CSGIX vs. FTISX
Compare and contrast key facts about Calamos International Small Cap Growth Fund (CSGIX) and Fidelity Advisor International Small Cap Fund Class M (FTISX).
CSGIX is managed by Calamos. It was launched on Mar 30, 2022. FTISX is managed by Fidelity. It was launched on May 27, 2003.
Performance
CSGIX vs. FTISX - Performance Comparison
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CSGIX vs. FTISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 2.83% | 15.11% | 10.21% | 13.62% | -20.14% |
FTISX Fidelity Advisor International Small Cap Fund Class M | -2.63% | 24.03% | -0.46% | 18.97% | -10.84% |
Returns By Period
In the year-to-date period, CSGIX achieves a 2.83% return, which is significantly higher than FTISX's -2.63% return.
CSGIX
- 1D
- -1.69%
- 1M
- -13.68%
- YTD
- 2.83%
- 6M
- -5.44%
- 1Y
- 23.73%
- 3Y*
- 12.84%
- 5Y*
- —
- 10Y*
- —
FTISX
- 1D
- -0.31%
- 1M
- -10.44%
- YTD
- -2.63%
- 6M
- -1.07%
- 1Y
- 15.28%
- 3Y*
- 9.69%
- 5Y*
- 4.52%
- 10Y*
- 7.47%
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CSGIX vs. FTISX - Expense Ratio Comparison
CSGIX has a 2.67% expense ratio, which is higher than FTISX's 1.57% expense ratio.
Return for Risk
CSGIX vs. FTISX — Risk / Return Rank
CSGIX
FTISX
CSGIX vs. FTISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos International Small Cap Growth Fund (CSGIX) and Fidelity Advisor International Small Cap Fund Class M (FTISX). 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.
| CSGIX | FTISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.05 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.41 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.21 | +0.33 |
Martin ratioReturn relative to average drawdown | 4.20 | 4.40 | -0.20 |
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
| CSGIX | FTISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.05 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.34 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.68 | -0.42 |
Correlation
The correlation between CSGIX and FTISX is 0.82, 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
CSGIX vs. FTISX - Dividend Comparison
CSGIX's dividend yield for the trailing twelve months is around 1.19%, less than FTISX's 3.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSGIX Calamos International Small Cap Growth Fund | 1.19% | 1.22% | 0.00% | 0.00% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTISX Fidelity Advisor International Small Cap Fund Class M | 3.35% | 3.26% | 2.24% | 1.40% | 0.13% | 6.94% | 0.34% | 1.81% | 5.50% | 2.52% | 2.08% | 2.86% |
Drawdowns
CSGIX vs. FTISX - Drawdown Comparison
The maximum CSGIX drawdown since its inception was -26.50%, smaller than the maximum FTISX drawdown of -61.12%. Use the drawdown chart below to compare losses from any high point for CSGIX and FTISX.
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Drawdown Indicators
| CSGIX | FTISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.50% | -61.12% | +34.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -10.75% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.55% | — |
Current DrawdownCurrent decline from peak | -13.68% | -10.44% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -11.05% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 2.95% | +2.06% |
Volatility
CSGIX vs. FTISX - Volatility Comparison
Calamos International Small Cap Growth Fund (CSGIX) has a higher volatility of 8.69% compared to Fidelity Advisor International Small Cap Fund Class M (FTISX) at 5.70%. This indicates that CSGIX's price experiences larger fluctuations and is considered to be riskier than FTISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSGIX | FTISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.69% | 5.70% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 8.67% | +5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 13.29% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.05% | 13.36% | +3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 13.92% | +3.13% |