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CTIGX vs. BBMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTIGX vs. BBMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Timpani SMID Growth Fund (CTIGX) and BBH Select Series - Mid Cap Fund (BBMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTIGX achieves a 13.49% return, which is significantly higher than BBMIX's 2.86% return.


CTIGX

1D
-0.20%
1M
-9.27%
6M
11.44%
YTD
13.49%
1Y
33.39%
3Y*
25.23%
5Y*
7.63%
10Y*
ALL TIME*
13.22%

BBMIX

1D
0.00%
1M
0.00%
6M
2.86%
YTD
2.86%
1Y
-1.54%
3Y*
4.12%
5Y*
2.02%
10Y*
ALL TIME*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CTIGX vs. BBMIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CTIGX
Calamos Timpani SMID Growth Fund
13.49%21.21%44.09%12.26%-34.88%7.50%
BBMIX
BBH Select Series - Mid Cap Fund
2.86%-6.45%11.41%26.01%-24.76%13.50%

Correlation

The correlation between CTIGX and BBMIX is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (All Time)
Calculated using the full available price history since May 24, 2021

0.75

Over the past year, the correlation between CTIGX and BBMIX has dropped to 0.28 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

CTIGX vs. BBMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CTIGX
CTIGX Risk / Return Rank: 3737
Overall Rank
CTIGX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 2929
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 5252
Martin Ratio Rank

BBMIX
BBMIX Risk / Return Rank: 11
Overall Rank
BBMIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BBMIX Sortino Ratio Rank: 11
Sortino Ratio Rank
BBMIX Omega Ratio Rank: 11
Omega Ratio Rank
BBMIX Calmar Ratio Rank: 11
Calmar Ratio Rank
BBMIX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CTIGX vs. BBMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani SMID Growth Fund (CTIGX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.


CTIGXBBMIXDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.19

0.89

+0.30

Calmar ratioReturn relative to maximum drawdown

1.85

-0.67

+2.52

Martin ratioReturn relative to average drawdown

7.59

-1.08

+8.67

CTIGX vs. BBMIX - Sharpe Ratio Comparison

The current CTIGX Sharpe Ratio is 1.07, which is higher than the BBMIX Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of CTIGX and BBMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTIGX vs. BBMIX - Drawdown Comparison

The maximum CTIGX drawdown since its inception was -46.26%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for CTIGX and BBMIX.


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Drawdown Indicators


CTIGXBBMIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.26%

-28.90%

-17.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-6.92%

-9.91%

Max Drawdown (3Y)

Largest decline over 3 years

-29.30%

-23.79%

-5.51%

Max Drawdown (5Y)

Largest decline over 5 years

-46.26%

-28.90%

-17.36%

Current Drawdown

Current decline from peak

-14.01%

-11.28%

-2.73%

Average Drawdown

Average peak-to-trough decline

-18.30%

-10.53%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

5.65%

-1.55%

Volatility

CTIGX vs. BBMIX - Volatility Comparison

Calamos Timpani SMID Growth Fund (CTIGX) has a higher volatility of 9.58% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that CTIGX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTIGXBBMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.58%

0.00%

+9.58%

Volatility (6M)

Calculated over the trailing 6-month period

23.85%

3.32%

+20.53%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

10.07%

+19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

19.60%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.27%

19.35%

+9.92%

CTIGX vs. BBMIX - Expense Ratio Comparison

CTIGX has a 1.10% expense ratio, which is higher than BBMIX's 0.90% expense ratio.


Dividends

CTIGX vs. BBMIX - Dividend Comparison

CTIGX's dividend yield for the trailing twelve months is around 4.04%, while BBMIX has not paid dividends to shareholders.


PositionTTM20252024202320222021
BBMIX
BBH Select Series - Mid Cap Fund
0.00%0.00%0.32%0.10%0.00%0.00%
CTIGX
Calamos Timpani SMID Growth Fund
4.04%4.59%2.80%0.00%0.00%11.76%

Frequently Asked Questions


CTIGX and BBMIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTIGX has higher volatility (9.58%) compared to BBMIX (0.00%). In terms of maximum drawdown, CTIGX dropped -46.26% vs BBMIX's -28.90%.

CTIGX currently has the higher Sharpe Ratio (1.07 vs -0.46), 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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