NESGX vs. CTSIX
Compare and contrast key facts about Needham Small Cap Growth Fund (NESGX) and Calamos Timpani Small Cap Growth Fund (CTSIX).
NESGX is managed by Needham. It was launched on May 22, 2002. CTSIX is managed by Calamos. It was launched on Mar 23, 2011.
Performance
NESGX vs. CTSIX - Performance Comparison
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NESGX vs. CTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NESGX Needham Small Cap Growth Fund | 9.51% | 10.50% | 12.76% | 5.68% | -30.21% | 10.59% | 71.90% | 21.73% |
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, NESGX achieves a 9.51% return, which is significantly higher than CTSIX's -4.77% return.
NESGX
- 1D
- -4.45%
- 1M
- -7.07%
- YTD
- 9.51%
- 6M
- 12.14%
- 1Y
- 47.82%
- 3Y*
- 10.96%
- 5Y*
- 0.71%
- 10Y*
- 14.30%
CTSIX
- 1D
- -3.92%
- 1M
- -9.84%
- YTD
- -4.77%
- 6M
- -1.18%
- 1Y
- 36.02%
- 3Y*
- 20.88%
- 5Y*
- 2.96%
- 10Y*
- —
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NESGX vs. CTSIX - Expense Ratio Comparison
NESGX has a 1.85% expense ratio, which is higher than CTSIX's 1.05% expense ratio.
Return for Risk
NESGX vs. CTSIX — Risk / Return Rank
NESGX
CTSIX
NESGX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Needham Small Cap Growth Fund (NESGX) 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.
| NESGX | CTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.29 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.84 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.78 | -0.39 |
Martin ratioReturn relative to average drawdown | 8.02 | 10.72 | -2.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NESGX | CTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.29 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.11 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.39 | +0.12 |
Correlation
The correlation between NESGX and CTSIX is 0.82, 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
NESGX vs. CTSIX - Dividend Comparison
Neither NESGX nor CTSIX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NESGX Needham Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 4.16% | 25.09% | 13.69% | 8.43% | 22.26% | 8.94% | 6.67% | 2.52% |
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
NESGX vs. CTSIX - Drawdown Comparison
The maximum NESGX drawdown since its inception was -50.29%, roughly equal to the maximum CTSIX drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for NESGX and CTSIX.
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Drawdown Indicators
| NESGX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.29% | -50.83% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.27% | -12.38% | -4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -50.05% | -50.60% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | — | — |
Current DrawdownCurrent decline from peak | -9.15% | -12.38% | +3.23% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -21.13% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 3.20% | +1.93% |
Volatility
NESGX vs. CTSIX - Volatility Comparison
The current volatility for Needham Small Cap Growth Fund (NESGX) is 10.96%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 12.38%. This indicates that NESGX 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
| NESGX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.96% | 12.38% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 21.14% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.07% | 29.23% | +5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.08% | 27.79% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.51% | 29.69% | -4.18% |