LAGWX vs. CTSIX

Last updated Jun 24, 2026

LAGWX (Lord Abbett Developing Growth Fund) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, LAGWX returned 4.82%/yr vs 10.12%/yr for CTSIX. Their correlation of 0.94 suggests significant overlap in exposure. LAGWX charges 0.93%/yr vs 1.05%/yr for CTSIX.

Performance

LAGWX vs. CTSIX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with LAGWX having a 37.61% return and CTSIX slightly higher at 37.63%.

LAGWX

• 1D: 1.55%
• 1M: 8.02%
• YTD: 37.61%
• 6M: 33.50%
• 1Y: 62.99%
• 3Y*: 24.23%
• 5Y*: 4.82%
• 10Y*: 15.86%

CTSIX

• 1D: 0.66%
• 1M: 6.42%
• YTD: 37.63%
• 6M: 34.34%
• 1Y: 67.96%
• 3Y*: 35.10%
• 5Y*: 10.12%
• 10Y*: —

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

LAGWX vs. CTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LAGWX Lord Abbett Developing Growth Fund	37.61%	14.37%	21.89%	8.50%	-36.09%	-2.77%	72.40%	-1.81%
CTSIX Calamos Timpani Small Cap Growth Fund	37.63%	25.90%	44.34%	7.57%	-37.30%	9.12%	63.38%	1.20%

Correlation

The correlation between LAGWX and CTSIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019	0.94

The correlation between LAGWX and CTSIX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

Return for Risk

LAGWX vs. CTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LAGWX

LAGWX Risk / Return Rank: 74
LAGWX Sharpe Ratio Rank: 76
LAGWX Sortino Ratio Rank: 58
LAGWX Omega Ratio Rank: 58
LAGWX Calmar Ratio Rank: 91
LAGWX Martin Ratio Rank: 90

CTSIX

CTSIX Risk / Return Rank: 79
CTSIX Sharpe Ratio Rank: 80
CTSIX Sortino Ratio Rank: 63
CTSIX Omega Ratio Rank: 60
CTSIX Calmar Ratio Rank: 96
CTSIX Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LAGWX vs. CTSIX - Risk-Adjusted Trends Comparison

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

	LAGWX	CTSIX	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.43	-0.09
Sortino ratio: Return per unit of downside risk	2.91	3.03	-0.11
Omega ratio: Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio: Return relative to maximum drawdown	4.46	5.75	-1.29
Martin ratio: Return relative to average drawdown	16.32	22.69	-6.38

LAGWX vs. CTSIX - Sharpe Ratio Comparison

The current LAGWX Sharpe Ratio is 2.33, which is comparable to the CTSIX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of LAGWX 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

LAGWX vs. CTSIX - Drawdown Comparison

The maximum LAGWX drawdown since its inception was -60.31%, which is greater than CTSIX's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for LAGWX and CTSIX.

Drawdown Indicators

	LAGWX	CTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-60.31%	-50.83%	-9.48%
Max Drawdown (1Y) Largest decline over 1 year	-14.72%	-12.38%	-2.34%
Max Drawdown (3Y) Largest decline over 3 years	-32.10%	-28.40%	-3.70%
Max Drawdown (5Y) Largest decline over 5 years	-51.25%	-50.60%	-0.65%
Max Drawdown (10Y) Largest decline over 10 years	-54.38%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-17.05%	-20.49%	+3.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.01%	3.13%	+0.88%

Volatility

LAGWX vs. CTSIX - Volatility Comparison

The current volatility for Lord Abbett Developing Growth Fund (LAGWX) is 10.56%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 11.67%. This indicates that LAGWX 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.

Volatility by Period

	LAGWX	CTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.56%	11.67%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	22.96%	23.15%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	28.16%	29.38%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.98%	28.33%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.40%	29.92%	-2.52%

LAGWX vs. CTSIX - Expense Ratio Comparison

LAGWX has a 0.93% expense ratio, which is lower than CTSIX's 1.05% expense ratio.

Dividends

LAGWX vs. CTSIX - Dividend Comparison

Neither LAGWX 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%
LAGWX Lord Abbett Developing Growth Fund	0.00%	0.00%	0.03%	0.00%	0.00%	12.60%	9.67%	22.87%	33.87%	0.00%	0.00%	10.03%

Frequently Asked Questions

Can I hold both LAGWX and CTSIX in my portfolio?

With a correlation of 0.90, LAGWX 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, LAGWX or CTSIX?

CTSIX has higher volatility (11.67%) compared to LAGWX (10.56%). In terms of maximum drawdown, LAGWX dropped -60.31% vs CTSIX's -50.83%.

Which has better risk-adjusted returns?

CTSIX currently has the higher Sharpe Ratio (2.43 vs 2.33), 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.