CCASX vs. PXQSX
CCASX (Conestoga Small Cap) and PXQSX (Virtus KAR Small-Cap Value Fund) are both Small Cap Growth Equities funds. Over the past 10 years, CCASX returned 8.96%/yr vs 7.74%/yr for PXQSX. Their correlation of 0.89 suggests significant overlap in exposure. CCASX charges 1.10%/yr vs 0.96%/yr for PXQSX.
Performance
CCASX vs. PXQSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCASX achieves a 3.67% return, which is significantly lower than PXQSX's 6.87% return. Over the past 10 years, CCASX has outperformed PXQSX with an annualized return of 8.96%, while PXQSX has yielded a comparatively lower 7.74% annualized return.
CCASX
- 1D
- -1.15%
- 1M
- 1.01%
- 6M
- -1.98%
- YTD
- 3.67%
- 1Y
- -0.56%
- 3Y*
- 1.02%
- 5Y*
- -0.49%
- 10Y*
- 8.96%
PXQSX
- 1D
- -0.08%
- 1M
- 1.78%
- 6M
- 0.49%
- YTD
- 6.87%
- 1Y
- 1.06%
- 3Y*
- 7.39%
- 5Y*
- 1.45%
- 10Y*
- 7.74%
CCASX vs. PXQSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCASX Conestoga Small Cap | 3.67% | -11.00% | 8.74% | 22.13% | -28.32% | 16.02% | 30.34% | 25.18% | 0.60% | 28.42% |
PXQSX Virtus KAR Small-Cap Value Fund | 6.87% | -4.50% | 9.63% | 19.10% | -24.29% | 19.50% | 28.16% | 24.87% | -15.95% | 18.90% |
Correlation
The correlation between CCASX and PXQSX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2006 | 0.89 |
The correlation between CCASX and PXQSX has been stable across timeframes, ranging from 0.81 to 0.89 - 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
CCASX vs. PXQSX — Risk / Return Rank
CCASX
PXQSX
CCASX vs. PXQSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conestoga Small Cap (CCASX) and Virtus KAR Small-Cap Value Fund (PXQSX). 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.
| CCASX | PXQSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.03 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.09 | -0.13 |
| Martin ratioReturn relative to average drawdown | -0.10 | 0.18 | -0.28 |
Loading charts...
Drawdowns
CCASX vs. PXQSX - Drawdown Comparison
The maximum CCASX drawdown since its inception was -48.00%, smaller than the maximum PXQSX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for CCASX and PXQSX.
Loading charts...
Drawdown Indicators
| CCASX | PXQSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.00% | -55.56% | +7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -13.25% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -22.87% | -4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | -31.49% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -38.14% | -37.65% | -0.49% |
Current DrawdownCurrent decline from peak | -16.74% | -8.16% | -8.58% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -10.28% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 6.53% | -0.97% |
Volatility
CCASX vs. PXQSX - Volatility Comparison
Conestoga Small Cap (CCASX) has a higher volatility of 5.44% compared to Virtus KAR Small-Cap Value Fund (PXQSX) at 4.45%. This indicates that CCASX's price experiences larger fluctuations and is considered to be riskier than PXQSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CCASX | PXQSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.45% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 12.19% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.00% | 16.85% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 20.24% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 20.48% | +1.01% |
CCASX vs. PXQSX - Expense Ratio Comparison
CCASX has a 1.10% expense ratio, which is higher than PXQSX's 0.96% expense ratio.
Dividends
CCASX vs. PXQSX - Dividend Comparison
CCASX's dividend yield for the trailing twelve months is around 5.38%, less than PXQSX's 5.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCASX Conestoga Small Cap | 5.38% | 5.58% | 0.00% | 0.86% | 4.12% | 5.27% | 0.00% | 2.14% | 1.46% | 5.63% | 1.18% | 1.88% |
PXQSX Virtus KAR Small-Cap Value Fund | 5.44% | 5.81% | 4.90% | 2.99% | 3.37% | 1.76% | 0.82% | 0.80% | 2.54% | 5.32% | 8.89% | 7.58% |
Frequently Asked Questions
CCASX and PXQSX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCASX has higher volatility (5.44%) compared to PXQSX (4.45%). In terms of maximum drawdown, CCASX dropped -48.00% vs PXQSX's -55.56%.
PXQSX currently has the higher Sharpe Ratio (0.07 vs -0.03), 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 CCASX and PXQSX
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