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CTIGX vs. CHYDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTIGX vs. CHYDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Timpani SMID Growth Fund (CTIGX) and Calamos High Income Opportunities Fund (CHYDX). The values are adjusted to include any dividend payments, if applicable.

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CTIGX vs. CHYDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CTIGX
Calamos Timpani SMID Growth Fund
0.46%21.21%44.09%12.26%-34.88%7.64%58.94%-3.80%
CHYDX
Calamos High Income Opportunities Fund
-0.47%6.72%7.78%12.26%-10.35%6.44%4.78%3.26%

Returns By Period

In the year-to-date period, CTIGX achieves a 0.46% return, which is significantly higher than CHYDX's -0.47% return.


CTIGX

1D
5.87%
1M
-6.37%
YTD
0.46%
6M
4.63%
1Y
39.29%
3Y*
23.19%
5Y*
5.06%
10Y*

CHYDX

1D
0.00%
1M
-1.29%
YTD
-0.47%
6M
0.54%
1Y
5.27%
3Y*
7.81%
5Y*
3.67%
10Y*
5.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTIGX vs. CHYDX - Expense Ratio Comparison

CTIGX has a 1.10% expense ratio, which is higher than CHYDX's 1.00% expense ratio.


Return for Risk

CTIGX vs. CHYDX — Risk / Return Rank

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

CTIGX
CTIGX Risk / Return Rank: 7878
Overall Rank
CTIGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 6060
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 9393
Martin Ratio Rank

CHYDX
CHYDX Risk / Return Rank: 8484
Overall Rank
CHYDX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CHYDX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CHYDX Omega Ratio Rank: 9191
Omega Ratio Rank
CHYDX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CHYDX Martin Ratio Rank: 8080
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.

CTIGX vs. CHYDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani SMID Growth Fund (CTIGX) and Calamos High Income Opportunities Fund (CHYDX). 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.


CTIGXCHYDXDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.81

-0.45

Sortino ratio

Return per unit of downside risk

1.93

2.50

-0.56

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.18

Calmar ratio

Return relative to maximum drawdown

3.51

1.84

+1.67

Martin ratio

Return relative to average drawdown

12.62

8.54

+4.08

CTIGX vs. CHYDX - Sharpe Ratio Comparison

The current CTIGX Sharpe Ratio is 1.37, which is comparable to the CHYDX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of CTIGX and CHYDX, 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


CTIGXCHYDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.81

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.91

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.04

-0.63

Correlation

The correlation between CTIGX and CHYDX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CTIGX vs. CHYDX - Dividend Comparison

CTIGX's dividend yield for the trailing twelve months is around 4.57%, less than CHYDX's 5.74% yield.


TTM20252024202320222021202020192018201720162015
CTIGX
Calamos Timpani SMID Growth Fund
4.57%4.59%2.80%0.00%0.00%11.76%0.00%0.00%0.00%0.00%0.00%0.00%
CHYDX
Calamos High Income Opportunities Fund
5.74%6.39%6.30%6.28%5.47%4.48%5.26%5.85%6.62%4.87%4.94%5.43%

Drawdowns

CTIGX vs. CHYDX - Drawdown Comparison

The maximum CTIGX drawdown since its inception was -46.26%, which is greater than CHYDX's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for CTIGX and CHYDX.


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Drawdown Indicators


CTIGXCHYDXDifference

Max Drawdown

Largest peak-to-trough decline

-46.26%

-35.03%

-11.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-2.85%

-8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-46.26%

-13.66%

-32.60%

Max Drawdown (10Y)

Largest decline over 10 years

-23.35%

Current Drawdown

Current decline from peak

-6.37%

-1.60%

-4.77%

Average Drawdown

Average peak-to-trough decline

-19.05%

-2.78%

-16.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.61%

+2.60%

Volatility

CTIGX vs. CHYDX - Volatility Comparison

Calamos Timpani SMID Growth Fund (CTIGX) has a higher volatility of 12.85% compared to Calamos High Income Opportunities Fund (CHYDX) at 1.04%. This indicates that CTIGX's price experiences larger fluctuations and is considered to be riskier than CHYDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTIGXCHYDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.85%

1.04%

+11.81%

Volatility (6M)

Calculated over the trailing 6-month period

20.84%

1.60%

+19.24%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

3.00%

+25.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

4.05%

+22.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.11%

4.96%

+24.15%