CCMMX vs. BFGFX

Last updated Apr 2, 2026

Compare and contrast key facts about Conestoga Mid Cap Fund (CCMMX) and Baron Focused Growth Fund (BFGFX).

CCMMX is managed by Conestoga Capital Advisors. It was launched on Jun 28, 2021. BFGFX is managed by Baron Capital Group, Inc.. It was launched on Jun 30, 2008.

Performance

CCMMX vs. BFGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conestoga Mid Cap Fund (CCMMX) and Baron Focused Growth Fund (BFGFX). The values are adjusted to include any dividend payments, if applicable.

CCMMX vs. BFGFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CCMMX Conestoga Mid Cap Fund	0.14%	-2.22%	3.84%	22.45%	-30.34%	6.80%
BFGFX Baron Focused Growth Fund	-5.05%	21.94%	29.52%	27.40%	-28.21%	15.65%

Returns By Period

CCMMX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BFGFX

• 1D: 2.40%
• 1M: -6.03%
• YTD: -5.05%
• 6M: 6.51%
• 1Y: 25.31%
• 3Y*: 18.65%
• 5Y*: 10.00%
• 10Y*: 20.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCMMX vs. BFGFX - Expense Ratio Comparison

CCMMX has a 1.05% expense ratio, which is lower than BFGFX's 1.32% expense ratio.

BFGFX

Baron Focused Growth Fund

CCMMX

Conestoga Mid Cap Fund

Return for Risk

CCMMX vs. BFGFX — Risk / Return Rank

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

BFGFX

BFGFX Risk / Return Rank: 75
BFGFX Sharpe Ratio Rank: 61
BFGFX Sortino Ratio Rank: 78
BFGFX Omega Ratio Rank: 66
BFGFX Calmar Ratio Rank: 87
BFGFX Martin Ratio Rank: 83

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.

CCMMX vs. BFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Mid Cap Fund (CCMMX) and Baron Focused Growth Fund (BFGFX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CCMMX	BFGFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.69	—

Correlation

The correlation between CCMMX and BFGFX is 0.75, 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

CCMMX vs. BFGFX - Dividend Comparison

CCMMX's dividend yield for the trailing twelve months is around 0.36%, while BFGFX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCMMX Conestoga Mid Cap Fund	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BFGFX Baron Focused Growth Fund	0.00%	0.00%	0.00%	0.00%	12.28%	15.53%	2.85%	1.78%	1.07%	2.11%	6.02%	5.80%

Drawdowns

Drawdown Indicators

	CCMMX	BFGFX	Difference
Max Drawdown Largest peak-to-trough decline	—	-59.52%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.93%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.62%	—
Current Drawdown Current decline from peak	—	-7.56%	—
Average Drawdown Average peak-to-trough decline	—	-12.43%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.19%	—

Volatility

Volatility by Period

	CCMMX	BFGFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.99%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	23.03%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.57%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.96%	—