CTIGX vs. CIHEX
Compare and contrast key facts about Calamos Timpani SMID Growth Fund (CTIGX) and Calamos Hedged Equity Fund (CIHEX).
CTIGX is managed by Calamos. It was launched on Jul 31, 2019. CIHEX is managed by Calamos. It was launched on Dec 30, 2014.
Performance
CTIGX vs. CIHEX - Performance Comparison
Loading graphics...
CTIGX vs. CIHEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTIGX Calamos Timpani SMID Growth Fund | -5.11% | 21.21% | 44.09% | 12.26% | -34.88% | 7.64% | 58.94% | -3.80% |
CIHEX Calamos Hedged Equity Fund | -3.54% | 11.36% | 14.96% | 15.88% | -11.11% | 13.31% | 9.66% | 4.74% |
Returns By Period
In the year-to-date period, CTIGX achieves a -5.11% return, which is significantly lower than CIHEX's -3.54% return.
CTIGX
- 1D
- -3.45%
- 1M
- -9.97%
- YTD
- -5.11%
- 6M
- -0.49%
- 1Y
- 31.37%
- 3Y*
- 20.88%
- 5Y*
- 4.28%
- 10Y*
- —
CIHEX
- 1D
- -0.16%
- 1M
- -3.74%
- YTD
- -3.54%
- 6M
- -1.87%
- 1Y
- 9.82%
- 3Y*
- 11.06%
- 5Y*
- 6.85%
- 10Y*
- 7.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CTIGX vs. CIHEX - Expense Ratio Comparison
CTIGX has a 1.10% expense ratio, which is higher than CIHEX's 0.91% expense ratio.
Return for Risk
CTIGX vs. CIHEX — Risk / Return Rank
CTIGX
CIHEX
CTIGX vs. CIHEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani SMID Growth Fund (CTIGX) and Calamos Hedged Equity Fund (CIHEX). 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.
| CTIGX | CIHEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.11 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.66 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.57 | +1.04 |
Martin ratioReturn relative to average drawdown | 9.43 | 7.09 | +2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CTIGX | CIHEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.11 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.76 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.73 | -0.35 |
Correlation
The correlation between CTIGX and CIHEX is 0.77, 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
CTIGX vs. CIHEX - Dividend Comparison
CTIGX's dividend yield for the trailing twelve months is around 4.84%, more than CIHEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTIGX Calamos Timpani SMID Growth Fund | 4.84% | 4.59% | 2.80% | 0.00% | 0.00% | 11.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CIHEX Calamos Hedged Equity Fund | 0.34% | 0.33% | 0.46% | 0.69% | 0.73% | 0.44% | 1.03% | 0.99% | 3.16% | 0.85% | 1.29% | 1.69% |
Drawdowns
CTIGX vs. CIHEX - Drawdown Comparison
The maximum CTIGX drawdown since its inception was -46.26%, which is greater than CIHEX's maximum drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for CTIGX and CIHEX.
Loading graphics...
Drawdown Indicators
| CTIGX | CIHEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.26% | -17.80% | -28.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -5.82% | -5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -46.26% | -15.77% | -30.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.80% | — |
Current DrawdownCurrent decline from peak | -11.56% | -4.68% | -6.88% |
Average DrawdownAverage peak-to-trough decline | -19.06% | -2.34% | -16.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.29% | +1.90% |
Volatility
CTIGX vs. CIHEX - Volatility Comparison
Calamos Timpani SMID Growth Fund (CTIGX) has a higher volatility of 11.44% compared to Calamos Hedged Equity Fund (CIHEX) at 2.12%. This indicates that CTIGX's price experiences larger fluctuations and is considered to be riskier than CIHEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CTIGX | CIHEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 2.12% | +9.32% |
Volatility (6M)Calculated over the trailing 6-month period | 20.05% | 4.79% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.24% | 9.19% | +19.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.74% | 9.10% | +17.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.03% | 9.36% | +19.67% |