PSGIX vs. CTSIX
PSGIX (BlackRock Advantage Small Cap Growth Fund) and CTSIX (Calamos Timpani Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 5 years, PSGIX returned 5.83%/yr vs 7.31%/yr for CTSIX. Their correlation of 0.92 means they have usually moved in the same direction. PSGIX charges 0.50%/yr vs 1.05%/yr for CTSIX.
Performance
PSGIX vs. CTSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PSGIX achieves a 16.17% return, which is significantly lower than CTSIX's 18.97% return.
PSGIX
- 1D
- -0.55%
- 1M
- -3.95%
- 6M
- 11.12%
- YTD
- 16.17%
- 1Y
- 34.62%
- 3Y*
- 16.32%
- 5Y*
- 5.83%
- 10Y*
- 11.55%
- ALL TIME*
- 9.80%
CTSIX
- 1D
- -0.37%
- 1M
- -9.89%
- 6M
- 18.17%
- YTD
- 18.97%
- 1Y
- 39.64%
- 3Y*
- 27.12%
- 5Y*
- 7.31%
- 10Y*
- —
- ALL TIME*
- 14.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PSGIX vs. CTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
PSGIX BlackRock Advantage Small Cap Growth Fund | 16.17% | 15.24% | 14.07% | 18.73% | -24.93% | 2.95% | 33.47% | 14.29% |
CTSIX Calamos Timpani Small Cap Growth Fund | 18.97% | 25.90% | 44.34% | 7.57% | -37.30% | 9.12% | 63.38% | 1.20% |
Correlation
The correlation between PSGIX 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. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2019 | 0.92 |
The correlation between PSGIX and CTSIX has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PSGIX vs. CTSIX — Risk / Return Rank
PSGIX
CTSIX
PSGIX vs. CTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Small Cap Growth Fund (PSGIX) 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.
| PSGIX | CTSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.08 | +0.28 |
| Martin ratioReturn relative to average drawdown | 8.27 | 8.64 | -0.37 |
Loading charts...
Drawdowns
PSGIX vs. CTSIX - Drawdown Comparison
The maximum PSGIX drawdown since its inception was -77.50%, which is greater than CTSIX's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for PSGIX and CTSIX.
Loading charts...
Drawdown Indicators
| PSGIX | CTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -50.83% | -26.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -17.99% | +4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -27.77% | -28.40% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -50.60% | +10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | — | — |
Current DrawdownCurrent decline from peak | -6.43% | -15.14% | +8.71% |
Average DrawdownAverage peak-to-trough decline | -25.15% | -20.30% | -4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 4.33% | -0.42% |
Volatility
PSGIX vs. CTSIX - Volatility Comparison
The current volatility for BlackRock Advantage Small Cap Growth Fund (PSGIX) is 5.91%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 10.46%. This indicates that PSGIX 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.
Loading charts...
Volatility by Period
| PSGIX | CTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 10.46% | -4.55% |
Volatility (6M)Calculated over the trailing 6-month period | 17.43% | 25.51% | -8.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 30.95% | -8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 28.60% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 30.01% | -5.57% |
PSGIX vs. CTSIX - Expense Ratio Comparison
PSGIX has a 0.50% expense ratio, which is lower than CTSIX's 1.05% expense ratio.
Dividends
PSGIX vs. CTSIX - Dividend Comparison
PSGIX's dividend yield for the trailing twelve months is around 0.10%, while CTSIX has not 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% |
PSGIX BlackRock Advantage Small Cap Growth Fund | 0.10% | 0.11% | 0.25% | 0.25% | 0.47% | 18.37% | 5.36% | 5.37% | 24.24% | 11.12% | 0.05% | 6.08% |
Frequently Asked Questions
With a correlation of 0.92, PSGIX 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.
CTSIX has higher volatility (10.46%) compared to PSGIX (5.91%). In terms of maximum drawdown, PSGIX dropped -77.50% vs CTSIX's -50.83%.
PSGIX currently has the higher Sharpe Ratio (1.43 vs 1.21), 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.
Find the right allocation for PSGIX and CTSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer