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ANOIX vs. CTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANOIX vs. CTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Small Cap Growth Fund (ANOIX) and Calamos Timpani Small Cap Growth Fund (CTSIX). The values are adjusted to include any dividend payments, if applicable.

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ANOIX vs. CTSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ANOIX
American Century Small Cap Growth Fund
-7.41%9.00%14.90%17.13%-26.41%7.80%51.07%11.22%
CTSIX
Calamos Timpani Small Cap Growth Fund
-4.77%25.90%44.34%7.57%-37.30%9.12%63.38%1.20%

Returns By Period

In the year-to-date period, ANOIX achieves a -7.41% return, which is significantly lower than CTSIX's -4.77% return.


ANOIX

1D
-1.85%
1M
-10.22%
YTD
-7.41%
6M
-5.44%
1Y
10.06%
3Y*
7.95%
5Y*
1.17%
10Y*
12.19%

CTSIX

1D
-3.92%
1M
-9.84%
YTD
-4.77%
6M
-1.18%
1Y
36.02%
3Y*
20.88%
5Y*
2.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANOIX vs. CTSIX - Expense Ratio Comparison

ANOIX has a 1.17% expense ratio, which is higher than CTSIX's 1.05% expense ratio.


Return for Risk

ANOIX vs. CTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANOIX
ANOIX Risk / Return Rank: 1616
Overall Rank
ANOIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ANOIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
ANOIX Omega Ratio Rank: 1515
Omega Ratio Rank
ANOIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ANOIX Martin Ratio Rank: 1818
Martin Ratio Rank

CTSIX
CTSIX Risk / Return Rank: 7979
Overall Rank
CTSIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CTSIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CTSIX Omega Ratio Rank: 6363
Omega Ratio Rank
CTSIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CTSIX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANOIX vs. CTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Growth Fund (ANOIX) and Calamos Timpani Small Cap Growth Fund (CTSIX). 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.


ANOIXCTSIXDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.29

-0.89

Sortino ratio

Return per unit of downside risk

0.73

1.84

-1.10

Omega ratio

Gain probability vs. loss probability

1.09

1.24

-0.14

Calmar ratio

Return relative to maximum drawdown

0.48

2.78

-2.29

Martin ratio

Return relative to average drawdown

1.82

10.72

-8.90

ANOIX vs. CTSIX - Sharpe Ratio Comparison

The current ANOIX Sharpe Ratio is 0.40, which is lower than the CTSIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of ANOIX and CTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ANOIXCTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.29

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.11

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

0.00

Correlation

The correlation between ANOIX and CTSIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ANOIX vs. CTSIX - Dividend Comparison

ANOIX's dividend yield for the trailing twelve months is around 8.21%, while CTSIX has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
ANOIX
American Century Small Cap Growth Fund
8.21%7.60%0.11%0.00%0.00%21.29%11.07%5.50%16.59%3.93%
CTSIX
Calamos Timpani Small Cap Growth Fund
0.00%0.00%2.58%0.00%0.00%0.00%3.77%4.95%0.00%0.00%

Drawdowns

ANOIX vs. CTSIX - Drawdown Comparison

The maximum ANOIX drawdown since its inception was -59.47%, which is greater than CTSIX's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for ANOIX and CTSIX.


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Drawdown Indicators


ANOIXCTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-50.83%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-12.38%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-37.15%

-50.60%

+13.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.07%

Current Drawdown

Current decline from peak

-12.49%

-12.38%

-0.11%

Average Drawdown

Average peak-to-trough decline

-12.06%

-21.13%

+9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.20%

+0.48%

Volatility

ANOIX vs. CTSIX - Volatility Comparison

The current volatility for American Century Small Cap Growth Fund (ANOIX) is 7.62%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 12.38%. This indicates that ANOIX experiences smaller price fluctuations and is considered to be less risky than CTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANOIXCTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

12.38%

-4.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

21.14%

-6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.55%

29.23%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

27.79%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

29.69%

-6.50%