MFQTX vs. CHASX
MFQTX (AMG Veritas Global Focus Fund) and CHASX (Chase Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, MFQTX returned 8.95%/yr vs 19.53%/yr for CHASX. Their correlation of 0.85 means they have usually moved in the same direction. MFQTX charges 0.88%/yr vs 1.14%/yr for CHASX.
Performance
MFQTX vs. CHASX - Performance Comparison
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Returns By Period
In the year-to-date period, MFQTX achieves a 1.14% return, which is significantly lower than CHASX's 22.03% return. Over the past 10 years, MFQTX has underperformed CHASX with an annualized return of 8.95%, while CHASX has yielded a comparatively higher 19.53% annualized return.
MFQTX
- 1D
- -0.12%
- 1M
- 1.75%
- 6M
- 2.18%
- YTD
- 1.14%
- 1Y
- -2.59%
- 3Y*
- 8.10%
- 5Y*
- 3.75%
- 10Y*
- 8.95%
- ALL TIME*
- 7.38%
CHASX
- 1D
- -0.36%
- 1M
- -1.13%
- 6M
- 17.35%
- YTD
- 22.03%
- 1Y
- 37.02%
- 3Y*
- 37.76%
- 5Y*
- 20.74%
- 10Y*
- 19.53%
- ALL TIME*
- 11.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHASX Chase Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
MFQTX vs. CHASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFQTX AMG Veritas Global Focus Fund | 1.14% | -1.59% | 23.14% | 22.81% | -21.08% | 17.63% | 8.44% | 28.37% | -3.66% | 18.28% |
CHASX Chase Growth Fund | 22.03% | 20.61% | 64.71% | 25.91% | -20.41% | 22.32% | 18.27% | 42.63% | -3.96% | 24.49% |
Correlation
The correlation between MFQTX and CHASX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2000 | 0.85 |
Over the past year, the correlation between MFQTX and CHASX has dropped to 0.39 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
MFQTX vs. CHASX — Risk / Return Rank
MFQTX
CHASX
MFQTX vs. CHASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Veritas Global Focus Fund (MFQTX) and Chase Growth Fund (CHASX). 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.
| MFQTX | CHASX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.66 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 3.53 | -3.71 |
| Martin ratioReturn relative to average drawdown | -0.34 | 13.91 | -14.25 |
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Drawdowns
MFQTX vs. CHASX - Drawdown Comparison
The maximum MFQTX drawdown since its inception was -57.67%, which is greater than CHASX's maximum drawdown of -45.94%. Use the drawdown chart below to compare losses from any high point for MFQTX and CHASX.
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Drawdown Indicators
| MFQTX | CHASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.67% | -45.94% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.00% | -9.90% | -13.10% |
Max Drawdown (3Y)Largest decline over 3 years | -23.60% | -23.40% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -24.63% | -3.06% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -30.40% | -7.18% |
Current DrawdownCurrent decline from peak | -10.96% | -4.08% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -10.33% | -9.11% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.71% | 2.51% | +9.20% |
Volatility
MFQTX vs. CHASX - Volatility Comparison
The current volatility for AMG Veritas Global Focus Fund (MFQTX) is 4.05%, while Chase Growth Fund (CHASX) has a volatility of 6.26%. This indicates that MFQTX experiences smaller price fluctuations and is considered to be less risky than CHASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFQTX | CHASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 6.26% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 15.31% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 19.29% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 20.52% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.98% | 20.04% | -1.06% |
MFQTX vs. CHASX - Expense Ratio Comparison
MFQTX has a 0.88% expense ratio, which is lower than CHASX's 1.14% expense ratio.
Dividends
MFQTX vs. CHASX - Dividend Comparison
MFQTX has not paid dividends to shareholders, while CHASX's dividend yield for the trailing twelve months is around 7.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHASX Chase Growth Fund | 7.47% | 9.12% | 36.67% | 5.80% | 5.49% | 20.15% | 7.83% | 22.82% | 12.92% | 11.92% | 9.14% | 10.24% |
MFQTX AMG Veritas Global Focus Fund | 0.00% | 0.00% | 18.87% | 2.45% | 5.59% | 139.81% | 1.67% | 0.72% | 1.95% | 0.47% | 1.19% | 0.57% |
Frequently Asked Questions
MFQTX and CHASX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHASX has higher volatility (6.26%) compared to MFQTX (4.05%). In terms of maximum drawdown, MFQTX dropped -57.67% vs CHASX's -45.94%.
CHASX currently has the higher Sharpe Ratio (1.81 vs -0.23), 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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