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IBGIX vs. CTIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGIX vs. CTIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY Baron Growth Portfolio (IBGIX) and Calamos Timpani SMID Growth Fund (CTIGX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)2025202420232022202120202019
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

Compare historical risk-adjusted metric ranks over the past 12 months.

IBGIX
IBGIX Risk / Return Rank: 00
Overall Rank
IBGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
IBGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
IBGIX Omega Ratio Rank: 00
Omega Ratio Rank
IBGIX Calmar Ratio Rank: 00
Calmar Ratio Rank
IBGIX Martin Ratio Rank: 00
Martin Ratio Rank

CTIGX
CTIGX Risk / Return Rank: 4343
Overall Rank
CTIGX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 3333
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


IBGIXCTIGXDifference
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

IBGIX vs. CTIGX - Sharpe Ratio Comparison

The current IBGIX Sharpe Ratio is -1.15, which is lower than the CTIGX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IBGIX and CTIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IBGIXCTIGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-30.18%

-13.83%

-16.35%

Average Drawdown

Average peak-to-trough decline

-14.21%

-18.30%

+4.09%

Ulcer Index

Depth 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


IBGIXCTIGXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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