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VMFGX vs. CTIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMFGX vs. CTIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) and Calamos Timpani SMID Growth Fund (CTIGX). The values are adjusted to include any dividend payments, if applicable.

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VMFGX vs. CTIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VMFGX
Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares
0.45%7.43%15.86%17.42%-18.99%18.83%22.61%4.73%
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, VMFGX achieves a 0.45% return, which is significantly higher than CTIGX's -5.11% return.


VMFGX

1D
-1.40%
1M
-8.68%
YTD
0.45%
6M
1.73%
1Y
17.77%
3Y*
11.81%
5Y*
5.42%
10Y*
10.21%

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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VMFGX vs. CTIGX - Expense Ratio Comparison

VMFGX has a 0.08% expense ratio, which is lower than CTIGX's 1.10% expense ratio.


Return for Risk

VMFGX vs. CTIGX — Risk / Return Rank

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

VMFGX
VMFGX Risk / Return Rank: 4343
Overall Rank
VMFGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VMFGX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMFGX Omega Ratio Rank: 3939
Omega Ratio Rank
VMFGX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VMFGX Martin Ratio Rank: 5050
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.

VMFGX vs. CTIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) 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.


VMFGXCTIGXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.17

-0.35

Sortino ratio

Return per unit of downside risk

1.29

1.68

-0.39

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.13

2.60

-1.47

Martin ratio

Return relative to average drawdown

4.94

9.43

-4.50

VMFGX vs. CTIGX - Sharpe Ratio Comparison

The current VMFGX Sharpe Ratio is 0.82, which is comparable to the CTIGX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of VMFGX 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


VMFGXCTIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.17

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.16

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.21

Correlation

The correlation between VMFGX and CTIGX is 0.87, 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

VMFGX vs. CTIGX - Dividend Comparison

VMFGX's dividend yield for the trailing twelve months is around 0.70%, less than CTIGX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
VMFGX
Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares
0.70%0.70%0.84%1.21%1.12%0.53%0.79%1.22%1.18%0.93%1.14%1.14%
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

VMFGX vs. CTIGX - Drawdown Comparison

The maximum VMFGX drawdown since its inception was -39.15%, smaller than the maximum CTIGX drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for VMFGX and CTIGX.


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Drawdown Indicators


VMFGXCTIGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-46.26%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-11.56%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-29.25%

-46.26%

+17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.15%

Current Drawdown

Current decline from peak

-9.91%

-11.56%

+1.65%

Average Drawdown

Average peak-to-trough decline

-5.76%

-19.06%

+13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.19%

-0.06%

Volatility

VMFGX vs. CTIGX - Volatility Comparison

The current volatility for Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) is 7.10%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 11.44%. This indicates that VMFGX 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


VMFGXCTIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

11.44%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

20.05%

-7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.91%

28.24%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

26.74%

-6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

29.03%

-8.06%