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FGSKX vs. CTIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGSKX vs. CTIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) and Calamos Timpani SMID Growth Fund (CTIGX). The values are adjusted to include any dividend payments, if applicable.

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FGSKX vs. CTIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FGSKX
Federated Hermes MDT Mid Cap Growth Fund Class R6
-9.48%10.90%33.36%27.45%-24.38%22.74%35.92%0.27%
CTIGX
Calamos Timpani SMID Growth Fund
-5.11%21.21%44.09%12.26%-34.88%7.64%58.94%-3.80%

Returns By Period

In the year-to-date period, FGSKX achieves a -9.48% return, which is significantly lower than CTIGX's -5.11% return.


FGSKX

1D
-0.81%
1M
-9.32%
YTD
-9.48%
6M
-11.69%
1Y
8.47%
3Y*
15.86%
5Y*
9.58%
10Y*
13.79%

CTIGX

1D
-3.45%
1M
-9.97%
YTD
-5.11%
6M
-0.49%
1Y
31.37%
3Y*
20.88%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGSKX vs. CTIGX - Expense Ratio Comparison

FGSKX has a 0.84% expense ratio, which is lower than CTIGX's 1.10% expense ratio.


Return for Risk

FGSKX vs. CTIGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGSKX
FGSKX Risk / Return Rank: 1212
Overall Rank
FGSKX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FGSKX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FGSKX Omega Ratio Rank: 1212
Omega Ratio Rank
FGSKX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FGSKX Martin Ratio Rank: 1313
Martin Ratio Rank

CTIGX
CTIGX Risk / Return Rank: 7373
Overall Rank
CTIGX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 5656
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


FGSKXCTIGXDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.17

-0.88

Sortino ratio

Return per unit of downside risk

0.56

1.68

-1.12

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.42

2.60

-2.19

Martin ratio

Return relative to average drawdown

1.30

9.43

-8.14

FGSKX vs. CTIGX - Sharpe Ratio Comparison

The current FGSKX Sharpe Ratio is 0.28, which is lower than the CTIGX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FGSKX and CTIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGSKXCTIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.17

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.16

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.38

+0.04

Correlation

The correlation between FGSKX and CTIGX is 0.77, 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

FGSKX vs. CTIGX - Dividend Comparison

FGSKX's dividend yield for the trailing twelve months is around 5.93%, more than CTIGX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
FGSKX
Federated Hermes MDT Mid Cap Growth Fund Class R6
5.93%5.37%4.70%0.00%2.52%28.15%7.60%8.72%15.47%14.82%0.89%26.74%
CTIGX
Calamos Timpani SMID Growth Fund
4.84%4.59%2.80%0.00%0.00%11.76%0.00%0.00%0.00%0.00%0.00%0.00%

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


FGSKXCTIGXDifference

Max Drawdown

Largest peak-to-trough decline

-55.05%

-46.26%

-8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-11.56%

-2.45%

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 Drawdown

Current decline from peak

-14.01%

-11.56%

-2.45%

Average Drawdown

Average peak-to-trough decline

-10.90%

-19.06%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.19%

+1.31%

Volatility

FGSKX vs. CTIGX - Volatility Comparison

The current volatility for Federated Hermes MDT Mid Cap Growth Fund Class R6 (FGSKX) is 5.42%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 11.44%. 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


FGSKXCTIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

11.44%

-6.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

20.05%

-5.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

28.24%

-7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.41%

26.74%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.35%

29.03%

-6.68%