LADYX vs. CTSIX

Last updated Aug 6, 2026

LADYX (Lord Abbett Developing Growth Fund Class I) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, LADYX returned 2.76%/yr vs 8.44%/yr for CTSIX. Their correlation of 0.94 means they have usually moved in the same direction. LADYX charges 0.67%/yr vs 1.05%/yr for CTSIX.

Performance

LADYX vs. CTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lord Abbett Developing Growth Fund Class I (LADYX) and Calamos Timpani Small Cap Growth Fund (CTSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LADYX achieves a 24.86% return, which is significantly lower than CTSIX's 26.84% return.

LADYX

• 1D: 3.04%
• 1M: -5.24%
• 6M: 24.24%
• YTD: 24.86%
• 1Y: 41.66%
• 3Y*: 20.84%
• 5Y*: 2.76%
• 10Y*: 13.72%
• ALL TIME*: 9.63%

CTSIX

• 1D: 3.41%
• 1M: -4.80%
• 6M: 28.77%
• YTD: 26.84%
• 1Y: 46.35%
• 3Y*: 30.85%
• 5Y*: 8.44%
• 10Y*: —
• ALL TIME*: 15.51%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CTSIX Calamos Timpani Small Cap Growth Fund	$0.00	$0.00	$0.00
LADYX Lord Abbett Developing Growth Fund Class I	$0.00	$0.00	$0.00

LADYX vs. CTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LADYX Lord Abbett Developing Growth Fund Class I	24.86%	14.64%	22.21%	8.74%	-35.92%	-2.50%	72.82%	-1.60%
CTSIX Calamos Timpani Small Cap Growth Fund	26.84%	25.90%	44.34%	7.57%	-37.30%	9.12%	63.38%	1.20%

Correlation

The correlation between LADYX and CTSIX is 0.92, 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.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019	0.94

The correlation between LADYX and CTSIX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

LADYX vs. CTSIX — Risk / Return Rank

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

LADYX

LADYX Risk / Return Rank: 40
LADYX Sharpe Ratio Rank: 35
LADYX Sortino Ratio Rank: 33
LADYX Omega Ratio Rank: 32
LADYX Calmar Ratio Rank: 51
LADYX Martin Ratio Rank: 49

CTSIX

CTSIX Risk / Return Rank: 49
CTSIX Sharpe Ratio Rank: 40
CTSIX Sortino Ratio Rank: 37
CTSIX Omega Ratio Rank: 35
CTSIX Calmar Ratio Rank: 64
CTSIX Martin Ratio Rank: 70

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.

LADYX vs. CTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lord Abbett Developing Growth Fund Class I (LADYX) 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.

	LADYX	CTSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.33	1.45	-0.12
Sortino ratio: Return per unit of downside risk	1.87	2.02	-0.16
Omega ratio: Gain probability vs. loss probability	1.24	1.25	-0.02
Calmar ratio: Return relative to maximum drawdown	2.20	2.51	-0.31
Martin ratio: Return relative to average drawdown	7.78	10.17	-2.39

LADYX vs. CTSIX - Sharpe Ratio Comparison

The current LADYX Sharpe Ratio is 1.33, which is comparable to the CTSIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of LADYX and CTSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LADYX vs. CTSIX - Drawdown Comparison

The maximum LADYX drawdown since its inception was -60.18%, which is greater than CTSIX's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for LADYX and CTSIX.

Drawdown Indicators

	LADYX	CTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-60.18%	-50.83%	-9.35%
Max Drawdown (1Y) Largest decline over 1 year	-18.41%	-17.99%	-0.42%
Max Drawdown (3Y) Largest decline over 3 years	-32.06%	-28.40%	-3.66%
Max Drawdown (5Y) Largest decline over 5 years	-50.98%	-50.60%	-0.38%
Max Drawdown (10Y) Largest decline over 10 years	-54.05%	—	—
Current Drawdown Current decline from peak	-9.80%	-9.52%	-0.28%
Average Drawdown Average peak-to-trough decline	-20.06%	-20.29%	+0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.19%	4.44%	+0.75%

Volatility

LADYX vs. CTSIX - Volatility Comparison

Lord Abbett Developing Growth Fund Class I (LADYX) and Calamos Timpani Small Cap Growth Fund (CTSIX) have volatilities of 11.42% and 11.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LADYX	CTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.42%	11.06%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	25.64%	25.74%	-0.10%
Volatility (1Y) Calculated over the trailing 1-year period	30.49%	31.21%	-0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.42%	28.68%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.60%	30.04%	-2.44%

LADYX vs. CTSIX - Expense Ratio Comparison

LADYX has a 0.67% expense ratio, which is lower than CTSIX's 1.05% expense ratio.

Dividends

LADYX vs. CTSIX - Dividend Comparison

Neither LADYX nor CTSIX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
LADYX Lord Abbett Developing Growth Fund Class I	0.00%	0.00%	0.21%	0.00%	0.00%	9.60%	7.58%	18.36%	28.34%	0.00%	0.00%	8.82%

Frequently Asked Questions

Can I hold both LADYX and CTSIX in my portfolio?

With a correlation of 0.92, LADYX 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.

Which is riskier, LADYX or CTSIX?

LADYX has higher volatility (11.42%) compared to CTSIX (11.06%). In terms of maximum drawdown, LADYX dropped -60.18% vs CTSIX's -50.83%.

Which has better risk-adjusted returns?

CTSIX currently has the higher Sharpe Ratio (1.45 vs 1.33), 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.