DFDSX vs. CTSIX
DFDSX (DF Dent Small Cap Growth Fund) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, DFDSX returned -0.16%/yr vs 7.39%/yr for CTSIX. Their correlation of 0.81 means they have usually moved in the same direction. Both charge a 1.05% expense ratio.
Performance
DFDSX vs. CTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, DFDSX achieves a 3.78% return, which is significantly lower than CTSIX's 19.41% return.
DFDSX
- 1D
- 0.73%
- 1M
- -1.63%
- 6M
- 4.97%
- YTD
- 3.78%
- 1Y
- 2.32%
- 3Y*
- 4.81%
- 5Y*
- -0.16%
- 10Y*
- 8.90%
- ALL TIME*
- 8.48%
CTSIX
- 1D
- 3.86%
- 1M
- -9.55%
- 6M
- 20.97%
- YTD
- 19.41%
- 1Y
- 40.16%
- 3Y*
- 27.23%
- 5Y*
- 7.39%
- 10Y*
- —
- ALL TIME*
- 14.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DFDSX vs. CTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DFDSX DF Dent Small Cap Growth Fund | 3.78% | -3.25% | 10.91% | 22.27% | -30.31% | 14.54% | 34.68% | 7.97% |
CTSIX Calamos Timpani Small Cap Growth Fund | 19.41% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
Correlation
The correlation between DFDSX and CTSIX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019 | 0.81 |
Over the past year, the correlation between DFDSX and CTSIX has dropped to 0.56 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DFDSX vs. CTSIX — Risk / Return Rank
DFDSX
CTSIX
DFDSX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DF Dent Small Cap Growth Fund (DFDSX) and Calamos Timpani Small Cap Growth Fund (CTSIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFDSX | CTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.22 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.15 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.12 | 9.15 | -9.27 |
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Drawdowns
DFDSX vs. CTSIX - Drawdown Comparison
The maximum DFDSX drawdown since its inception was -37.88%, smaller than the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for DFDSX and CTSIX.
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Drawdown Indicators
| DFDSX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.88% | -50.83% | +12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -17.99% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.53% | -28.40% | +3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -37.88% | -50.60% | +12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | — | — |
Current DrawdownCurrent decline from peak | -9.74% | -14.82% | +5.08% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -20.30% | +10.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.20% | 4.22% | +2.98% |
Volatility
DFDSX vs. CTSIX - Volatility Comparison
The current volatility for DF Dent Small Cap Growth Fund (DFDSX) is 4.30%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 10.53%. This indicates that DFDSX experiences smaller price fluctuations and is considered to be less risky than CTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFDSX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 10.53% | -6.23% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 25.50% | -11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 31.00% | -12.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.29% | 28.61% | -6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 30.02% | -8.31% |
DFDSX vs. CTSIX - Expense Ratio Comparison
Both DFDSX and CTSIX have an expense ratio of 1.05%.
Dividends
DFDSX vs. CTSIX - Dividend Comparison
Neither DFDSX nor CTSIX has paid dividends to shareholders.
| Position | 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% |
DFDSX DF Dent Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.29% | 2.06% | 1.46% | 7.54% | 0.00% | 0.00% | 0.99% |
Frequently Asked Questions
DFDSX and CTSIX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTSIX has higher volatility (10.53%) compared to DFDSX (4.30%). In terms of maximum drawdown, DFDSX dropped -37.88% vs CTSIX's -50.83%.
CTSIX currently has the higher Sharpe Ratio (1.25 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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