TMDIX vs. CHTTX
TMDIX (AMG TimesSquare Mid Cap Growth Fund) and CHTTX (AMG River Road Mid Cap Value Fund) are both mutual funds - TMDIX is a Mid Cap Growth Equities fund managed by AMG, while CHTTX is a Mid Cap Value Equities fund managed by AMG. Over the past 10 years, TMDIX returned 13.15%/yr vs 8.37%/yr for CHTTX. Their correlation of 0.84 suggests significant overlap in exposure. TMDIX charges 0.98%/yr vs 1.10%/yr for CHTTX.
Performance
TMDIX vs. CHTTX - Performance Comparison
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Returns By Period
In the year-to-date period, TMDIX achieves a 7.57% return, which is significantly higher than CHTTX's 2.92% return. Over the past 10 years, TMDIX has outperformed CHTTX with an annualized return of 13.15%, while CHTTX has yielded a comparatively lower 8.37% annualized return.
TMDIX
- 1D
- -0.88%
- 1M
- 3.14%
- 6M
- 4.09%
- YTD
- 7.57%
- 1Y
- -2.17%
- 3Y*
- 8.14%
- 5Y*
- 3.64%
- 10Y*
- 13.15%
CHTTX
- 1D
- 0.39%
- 1M
- 0.64%
- 6M
- -1.78%
- YTD
- 2.92%
- 1Y
- -5.90%
- 3Y*
- 7.81%
- 5Y*
- 7.22%
- 10Y*
- 8.37%
TMDIX vs. CHTTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TMDIX AMG TimesSquare Mid Cap Growth Fund | 7.57% | -1.76% | 10.84% | 25.07% | -22.26% | 16.75% | 33.42% | 63.26% | -4.28% | 22.66% |
CHTTX AMG River Road Mid Cap Value Fund | 2.92% | -1.64% | 13.52% | 22.65% | -8.48% | 27.04% | 3.83% | 23.39% | -18.57% | 11.51% |
Correlation
The correlation between TMDIX and CHTTX is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2005 | 0.84 |
Over the past year, the correlation between TMDIX and CHTTX has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
TMDIX vs. CHTTX — Risk / Return Rank
TMDIX
CHTTX
TMDIX vs. CHTTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG TimesSquare Mid Cap Growth Fund (TMDIX) 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.
| TMDIX | CHTTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.95 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.39 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.25 | -0.68 | +0.43 |
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Drawdowns
TMDIX vs. CHTTX - Drawdown Comparison
The maximum TMDIX drawdown since its inception was -48.73%, smaller than the maximum CHTTX drawdown of -58.30%. Use the drawdown chart below to compare losses from any high point for TMDIX and CHTTX.
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Drawdown Indicators
| TMDIX | CHTTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.73% | -58.30% | +9.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -17.80% | -7.65% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -17.80% | -7.65% |
Max Drawdown (5Y)Largest decline over 5 years | -30.53% | -20.38% | -10.15% |
Max Drawdown (10Y)Largest decline over 10 years | -35.44% | -42.58% | +7.14% |
Current DrawdownCurrent decline from peak | -9.93% | -11.33% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -7.82% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.64% | 10.05% | +2.59% |
Volatility
TMDIX vs. CHTTX - Volatility Comparison
AMG TimesSquare Mid Cap Growth Fund (TMDIX) has a higher volatility of 5.94% compared to AMG River Road Mid Cap Value Fund (CHTTX) at 4.30%. This indicates that TMDIX's price experiences larger fluctuations and is considered to be riskier than CHTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMDIX | CHTTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 4.30% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 9.77% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 19.07% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.55% | 18.56% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 20.30% | +0.78% |
TMDIX vs. CHTTX - Expense Ratio Comparison
TMDIX has a 0.98% expense ratio, which is lower than CHTTX's 1.10% expense ratio.
Dividends
TMDIX vs. CHTTX - Dividend Comparison
Neither TMDIX 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% |
TMDIX AMG TimesSquare Mid Cap Growth Fund | 0.00% | 0.00% | 8.08% | 3.98% | 3.69% | 29.72% | 18.28% | 31.06% | 16.38% | 14.44% | 5.90% | 7.73% |
Frequently Asked Questions
TMDIX and CHTTX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDIX has higher volatility (5.94%) compared to CHTTX (4.30%). In terms of maximum drawdown, TMDIX dropped -48.73% vs CHTTX's -58.30%.
TMDIX currently has the higher Sharpe Ratio (-0.15 vs -0.36), 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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