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MERDX vs. CTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MERDX vs. CTSIX - Performance Comparison

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

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MERDX vs. CTSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MERDX
Meridian Growth Fund
-10.55%-6.25%6.42%15.29%-29.13%15.58%24.93%9.00%
CTSIX
Calamos Timpani Small Cap Growth Fund
-4.77%25.90%44.34%7.57%-37.30%9.12%63.38%1.20%

Returns By Period

In the year-to-date period, MERDX achieves a -10.55% return, which is significantly lower than CTSIX's -4.77% return.


MERDX

1D
-1.13%
1M
-9.36%
YTD
-10.55%
6M
-10.85%
1Y
-8.85%
3Y*
-2.55%
5Y*
-5.02%
10Y*
5.88%

CTSIX

1D
-3.92%
1M
-9.84%
YTD
-4.77%
6M
-1.18%
1Y
36.02%
3Y*
20.88%
5Y*
2.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MERDX vs. CTSIX - Expense Ratio Comparison

MERDX has a 0.85% expense ratio, which is lower than CTSIX's 1.05% expense ratio.


Return for Risk

MERDX vs. CTSIX — Risk / Return Rank

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

MERDX
MERDX Risk / Return Rank: 22
Overall Rank
MERDX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MERDX Sortino Ratio Rank: 22
Sortino Ratio Rank
MERDX Omega Ratio Rank: 22
Omega Ratio Rank
MERDX Calmar Ratio Rank: 22
Calmar Ratio Rank
MERDX Martin Ratio Rank: 22
Martin Ratio Rank

CTSIX
CTSIX Risk / Return Rank: 7979
Overall Rank
CTSIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CTSIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CTSIX Omega Ratio Rank: 6363
Omega Ratio Rank
CTSIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
CTSIX Martin Ratio Rank: 9191
Martin Ratio Rank
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.

MERDX vs. CTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meridian Growth Fund (MERDX) 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.


MERDXCTSIXDifference

Sharpe ratio

Return per unit of total volatility

-0.48

1.29

-1.77

Sortino ratio

Return per unit of downside risk

-0.56

1.84

-2.39

Omega ratio

Gain probability vs. loss probability

0.93

1.24

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.48

2.78

-3.26

Martin ratio

Return relative to average drawdown

-1.37

10.72

-12.09

MERDX vs. CTSIX - Sharpe Ratio Comparison

The current MERDX Sharpe Ratio is -0.48, which is lower than the CTSIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MERDX and CTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MERDXCTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

1.29

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

0.11

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Correlation

The correlation between MERDX and CTSIX is 0.81, 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

MERDX vs. CTSIX - Dividend Comparison

MERDX's dividend yield for the trailing twelve months is around 10.09%, while CTSIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MERDX
Meridian Growth Fund
10.09%9.03%0.24%0.00%13.80%15.49%0.88%9.15%16.44%7.07%0.57%12.17%
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%

Drawdowns

MERDX vs. CTSIX - Drawdown Comparison

The maximum MERDX drawdown since its inception was -48.45%, roughly equal to the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for MERDX and CTSIX.


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Drawdown Indicators


MERDXCTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.45%

-50.83%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-12.38%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-50.60%

+12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

Current Drawdown

Current decline from peak

-32.68%

-12.38%

-20.30%

Average Drawdown

Average peak-to-trough decline

-10.22%

-21.13%

+10.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

3.20%

+2.47%

Volatility

MERDX vs. CTSIX - Volatility Comparison

The current volatility for Meridian Growth Fund (MERDX) is 5.71%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 12.38%. This indicates that MERDX 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


MERDXCTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

12.38%

-6.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

21.14%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.35%

29.23%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.37%

27.79%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

29.69%

-8.42%