CCMMX vs. VSNGX

Last updated Apr 2, 2026

Compare and contrast key facts about Conestoga Mid Cap Fund (CCMMX) and JPMorgan Mid Cap Equity Fund (VSNGX).

CCMMX is managed by Conestoga Capital Advisors. It was launched on Jun 28, 2021. VSNGX is managed by JPMorgan. It was launched on Dec 31, 1996.

Performance

CCMMX vs. VSNGX - Performance Comparison

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

CCMMX vs. VSNGX - 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%
VSNGX JPMorgan Mid Cap Equity Fund	-0.28%	6.09%	18.60%	16.15%	-16.03%	4.53%

Returns By Period

CCMMX

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

VSNGX

• 1D: 2.39%
• 1M: -5.61%
• YTD: -0.28%
• 6M: -0.33%
• 1Y: 10.22%
• 3Y*: 12.18%
• 5Y*: 6.02%
• 10Y*: 11.00%

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

CCMMX vs. VSNGX - Expense Ratio Comparison

CCMMX has a 1.05% expense ratio, which is higher than VSNGX's 0.89% expense ratio.

CCMMX

Conestoga Mid Cap Fund

VSNGX

JPMorgan Mid Cap Equity Fund

Return for Risk

CCMMX vs. VSNGX — Risk / Return Rank

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

VSNGX

VSNGX Risk / Return Rank: 25
VSNGX Sharpe Ratio Rank: 20
VSNGX Sortino Ratio Rank: 22
VSNGX Omega Ratio Rank: 20
VSNGX Calmar Ratio Rank: 27
VSNGX Martin Ratio Rank: 33

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. VSNGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conestoga Mid Cap Fund (CCMMX) and JPMorgan Mid Cap Equity Fund (VSNGX). 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	VSNGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.61	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.52	—

Correlation

The correlation between CCMMX and VSNGX is 0.84, 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. VSNGX - Dividend Comparison

CCMMX's dividend yield for the trailing twelve months is around 0.36%, less than VSNGX's 6.17% yield.

	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%
VSNGX JPMorgan Mid Cap Equity Fund	6.17%	6.15%	8.60%	0.50%	2.81%	7.63%	11.65%	8.60%	12.95%	5.79%	3.37%	5.15%

Drawdowns

Drawdown Indicators

	CCMMX	VSNGX	Difference
Max Drawdown Largest peak-to-trough decline	—	-54.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.33%	—
Current Drawdown Current decline from peak	—	-6.04%	—
Average Drawdown Average peak-to-trough decline	—	-7.47%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.79%	—

Volatility

Volatility by Period

	CCMMX	VSNGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.20%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.70%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.44%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.58%	—