IBGIX vs. CTIGX
IBGIX (VY Baron Growth Portfolio) and CTIGX (Calamos Timpani SMID Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, IBGIX returned -4.62%/yr vs 7.68%/yr for CTIGX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. IBGIX charges 0.99%/yr vs 1.10%/yr for CTIGX.
Performance
IBGIX vs. CTIGX - Performance Comparison
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Returns By Period
In the year-to-date period, IBGIX achieves a -14.46% return, which is significantly lower than CTIGX's 13.72% return.
IBGIX
- 1D
- -0.73%
- 1M
- -5.19%
- 6M
- -10.65%
- YTD
- -14.46%
- 1Y
- -19.23%
- 3Y*
- -7.10%
- 5Y*
- -4.62%
- 10Y*
- 14.33%
- ALL TIME*
- 8.56%
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 |
IBGIX vs. CTIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -14.46% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | 103.25% |
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 IBGIX and CTIGX is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2019 | 0.70 |
Over the past year, the correlation between IBGIX and CTIGX has dropped to 0.21 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
IBGIX vs. CTIGX — Risk / Return Rank
IBGIX
CTIGX
IBGIX vs. CTIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) 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.
| IBGIX | CTIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.20 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.90 | -2.85 |
| Martin ratioReturn relative to average drawdown | -1.60 | 7.98 | -9.58 |
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Drawdowns
IBGIX vs. CTIGX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, which is greater than CTIGX's maximum drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for IBGIX and CTIGX.
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Drawdown Indicators
| IBGIX | CTIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -46.26% | -11.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -16.83% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -29.30% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -46.26% | +11.88% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | — | — |
Current DrawdownCurrent decline from peak | -30.18% | -13.83% | -16.35% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -18.30% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.37% | 4.00% | +10.37% |
Volatility
IBGIX vs. CTIGX - Volatility Comparison
The current volatility for VY Baron Growth Portfolio (IBGIX) is 6.58%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 9.62%. This indicates that IBGIX 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
| IBGIX | CTIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 9.62% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 23.84% | -9.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 29.20% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 27.53% | -6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.99% | 29.28% | +6.71% |
IBGIX vs. CTIGX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is lower than CTIGX's 1.10% expense ratio.
Dividends
IBGIX vs. CTIGX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 301.33%, 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% |
IBGIX VY Baron Growth Portfolio | 301.33% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 107.13% | 11.51% | 12.13% | 11.71% | 8.93% |
Frequently Asked Questions
IBGIX and CTIGX have a correlation of 0.21, 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 IBGIX (6.58%). In terms of maximum drawdown, IBGIX dropped -57.44% vs CTIGX's -46.26%.
CTIGX currently has the higher Sharpe Ratio (1.10 vs -1.15), 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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