CTSIX vs. VRTGX
Compare and contrast key facts about Calamos Timpani Small Cap Growth Fund (CTSIX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX).
CTSIX is managed by Calamos. It was launched on Mar 23, 2011. VRTGX is managed by Vanguard. It was launched on May 25, 2011.
Performance
CTSIX vs. VRTGX - Performance Comparison
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CTSIX vs. VRTGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTSIX Calamos Timpani Small Cap Growth Fund | 0.55% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | -2.79% | 12.97% | 15.26% | 18.80% | -26.30% | 2.82% | 34.81% | 10.27% |
Returns By Period
In the year-to-date period, CTSIX achieves a 0.55% return, which is significantly higher than VRTGX's -2.79% return.
CTSIX
- 1D
- 5.59%
- 1M
- -7.48%
- YTD
- 0.55%
- 6M
- 3.66%
- 1Y
- 43.97%
- 3Y*
- 23.09%
- 5Y*
- 3.66%
- 10Y*
- —
VRTGX
- 1D
- 4.27%
- 1M
- -7.24%
- YTD
- -2.79%
- 6M
- -1.59%
- 1Y
- 23.68%
- 3Y*
- 12.32%
- 5Y*
- 1.34%
- 10Y*
- 9.83%
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CTSIX vs. VRTGX - Expense Ratio Comparison
CTSIX has a 1.05% expense ratio, which is higher than VRTGX's 0.08% expense ratio.
Return for Risk
CTSIX vs. VRTGX — Risk / Return Rank
CTSIX
VRTGX
CTSIX vs. VRTGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Timpani Small Cap Growth Fund (CTSIX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX). 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 | VRTGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 0.94 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.46 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.65 | 1.54 | +2.11 |
Martin ratioReturn relative to average drawdown | 13.94 | 5.21 | +8.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTSIX | VRTGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 0.94 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.05 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.46 | -0.04 |
Correlation
The correlation between CTSIX and VRTGX is 0.92, 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. VRTGX - Dividend Comparison
CTSIX has not paid dividends to shareholders, while VRTGX's dividend yield for the trailing twelve months is around 0.73%.
| 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% |
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | 0.73% | 0.57% | 0.62% | 0.85% | 0.78% | 0.54% | 0.53% | 0.90% | 0.85% | 0.75% | 1.07% | 0.84% |
Drawdowns
CTSIX vs. VRTGX - Drawdown Comparison
The maximum CTSIX drawdown since its inception was -50.83%, which is greater than VRTGX's maximum drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for CTSIX and VRTGX.
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Drawdown Indicators
| CTSIX | VRTGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -41.97% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -14.80% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -50.60% | -40.48% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.97% | — |
Current DrawdownCurrent decline from peak | -7.48% | -11.16% | +3.68% |
Average DrawdownAverage peak-to-trough decline | -21.12% | -10.53% | -10.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.36% | -1.12% |
Volatility
CTSIX vs. VRTGX - Volatility Comparison
Calamos Timpani Small Cap Growth Fund (CTSIX) has a higher volatility of 13.35% compared to Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) at 8.82%. This indicates that CTSIX's price experiences larger fluctuations and is considered to be riskier than VRTGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTSIX | VRTGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.35% | 8.82% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 21.82% | 16.59% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 25.39% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.87% | 24.53% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.76% | 24.45% | +5.31% |