CTSIX vs. SPY
Compare and contrast key facts about Calamos Timpani Small Cap Growth Fund (CTSIX) and SPDR S&P 500 ETF (SPY).
CTSIX is managed by Calamos. It was launched on Mar 23, 2011. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CTSIX or SPY.
Correlation
The correlation between CTSIX and SPY is 0.79, 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.
Performance
CTSIX vs. SPY - Performance Comparison
Key characteristics
CTSIX:
0.47
SPY:
0.54
CTSIX:
0.85
SPY:
0.90
CTSIX:
1.10
SPY:
1.13
CTSIX:
0.42
SPY:
0.57
CTSIX:
1.39
SPY:
2.24
CTSIX:
10.30%
SPY:
4.82%
CTSIX:
30.57%
SPY:
20.02%
CTSIX:
-50.83%
SPY:
-55.19%
CTSIX:
-20.34%
SPY:
-7.53%
Returns By Period
In the year-to-date period, CTSIX achieves a -4.39% return, which is significantly lower than SPY's -3.30% return.
CTSIX
-4.39%
20.23%
-7.00%
14.31%
11.00%
N/A
SPY
-3.30%
13.81%
-4.52%
10.65%
15.81%
12.33%
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CTSIX vs. SPY - Expense Ratio Comparison
CTSIX has a 1.05% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CTSIX vs. SPY — Risk-Adjusted Performance Rank
CTSIX
SPY
CTSIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani Small Cap Growth Fund (CTSIX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
CTSIX vs. SPY - Dividend Comparison
CTSIX's dividend yield for the trailing twelve months is around 2.70%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTSIX Calamos Timpani Small Cap Growth Fund | 2.70% | 2.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CTSIX vs. SPY - Drawdown Comparison
The maximum CTSIX drawdown since its inception was -50.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CTSIX and SPY. For additional features, visit the drawdowns tool.
Volatility
CTSIX vs. SPY - Volatility Comparison
Calamos Timpani Small Cap Growth Fund (CTSIX) and SPDR S&P 500 ETF (SPY) have volatilities of 12.93% and 12.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.