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CCALX vs. CCASX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCALX vs. CCASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conestoga Small Cap Fund Institutional Class (CCALX) and Conestoga Small Cap (CCASX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CCALX having a 1.83% return and CCASX slightly lower at 1.74%. Both investments have delivered pretty close results over the past 10 years, with CCALX having a 9.37% annualized return and CCASX not far behind at 9.15%.


CCALX

1D
-0.17%
1M
0.51%
YTD
1.83%
6M
0.01%
1Y
-3.22%
3Y*
2.24%
5Y*
-0.30%
10Y*
9.37%

CCASX

1D
-0.18%
1M
0.51%
YTD
1.74%
6M
-0.09%
1Y
-3.40%
3Y*
2.04%
5Y*
-0.50%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCALX vs. CCASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCALX
Conestoga Small Cap Fund Institutional Class
1.83%-10.83%8.96%22.36%-28.16%16.25%30.59%25.42%0.79%28.72%
CCASX
Conestoga Small Cap
1.74%-11.00%8.74%22.13%-28.32%16.02%30.34%25.18%0.60%28.42%

Correlation

The correlation between CCALX and CCASX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

1.00

The correlation between CCALX and CCASX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

CCALX vs. CCASX — Risk / Return Rank

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

CCALX
CCALX Risk / Return Rank: 22
Overall Rank
CCALX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCALX Sortino Ratio Rank: 22
Sortino Ratio Rank
CCALX Omega Ratio Rank: 22
Omega Ratio Rank
CCALX Calmar Ratio Rank: 22
Calmar Ratio Rank
CCALX Martin Ratio Rank: 22
Martin Ratio Rank

CCASX
CCASX Risk / Return Rank: 22
Overall Rank
CCASX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCASX Sortino Ratio Rank: 22
Sortino Ratio Rank
CCASX Omega Ratio Rank: 22
Omega Ratio Rank
CCASX Calmar Ratio Rank: 22
Calmar Ratio Rank
CCASX Martin Ratio Rank: 22
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.

CCALX vs. CCASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap Fund Institutional Class (CCALX) and Conestoga Small Cap (CCASX). 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.


CCALXCCASXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

0.99

0.99

0.00

Calmar ratioReturn relative to maximum drawdown

-0.20

-0.21

+0.01

Martin ratioReturn relative to average drawdown

-0.53

-0.56

+0.03

CCALX vs. CCASX - Sharpe Ratio Comparison

The current CCALX Sharpe Ratio is -0.16, which is comparable to the CCASX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of CCALX and CCASX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CCALXCCASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

-0.17

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.02

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.44

-0.01

Drawdowns

CCALX vs. CCASX - Drawdown Comparison

The maximum CCALX drawdown since its inception was -38.06%, smaller than the maximum CCASX drawdown of -48.00%. Use the drawdown chart below to compare losses from any high point for CCALX and CCASX.


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Drawdown Indicators


CCALXCCASXDifference

Max Drawdown

Largest peak-to-trough decline

-38.06%

-48.00%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-14.51%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-27.69%

-27.74%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-38.06%

-38.14%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.06%

-38.14%

+0.08%

Current Drawdown

Current decline from peak

-17.54%

-18.28%

+0.74%

Average Drawdown

Average peak-to-trough decline

-10.31%

-9.19%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

5.53%

-0.03%

Volatility

CCALX vs. CCASX - Volatility Comparison

Conestoga Small Cap Fund Institutional Class (CCALX) and Conestoga Small Cap (CCASX) have volatilities of 4.84% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCALXCCASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.83%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

13.49%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

18.69%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

21.77%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.50%

21.50%

0.00%

CCALX vs. CCASX - Expense Ratio Comparison

CCALX has a 0.90% expense ratio, which is lower than CCASX's 1.10% expense ratio.


Dividends

CCALX vs. CCASX - Dividend Comparison

CCALX's dividend yield for the trailing twelve months is around 5.33%, less than CCASX's 5.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CCALX
Conestoga Small Cap Fund Institutional Class
5.33%5.43%0.00%0.84%4.04%5.18%0.00%2.11%1.45%5.59%1.18%1.87%
CCASX
Conestoga Small Cap
5.49%5.58%0.00%0.86%4.12%5.27%0.00%2.14%1.46%5.63%1.18%1.88%

Frequently Asked Questions


With a correlation of 1.00, CCALX and CCASX 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.

CCALX has higher volatility (4.84%) compared to CCASX (4.83%). In terms of maximum drawdown, CCALX dropped -38.06% vs CCASX's -48.00%.

CCALX currently has the higher Sharpe Ratio (-0.16 vs -0.17), 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.

Portfolio Optimizer

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