSIX has paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
CHTTX and YFSIX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.38%) compared to CHTTX (4.72%). In terms of maximum drawdown, CHTTX dropped -58.30% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.96 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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