FGSKX vs. CTIGX
FGSKX (Federated Hermes MDT Mid Cap Growth Fund Class R6) and CTIGX (Calamos Timpani SMID Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, FGSKX returned 8.20%/yr vs 7.68%/yr for CTIGX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. FGSKX charges 0.84%/yr vs 1.10%/yr for CTIGX.
Performance
FGSKX vs. CTIGX - Performance Comparison
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Returns By Period
In the year-to-date period, FGSKX achieves a -0.65% return, which is significantly lower than CTIGX's 13.72% return.
FGSKX
- 1D
- 2.57%
- 1M
- -1.51%
- 6M
- 0.27%
- YTD
- -0.65%
- 1Y
- -1.59%
- 3Y*
- 15.86%
- 5Y*
- 8.20%
- 10Y*
- 14.83%
- ALL TIME*
- 9.81%
CTIGX
- 1D
- 3.61%
- 1M
- -9.09%
- 6M
- 13.72%
- YTD
- 13.72%
- 1Y
- 33.66%
- 3Y*
- 25.27%
- 5Y*
- 7.68%
- 10Y*
- —
- ALL TIME*
- 13.26%
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 |
FGSKX vs. CTIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | -0.65% | 10.90% | 33.36% | 27.45% | -24.38% | 22.74% | 35.92% | -0.45% |
CTIGX Calamos Timpani SMID Growth Fund | 13.72% | 21.21% | 44.09% | 12.26% | -34.88% | 7.64% | 58.94% | -3.80% |
Correlation
The correlation between FGSKX and CTIGX is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2019 | 0.77 |
Over the past year, the correlation between FGSKX and CTIGX has dropped to 0.29 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
FGSKX vs. CTIGX — Risk / Return Rank
FGSKX
CTIGX
FGSKX vs. CTIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Calamos Timpani SMID Growth Fund (CTIGX). 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.
| FGSKX | CTIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 1.90 | -1.97 |
| Martin ratioReturn relative to average drawdown | -0.18 | 7.98 | -8.17 |
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Drawdowns
FGSKX vs. CTIGX - Drawdown Comparison
The maximum FGSKX drawdown since its inception was -55.05%, which is greater than CTIGX's maximum drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for FGSKX and CTIGX.
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Drawdown Indicators
| FGSKX | CTIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.05% | -46.26% | -8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -16.83% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -24.47% | -29.30% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -35.68% | -46.26% | +10.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | — | — |
Current DrawdownCurrent decline from peak | -5.62% | -13.83% | +8.21% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -18.30% | +7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 4.00% | +1.53% |
Volatility
FGSKX vs. CTIGX - Volatility Comparison
The current volatility for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) is 4.98%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 9.62%. This indicates that FGSKX experiences smaller price fluctuations and is considered to be less risky than CTIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSKX | CTIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 9.62% | -4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 23.84% | -10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 29.20% | -11.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.55% | 27.53% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 29.28% | -6.94% |
FGSKX vs. CTIGX - Expense Ratio Comparison
FGSKX has a 0.84% expense ratio, which is lower than CTIGX's 1.10% expense ratio.
Dividends
FGSKX vs. CTIGX - Dividend Comparison
FGSKX's dividend yield for the trailing twelve months is around 5.40%, more than CTIGX's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTIGX Calamos Timpani SMID Growth Fund | 4.03% | 4.59% | 2.80% | 0.00% | 0.00% | 11.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FGSKX Federated Hermes MDT Mid Cap Growth Fund Class R6 | 5.40% | 5.37% | 4.70% | 0.00% | 2.52% | 28.15% | 7.60% | 8.72% | 15.47% | 14.82% | 0.89% | 26.74% |
Frequently Asked Questions
FGSKX and CTIGX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTIGX has higher volatility (9.62%) compared to FGSKX (4.98%). In terms of maximum drawdown, FGSKX dropped -55.05% vs CTIGX's -46.26%.
CTIGX currently has the higher Sharpe Ratio (1.10 vs -0.06), 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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