CCMMX vs. TGFRX

Last updated Apr 1, 2026

Compare and contrast key facts about Conestoga Mid Cap Fund (CCMMX) and Tanaka Growth Fund (TGFRX).

CCMMX is managed by Conestoga Capital Advisors. It was launched on Jun 28, 2021. TGFRX is managed by Tanaka. It was launched on Dec 30, 1998.

Performance

CCMMX vs. TGFRX - Performance Comparison

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

CCMMX vs. TGFRX - 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%
TGFRX Tanaka Growth Fund	-3.59%	39.56%	17.98%	50.24%	-22.62%	-11.08%

Returns By Period

CCMMX

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

TGFRX

• 1D: -1.92%
• 1M: -9.89%
• YTD: -3.59%
• 6M: 1.02%
• 1Y: 26.15%
• 3Y*: 28.80%
• 5Y*: 10.69%
• 10Y*: 13.08%

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

CCMMX vs. TGFRX - Expense Ratio Comparison

CCMMX has a 1.05% expense ratio, which is lower than TGFRX's 2.19% expense ratio.

TGFRX

Tanaka Growth Fund

CCMMX

Conestoga Mid Cap Fund

Return for Risk

CCMMX vs. TGFRX — Risk / Return Rank

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

TGFRX

TGFRX Risk / Return Rank: 74
TGFRX Sharpe Ratio Rank: 74
TGFRX Sortino Ratio Rank: 80
TGFRX Omega Ratio Rank: 70
TGFRX Calmar Ratio Rank: 87
TGFRX Martin Ratio Rank: 61

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. TGFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Mid Cap Fund (CCMMX) and Tanaka Growth Fund (TGFRX). 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	TGFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.31	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.02	—

Correlation

The correlation between CCMMX and TGFRX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CCMMX vs. TGFRX - Dividend Comparison

CCMMX's dividend yield for the trailing twelve months is around 0.36%, less than TGFRX's 13.51% yield.

	TTM	2025	2024	2023	2022	2021
CCMMX Conestoga Mid Cap Fund	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%
TGFRX Tanaka Growth Fund	13.51%	13.02%	6.89%	0.00%	0.11%	7.44%

Drawdowns

Drawdown Indicators

	CCMMX	TGFRX	Difference
Max Drawdown Largest peak-to-trough decline	—	-95.35%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-16.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-95.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-95.35%	—
Current Drawdown Current decline from peak	—	-92.80%	—
Average Drawdown Average peak-to-trough decline	—	-31.67%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.21%	—

Volatility

Volatility by Period

	CCMMX	TGFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	34.96%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	793.45%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	561.16%	—