CCASX vs. IJR

In the year-to-date period, CCASX achieves a -11.84% return, which is significantly higher than IJR's -12.83% return. Over the past 10 years, CCASX has outperformed IJR with an annualized return of 9.35%, while IJR has yielded a comparatively lower 7.21% annualized return.

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CCASX has a 1.10% expense ratio, which is higher than IJR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and iShares Core S&P Small-Cap ETF (IJR). 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.

The current CCASX Sharpe Ratio is -0.10, which is comparable to the IJR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of CCASX and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CCASX has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 2.36%.

The maximum CCASX drawdown since its inception was -47.99%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for CCASX and IJR. For additional features, visit the drawdowns tool.

The current volatility for Conestoga Small Cap (CCASX) is 13.08%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 14.41%. This indicates that CCASX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.