CTSIX vs. FTHNX
Compare and contrast key facts about Calamos Timpani Small Cap Growth Fund (CTSIX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
CTSIX is managed by Calamos. It was launched on Mar 23, 2011. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Performance
CTSIX vs. FTHNX - Performance Comparison
Loading graphics...
CTSIX vs. FTHNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTSIX Calamos Timpani Small Cap Growth Fund | -4.77% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | -1.81% | 11.69% | 15.81% | 22.18% | -7.73% | 30.44% | 10.05% | 12.91% |
Returns By Period
In the year-to-date period, CTSIX achieves a -4.77% return, which is significantly lower than FTHNX's -1.81% return.
CTSIX
- 1D
- -3.92%
- 1M
- -9.84%
- YTD
- -4.77%
- 6M
- -1.18%
- 1Y
- 36.02%
- 3Y*
- 20.88%
- 5Y*
- 2.96%
- 10Y*
- —
FTHNX
- 1D
- -0.91%
- 1M
- -7.91%
- YTD
- -1.81%
- 6M
- -0.54%
- 1Y
- 18.03%
- 3Y*
- 14.34%
- 5Y*
- 9.31%
- 10Y*
- 12.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CTSIX vs. FTHNX - Expense Ratio Comparison
CTSIX has a 1.05% expense ratio, which is higher than FTHNX's 1.03% expense ratio.
Return for Risk
CTSIX vs. FTHNX — Risk / Return Rank
CTSIX
FTHNX
CTSIX vs. FTHNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani Small Cap Growth Fund (CTSIX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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.
| CTSIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.95 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.47 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.32 | +1.46 |
Martin ratioReturn relative to average drawdown | 10.72 | 5.16 | +5.57 |
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
| CTSIX | FTHNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.95 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.50 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.60 | -0.21 |
Correlation
The correlation between CTSIX and FTHNX 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
CTSIX vs. FTHNX - Dividend Comparison
CTSIX has not paid dividends to shareholders, while FTHNX's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.29% | 0.28% | 7.84% | 1.60% | 0.95% | 3.55% | 0.11% | 0.11% | 0.21% | 0.09% | 0.00% | 15.47% |
Drawdowns
CTSIX vs. FTHNX - Drawdown Comparison
The maximum CTSIX drawdown since its inception was -50.83%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for CTSIX and FTHNX.
Loading graphics...
Drawdown Indicators
| CTSIX | FTHNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -37.78% | -13.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.40% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -50.60% | -24.63% | -25.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -12.38% | -9.44% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -5.77% | -15.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.17% | +0.03% |
Volatility
CTSIX vs. FTHNX - Volatility Comparison
Calamos Timpani Small Cap Growth Fund (CTSIX) has a higher volatility of 12.38% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.02%. This indicates that CTSIX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CTSIX | FTHNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 5.02% | +7.36% |
Volatility (6M)Calculated over the trailing 6-month period | 21.14% | 10.63% | +10.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.23% | 19.62% | +9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.79% | 18.90% | +8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.69% | 20.08% | +9.61% |