MGFIX vs. CHTTX
MGFIX (AMG GW&K ESG Bond Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - MGFIX is a Intermediate Core-Plus Bond fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, MGFIX returned 1.18%/yr vs 8.16%/yr for CHTTX. At a 0.01 correlation, their price movements are largely independent. MGFIX charges 0.68%/yr vs 1.10%/yr for CHTTX.
Performance
MGFIX vs. CHTTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MGFIX achieves a 0.23% return, which is significantly lower than CHTTX's 2.27% return. Over the past 10 years, MGFIX has underperformed CHTTX with an annualized return of 1.18%, while CHTTX has yielded a comparatively higher 8.16% annualized return.
MGFIX
- 1D
- 0.18%
- 1M
- -0.49%
- 6M
- -0.22%
- YTD
- 0.23%
- 1Y
- 4.19%
- 3Y*
- 4.12%
- 5Y*
- -0.31%
- 10Y*
- 1.18%
CHTTX
- 1D
- 0.30%
- 1M
- 0.00%
- 6M
- -2.87%
- YTD
- 2.27%
- 1Y
- -4.88%
- 3Y*
- 7.52%
- 5Y*
- 7.75%
- 10Y*
- 8.16%
MGFIX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGFIX AMG GW&K ESG Bond Fund | 0.23% | 7.26% | 1.50% | 6.69% | -13.17% | -9.68% | 7.34% | 11.11% | -1.82% | 6.78% |
CHTTX AMG River Road Mid Cap Value Fund | 2.27% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between MGFIX and CHTTX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 1994 | 0.01 |
Over the past year, MGFIX and CHTTX have become more correlated (0.40) than their long-term average of 0.01, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MGFIX vs. CHTTX — Risk / Return Rank
MGFIX
CHTTX
MGFIX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) 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.
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.
| MGFIX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.97 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | -0.26 | +1.75 |
| Martin ratioReturn relative to average drawdown | 4.15 | -0.46 | +4.61 |
Loading charts...
Drawdowns
MGFIX vs. CHTTX - Drawdown Comparison
The maximum MGFIX drawdown since its inception was -25.03%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for MGFIX and CHTTX.
Loading charts...
Drawdown Indicators
| MGFIX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.03% | -58.30% | +33.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -17.80% | +14.87% |
Max Drawdown (3Y)Largest decline over 3 years | -6.75% | -17.80% | +11.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -20.38% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -25.03% | -42.58% | +17.55% |
Current DrawdownCurrent decline from peak | -8.69% | -11.90% | +3.21% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -7.82% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 10.13% | -9.08% |
Volatility
MGFIX vs. CHTTX - Volatility Comparison
The current volatility for AMG GW&K ESG Bond Fund (MGFIX) is 1.08%, while AMG River Road Mid Cap Value Fund (CHTTX) has a volatility of 4.23%. This indicates that MGFIX experiences smaller price fluctuations and is considered to be less risky than CHTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MGFIX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 4.23% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 9.61% | -6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.65% | 19.02% | -15.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.78% | 18.56% | -12.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 20.28% | -15.03% |
MGFIX vs. CHTTX - Expense Ratio Comparison
MGFIX has a 0.68% expense ratio, which is lower than CHTTX's 1.10% expense ratio.
Dividends
MGFIX vs. CHTTX - Dividend Comparison
MGFIX's dividend yield for the trailing twelve months is around 4.11%, while CHTTX has not 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% |
MGFIX AMG GW&K ESG Bond Fund | 4.11% | 3.85% | 3.56% | 2.94% | 2.41% | 2.21% | 3.38% | 4.20% | 3.89% | 3.81% | 4.96% | 4.17% |
Frequently Asked Questions
MGFIX and CHTTX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHTTX has higher volatility (4.23%) compared to MGFIX (1.08%). In terms of maximum drawdown, MGFIX dropped -25.03% vs CHTTX's -58.30%.
MGFIX currently has the higher Sharpe Ratio (1.20 vs -0.25), 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.
Find the right allocation for MGFIX and CHTTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer