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MGOYX vs. CTIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGOYX vs. CTIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Munder Mid-Cap Core Growth Fund (MGOYX) and Calamos Timpani SMID Growth Fund (CTIGX). The values are adjusted to include any dividend payments, if applicable.

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MGOYX vs. CTIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MGOYX
Victory Munder Mid-Cap Core Growth Fund
2.25%12.03%10.93%14.82%-21.31%25.97%20.61%2.00%
CTIGX
Calamos Timpani SMID Growth Fund
-5.11%21.21%44.09%12.26%-34.88%7.64%58.94%-3.80%

Returns By Period

In the year-to-date period, MGOYX achieves a 2.25% return, which is significantly higher than CTIGX's -5.11% return.


MGOYX

1D
-1.45%
1M
-7.12%
YTD
2.25%
6M
1.84%
1Y
18.40%
3Y*
12.15%
5Y*
6.11%
10Y*
9.50%

CTIGX

1D
-3.45%
1M
-9.97%
YTD
-5.11%
6M
-0.49%
1Y
31.37%
3Y*
20.88%
5Y*
4.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGOYX vs. CTIGX - Expense Ratio Comparison

MGOYX has a 0.98% expense ratio, which is lower than CTIGX's 1.10% expense ratio.


Return for Risk

MGOYX vs. CTIGX — Risk / Return Rank

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

MGOYX
MGOYX Risk / Return Rank: 6161
Overall Rank
MGOYX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
MGOYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MGOYX Omega Ratio Rank: 5656
Omega Ratio Rank
MGOYX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MGOYX Martin Ratio Rank: 7171
Martin Ratio Rank

CTIGX
CTIGX Risk / Return Rank: 7373
Overall Rank
CTIGX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CTIGX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CTIGX Omega Ratio Rank: 5656
Omega Ratio Rank
CTIGX Calmar Ratio Rank: 9191
Calmar Ratio Rank
CTIGX Martin Ratio Rank: 8888
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.

MGOYX vs. CTIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Munder Mid-Cap Core Growth Fund (MGOYX) 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.


MGOYXCTIGXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.17

-0.11

Sortino ratio

Return per unit of downside risk

1.57

1.68

-0.12

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.45

2.60

-1.15

Martin ratio

Return relative to average drawdown

6.78

9.43

-2.65

MGOYX vs. CTIGX - Sharpe Ratio Comparison

The current MGOYX Sharpe Ratio is 1.06, which is comparable to the CTIGX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of MGOYX and CTIGX, 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


MGOYXCTIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.17

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.16

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.38

+0.06

Correlation

The correlation between MGOYX and CTIGX is 0.85, 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

MGOYX vs. CTIGX - Dividend Comparison

MGOYX's dividend yield for the trailing twelve months is around 15.04%, more than CTIGX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
MGOYX
Victory Munder Mid-Cap Core Growth Fund
15.04%15.37%15.72%4.54%12.23%25.13%18.63%60.72%49.01%19.34%12.76%10.52%
CTIGX
Calamos Timpani SMID Growth Fund
4.84%4.59%2.80%0.00%0.00%11.76%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGOYX vs. CTIGX - Drawdown Comparison

The maximum MGOYX drawdown since its inception was -57.23%, which is greater than CTIGX's maximum drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for MGOYX and CTIGX.


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Drawdown Indicators


MGOYXCTIGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-46.26%

-10.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.56%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-40.49%

-46.26%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.49%

Current Drawdown

Current decline from peak

-7.81%

-11.56%

+3.75%

Average Drawdown

Average peak-to-trough decline

-11.02%

-19.06%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.19%

-0.67%

Volatility

MGOYX vs. CTIGX - Volatility Comparison

The current volatility for Victory Munder Mid-Cap Core Growth Fund (MGOYX) is 5.41%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 11.44%. This indicates that MGOYX 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


MGOYXCTIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

11.44%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.44%

20.05%

-9.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

28.24%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.06%

26.74%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

29.03%

-5.81%