MEQFX vs. CHTTX
MEQFX (AMG River Road Large Cap Value Select Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - MEQFX is a Large Cap Blend Equities fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, MEQFX returned 10.59%/yr vs 8.26%/yr for CHTTX. Their correlation of 0.81 suggests significant overlap in exposure. MEQFX charges 0.64%/yr vs 1.10%/yr for CHTTX.
Performance
MEQFX vs. CHTTX - Performance Comparison
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Returns By Period
In the year-to-date period, MEQFX achieves a -4.53% return, which is significantly lower than CHTTX's -0.60% return. Over the past 10 years, MEQFX has outperformed CHTTX with an annualized return of 10.59%, while CHTTX has yielded a comparatively lower 8.26% annualized return.
MEQFX
- 1D
- 0.27%
- 1M
- -0.74%
- YTD
- -4.53%
- 6M
- -13.83%
- 1Y
- -9.02%
- 3Y*
- 10.41%
- 5Y*
- 8.92%
- 10Y*
- 10.59%
CHTTX
- 1D
- 0.00%
- 1M
- 1.18%
- YTD
- -0.60%
- 6M
- -11.57%
- 1Y
- -3.80%
- 3Y*
- 9.58%
- 5Y*
- 6.73%
- 10Y*
- 8.26%
MEQFX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEQFX AMG River Road Large Cap Value Select Fund | -4.53% | -2.58% | 24.99% | 19.53% | -9.50% | 43.58% | -4.00% | 16.01% | 8.16% | 15.35% |
CHTTX AMG River Road Mid Cap Value Fund | -0.60% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between MEQFX and CHTTX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 1994 | 0.81 |
The correlation between MEQFX and CHTTX shifts across timeframes, from 0.81 (10 years) to 0.92 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MEQFX vs. CHTTX — Risk / Return Rank
MEQFX
CHTTX
MEQFX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG River Road Large Cap Value Select Fund (MEQFX) and AMG River Road Mid Cap Value Fund (CHTTX). 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.
| MEQFX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.99 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.14 | -0.35 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.27 | -0.71 |
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
| MEQFX | CHTTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | -0.13 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.37 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.40 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.51 | -0.20 |
Drawdowns
MEQFX vs. CHTTX - Drawdown Comparison
The maximum MEQFX drawdown since its inception was -55.38%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for MEQFX and CHTTX.
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Drawdown Indicators
| MEQFX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -58.30% | +2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -17.43% | -17.80% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.43% | -17.80% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -20.38% | +0.90% |
Max Drawdown (10Y)Largest decline over 10 years | -28.69% | -42.58% | +13.89% |
Current DrawdownCurrent decline from peak | -15.77% | -14.37% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -7.80% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 9.24% | -0.45% |
Volatility
MEQFX vs. CHTTX - Volatility Comparison
AMG River Road Large Cap Value Select Fund (MEQFX) and AMG River Road Mid Cap Value Fund (CHTTX) have volatilities of 3.34% and 3.37%, 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
| MEQFX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 3.37% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 16.53% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 18.92% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 18.55% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 20.49% | -0.89% |
MEQFX vs. CHTTX - Expense Ratio Comparison
MEQFX has a 0.64% expense ratio, which is lower than CHTTX's 1.10% expense ratio.
Dividends
MEQFX vs. CHTTX - Dividend Comparison
Neither MEQFX nor CHTTX 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% |
MEQFX AMG River Road Large Cap Value Select Fund | 0.00% | 0.00% | 4.48% | 0.98% | 2.13% | 27.90% | 0.00% | 9.17% | 3.40% | 30.28% | 5.96% | 11.63% |
Frequently Asked Questions
With a correlation of 0.92, MEQFX and CHTTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CHTTX has higher volatility (3.37%) compared to MEQFX (3.34%). In terms of maximum drawdown, MEQFX dropped -55.38% vs CHTTX's -58.30%.
CHTTX currently has the higher Sharpe Ratio (-0.13 vs -0.52), 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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