JMGRX vs. CTIGX
Compare and contrast key facts about Janus Enterprise Fund Class I (JMGRX) and Calamos Timpani SMID Growth Fund (CTIGX).
JMGRX is a passively managed fund by Janus Henderson that tracks the performance of the Russell Midcap® Growth Index. It was launched on Sep 1, 1992. CTIGX is managed by Calamos. It was launched on Jul 31, 2019.
Performance
JMGRX vs. CTIGX - Performance Comparison
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JMGRX vs. CTIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | -5.96% | 7.66% | 15.28% | 18.03% | -15.99% | 17.07% | 20.43% | 5.26% |
CTIGX Calamos Timpani SMID Growth Fund | 0.46% | 21.21% | 44.09% | 12.26% | -34.88% | 7.64% | 58.94% | -3.80% |
Returns By Period
In the year-to-date period, JMGRX achieves a -5.96% return, which is significantly lower than CTIGX's 0.46% return.
JMGRX
- 1D
- 2.71%
- 1M
- -5.70%
- YTD
- -5.96%
- 6M
- -3.90%
- 1Y
- 5.15%
- 3Y*
- 8.29%
- 5Y*
- 4.92%
- 10Y*
- 11.60%
CTIGX
- 1D
- 5.87%
- 1M
- -6.37%
- YTD
- 0.46%
- 6M
- 4.63%
- 1Y
- 39.29%
- 3Y*
- 23.19%
- 5Y*
- 5.06%
- 10Y*
- —
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JMGRX vs. CTIGX - Expense Ratio Comparison
JMGRX has a 0.76% expense ratio, which is lower than CTIGX's 1.10% expense ratio.
Return for Risk
JMGRX vs. CTIGX — Risk / Return Rank
JMGRX
CTIGX
JMGRX vs. CTIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Enterprise Fund Class I (JMGRX) 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.
| JMGRX | CTIGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.37 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.93 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 3.51 | -3.06 |
Martin ratioReturn relative to average drawdown | 1.57 | 12.62 | -11.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JMGRX | CTIGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.37 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.19 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.41 | +0.17 |
Correlation
The correlation between JMGRX and CTIGX is 0.82, 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
JMGRX vs. CTIGX - Dividend Comparison
JMGRX's dividend yield for the trailing twelve months is around 7.93%, more than CTIGX's 4.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JMGRX Janus Enterprise Fund Class I | 7.93% | 7.46% | 6.97% | 7.46% | 10.42% | 15.91% | 8.44% | 4.47% | 6.42% | 1.77% | 1.81% | 3.63% |
CTIGX Calamos Timpani SMID Growth Fund | 4.57% | 4.59% | 2.80% | 0.00% | 0.00% | 11.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JMGRX vs. CTIGX - Drawdown Comparison
The maximum JMGRX drawdown since its inception was -55.48%, which is greater than CTIGX's maximum drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for JMGRX and CTIGX.
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Drawdown Indicators
| JMGRX | CTIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -46.26% | -9.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.56% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -46.26% | +22.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | — | — |
Current DrawdownCurrent decline from peak | -8.99% | -6.37% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -19.05% | +13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 3.21% | +0.39% |
Volatility
JMGRX vs. CTIGX - Volatility Comparison
The current volatility for Janus Enterprise Fund Class I (JMGRX) is 5.41%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 12.85%. This indicates that JMGRX 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
| JMGRX | CTIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 12.85% | -7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 20.84% | -10.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.66% | 28.76% | -10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 26.85% | -9.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 29.11% | -10.44% |