FAMFX vs. CTSIX
FAMFX (FAM Small Cap Fund) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, FAMFX returned 2.79%/yr vs 7.39%/yr for CTSIX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FAMFX charges 1.27%/yr vs 1.05%/yr for CTSIX.
Performance
FAMFX vs. CTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMFX achieves a 2.21% return, which is significantly lower than CTSIX's 19.41% return.
FAMFX
- 1D
- -1.82%
- 1M
- 1.53%
- 6M
- 2.84%
- YTD
- 2.21%
- 1Y
- -3.18%
- 3Y*
- 2.48%
- 5Y*
- 2.79%
- 10Y*
- 7.30%
- ALL TIME*
- 9.24%
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 | |
FAMFX FAM Small Cap Fund | $0.00 | $0.00 | $0.00 |
FAMFX vs. CTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FAMFX FAM Small Cap Fund | 2.21% | -11.60% | 12.43% | 20.10% | -12.42% | 27.72% | 10.10% | 14.51% |
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 FAMFX and CTSIX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019 | 0.68 |
Over the past year, the correlation between FAMFX and CTSIX has dropped to 0.27 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
FAMFX vs. CTSIX — Risk / Return Rank
FAMFX
CTSIX
FAMFX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Small Cap Fund (FAMFX) 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.
| FAMFX | CTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.15 | -2.47 |
| Martin ratioReturn relative to average drawdown | -0.57 | 9.15 | -9.72 |
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Drawdowns
FAMFX vs. CTSIX - Drawdown Comparison
The maximum FAMFX drawdown since its inception was -39.66%, smaller than the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for FAMFX and CTSIX.
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Drawdown Indicators
| FAMFX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -50.83% | +11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -17.99% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -28.71% | -28.40% | -0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -50.60% | +21.89% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | — | — |
Current DrawdownCurrent decline from peak | -16.95% | -14.82% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -20.30% | +14.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.17% | 4.22% | +7.95% |
Volatility
FAMFX vs. CTSIX - Volatility Comparison
The current volatility for FAM Small Cap Fund (FAMFX) is 6.60%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 10.53%. This indicates that FAMFX 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
| FAMFX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 10.53% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 25.50% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.35% | 31.00% | -12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 28.61% | -9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 30.02% | -10.46% |
FAMFX vs. CTSIX - Expense Ratio Comparison
FAMFX has a 1.27% expense ratio, which is higher than CTSIX's 1.05% expense ratio.
Dividends
FAMFX vs. CTSIX - Dividend Comparison
FAMFX's dividend yield for the trailing twelve months is around 3.34%, while CTSIX has not 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% |
FAMFX FAM Small Cap Fund | 3.34% | 3.41% | 4.43% | 6.44% | 0.36% | 6.55% | 0.00% | 0.47% | 10.85% | 2.15% | 2.99% | 0.24% |
Frequently Asked Questions
FAMFX and CTSIX have a correlation of 0.27, 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 FAMFX (6.60%). In terms of maximum drawdown, FAMFX dropped -39.66% vs CTSIX's -50.83%.
CTSIX currently has the higher Sharpe Ratio (1.25 vs -0.38), 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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