SSCGX vs. CTSIX

Last updated Apr 1, 2026

Compare and contrast key facts about SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) and Calamos Timpani Small Cap Growth Fund (CTSIX).

SSCGX is managed by BlackRock. It was launched on Apr 20, 1992. CTSIX is managed by Calamos. It was launched on Mar 23, 2011.

Performance

SSCGX vs. CTSIX - Performance Comparison

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

SSCGX vs. CTSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund	-4.55%	4.30%	16.63%	13.71%	-23.11%	-9.33%	22.69%	8.25%
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

The year-to-date returns for both stocks are quite close, with SSCGX having a -4.55% return and CTSIX slightly lower at -4.77%.

SSCGX

• 1D: -2.22%
• 1M: -9.68%
• YTD: -4.55%
• 6M: -5.16%
• 1Y: 10.39%
• 3Y*: 8.50%
• 5Y*: -3.20%
• 10Y*: 5.83%

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)

SSCGX vs. CTSIX - Expense Ratio Comparison

SSCGX has a 1.11% expense ratio, which is higher than CTSIX's 1.05% expense ratio.

SSCGX

SEI Institutional Managed Trust Small Cap Growth Fund

CTSIX

Calamos Timpani Small Cap Growth Fund

Return for Risk

SSCGX vs. CTSIX — Risk / Return Rank

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

SSCGX

SSCGX Risk / Return Rank: 20
SSCGX Sharpe Ratio Rank: 18
SSCGX Sortino Ratio Rank: 19
SSCGX Omega Ratio Rank: 18
SSCGX Calmar Ratio Rank: 24
SSCGX Martin Ratio Rank: 24

CTSIX

CTSIX Risk / Return Rank: 79
CTSIX Sharpe Ratio Rank: 73
CTSIX Sortino Ratio Rank: 74
CTSIX Omega Ratio Rank: 63
CTSIX Calmar Ratio Rank: 92
CTSIX Martin Ratio Rank: 91

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.

SSCGX vs. CTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) 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.

	SSCGX	CTSIX	Difference
Sharpe ratio Return per unit of total volatility	0.50	1.29	-0.79
Sortino ratio Return per unit of downside risk	0.85	1.84	-0.99
Omega ratio Gain probability vs. loss probability	1.11	1.24	-0.13
Calmar ratio Return relative to maximum drawdown	0.70	2.78	-2.08
Martin ratio Return relative to average drawdown	2.55	10.72	-8.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSCGX vs. CTSIX - Sharpe Ratio Comparison

The current SSCGX Sharpe Ratio is 0.50, which is lower than the CTSIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SSCGX 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.

Sharpe Ratios by Period

	SSCGX	CTSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	1.29	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.11	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.39	-0.15

Correlation

The correlation between SSCGX and CTSIX is 0.91, 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

SSCGX vs. CTSIX - Dividend Comparison

SSCGX's dividend yield for the trailing twelve months is around 10.97%, while CTSIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSCGX SEI Institutional Managed Trust Small Cap Growth Fund	10.97%	10.47%	7.05%	0.00%	0.05%	1.75%	0.00%	3.29%	17.03%	0.34%
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%

Drawdowns

SSCGX vs. CTSIX - Drawdown Comparison

The maximum SSCGX drawdown since its inception was -71.03%, which is greater than CTSIX's maximum drawdown of -50.83%. Use the drawdown chart below to compare losses from any high point for SSCGX and CTSIX.

Drawdown Indicators

	SSCGX	CTSIX	Difference
Max Drawdown Largest peak-to-trough decline	-71.03%	-50.83%	-20.20%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-12.38%	-0.71%
Max Drawdown (5Y) Largest decline over 5 years	-46.84%	-50.60%	+3.76%
Max Drawdown (10Y) Largest decline over 10 years	-46.84%	—	—
Current Drawdown Current decline from peak	-24.24%	-12.38%	-11.86%
Average Drawdown Average peak-to-trough decline	-25.19%	-21.13%	-4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	3.20%	+0.38%

Volatility

SSCGX vs. CTSIX - Volatility Comparison

The current volatility for SEI Institutional Managed Trust Small Cap Growth Fund (SSCGX) is 7.88%, while Calamos Timpani Small Cap Growth Fund (CTSIX) has a volatility of 12.38%. This indicates that SSCGX 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

	SSCGX	CTSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.88%	12.38%	-4.50%
Volatility (6M) Calculated over the trailing 6-month period	14.69%	21.14%	-6.45%
Volatility (1Y) Calculated over the trailing 1-year period	22.74%	29.23%	-6.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.47%	27.79%	-4.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.60%	29.69%	-6.09%