JSJIX vs. CTSIX
JSJIX (John Hancock Funds Small Cap Growth Fund) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, JSJIX returned 0.49%/yr vs 7.39%/yr for CTSIX. Their correlation of 0.93 means they have usually moved in the same direction. JSJIX charges 1.03%/yr vs 1.05%/yr for CTSIX.
Performance
JSJIX vs. CTSIX - Performance Comparison
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Returns By Period
In the year-to-date period, JSJIX achieves a 9.02% return, which is significantly lower than CTSIX's 19.41% return.
JSJIX
- 1D
- 3.28%
- 1M
- -7.18%
- 6M
- 2.96%
- YTD
- 9.02%
- 1Y
- 14.42%
- 3Y*
- 11.71%
- 5Y*
- 0.49%
- 10Y*
- —
- ALL TIME*
- 7.06%
CTSIX
- 1D
- 3.86%
- 1M
- -9.55%
- 6M
- 20.97%
- YTD
- 19.41%
- 1Y
- 40.16%
- 3Y*
- 27.23%
- 5Y*
- 7.39%
- 10Y*
- —
- ALL TIME*
- 14.57%
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 |
JSJIX vs. CTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JSJIX John Hancock Funds Small Cap Growth Fund | 9.02% | 2.06% | 30.50% | 6.09% | -36.93% | 23.89% | 40.32% | 0.66% |
CTSIX Calamos Timpani Small Cap Growth Fund | 19.41% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
Correlation
The correlation between JSJIX and CTSIX is 0.91, 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. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019 | 0.93 |
The correlation between JSJIX and CTSIX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
JSJIX vs. CTSIX — Risk / Return Rank
JSJIX
CTSIX
JSJIX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Small Cap Growth Fund (JSJIX) and Calamos Timpani Small Cap Growth Fund (CTSIX). 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.
| JSJIX | CTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.15 | -1.38 |
| Martin ratioReturn relative to average drawdown | 2.47 | 9.15 | -6.68 |
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Drawdowns
JSJIX vs. CTSIX - Drawdown Comparison
The maximum JSJIX drawdown since its inception was -46.12%, smaller than the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for JSJIX and CTSIX.
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Drawdown Indicators
| JSJIX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.12% | -50.83% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.28% | -17.99% | +3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -26.27% | -28.40% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -46.12% | -50.60% | +4.48% |
Current DrawdownCurrent decline from peak | -11.46% | -14.82% | +3.36% |
Average DrawdownAverage peak-to-trough decline | -17.80% | -20.30% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 4.22% | +0.25% |
Volatility
JSJIX vs. CTSIX - Volatility Comparison
The current volatility for John Hancock Funds Small Cap Growth Fund (JSJIX) is 7.73%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 10.53%. This indicates that JSJIX experiences smaller price fluctuations and is considered to be less risky than CTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JSJIX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 10.53% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 19.99% | 25.50% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.05% | 31.00% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.67% | 28.61% | -3.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 30.02% | -4.64% |
JSJIX vs. CTSIX - Expense Ratio Comparison
JSJIX has a 1.03% expense ratio, which is lower than CTSIX's 1.05% expense ratio.
Dividends
JSJIX vs. CTSIX - Dividend Comparison
JSJIX's dividend yield for the trailing twelve months is around 10.21%, while CTSIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CTSIX Calamos Timpani Small Cap Growth Fund | 0.00% | 0.00% | 2.58% | 0.00% | 0.00% | 0.00% | 3.77% | 4.95% | 0.00% |
JSJIX John Hancock Funds Small Cap Growth Fund | 10.21% | 11.13% | 7.62% | 0.00% | 0.00% | 34.08% | 3.69% | 0.00% | 3.76% |
Frequently Asked Questions
With a correlation of 0.91, JSJIX and CTSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CTSIX has higher volatility (10.53%) compared to JSJIX (7.73%). In terms of maximum drawdown, JSJIX dropped -46.12% vs CTSIX's -50.83%.
CTSIX currently has the higher Sharpe Ratio (1.25 vs 0.44), 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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