IAXIX vs. CTIGX
IAXIX (VY T. Rowe Price Diversified Mid Cap Growth Portfolio) and CTIGX (Calamos Timpani SMID Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, IAXIX returned 5.34%/yr vs 7.63%/yr for CTIGX. Their correlation of 0.87 means they have usually moved in the same direction. IAXIX charges 0.78%/yr vs 1.10%/yr for CTIGX.
Performance
IAXIX vs. CTIGX - Performance Comparison
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Returns By Period
In the year-to-date period, IAXIX achieves a 2.00% return, which is significantly lower than CTIGX's 13.49% return.
IAXIX
- 1D
- -0.27%
- 1M
- -3.86%
- 6M
- 1.72%
- YTD
- 2.00%
- 1Y
- -0.72%
- 3Y*
- 12.70%
- 5Y*
- 5.34%
- 10Y*
- 12.41%
- ALL TIME*
- 9.55%
CTIGX
- 1D
- -0.20%
- 1M
- -9.27%
- 6M
- 11.44%
- YTD
- 13.49%
- 1Y
- 33.39%
- 3Y*
- 25.23%
- 5Y*
- 7.63%
- 10Y*
- —
- ALL TIME*
- 13.22%
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 |
IAXIX vs. CTIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IAXIX VY T. Rowe Price Diversified Mid Cap Growth Portfolio | 2.00% | 10.02% | 23.56% | 20.96% | -24.03% | 13.90% | 31.84% | 4.24% |
CTIGX Calamos Timpani SMID Growth Fund | 13.49% | 21.21% | 44.09% | 12.26% | -34.88% | 7.64% | 58.94% | -3.80% |
Correlation
The correlation between IAXIX and CTIGX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2019 | 0.87 |
The correlation between IAXIX and CTIGX has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
IAXIX vs. CTIGX — Risk / Return Rank
IAXIX
CTIGX
IAXIX vs. CTIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) 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.
| IAXIX | CTIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.85 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.16 | 7.59 | -7.75 |
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Drawdowns
IAXIX vs. CTIGX - Drawdown Comparison
The maximum IAXIX drawdown since its inception was -57.55%, which is greater than CTIGX's maximum drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for IAXIX and CTIGX.
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Drawdown Indicators
| IAXIX | CTIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.55% | -46.26% | -11.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -16.83% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.22% | -29.30% | +4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.55% | -46.26% | +10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.92% | — | — |
Current DrawdownCurrent decline from peak | -6.11% | -14.01% | +7.90% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -18.30% | +9.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 4.10% | +0.57% |
Volatility
IAXIX vs. CTIGX - Volatility Comparison
The current volatility for VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) is 5.23%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 9.58%. This indicates that IAXIX 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
| IAXIX | CTIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 9.58% | -4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 23.85% | -9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 29.17% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 27.52% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 29.27% | -7.65% |
IAXIX vs. CTIGX - Expense Ratio Comparison
IAXIX has a 0.78% expense ratio, which is lower than CTIGX's 1.10% expense ratio.
Dividends
IAXIX vs. CTIGX - Dividend Comparison
IAXIX's dividend yield for the trailing twelve months is around 14.53%, more than CTIGX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTIGX Calamos Timpani SMID Growth Fund | 4.04% | 4.59% | 2.80% | 0.00% | 0.00% | 11.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAXIX VY T. Rowe Price Diversified Mid Cap Growth Portfolio | 14.53% | 14.82% | 10.16% | 0.13% | 33.01% | 16.53% | 7.02% | 10.49% | 11.65% | 7.56% | 13.36% | 17.67% |
Frequently Asked Questions
IAXIX and CTIGX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTIGX has higher volatility (9.58%) compared to IAXIX (5.23%). In terms of maximum drawdown, IAXIX dropped -57.55% vs CTIGX's -46.26%.
CTIGX currently has the higher Sharpe Ratio (1.07 vs -0.04), 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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