CCSMX vs. FAMVX
CCSMX (Conestoga SMid Cap Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, CCSMX returned 8.93%/yr vs 10.41%/yr for FAMVX. Their correlation of 0.84 means they have usually moved in the same direction. CCSMX charges 1.10%/yr vs 1.19%/yr for FAMVX.
Performance
CCSMX vs. FAMVX - Performance Comparison
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Returns By Period
In the year-to-date period, CCSMX achieves a -7.81% return, which is significantly lower than FAMVX's 8.80% return. Over the past 10 years, CCSMX has underperformed FAMVX with an annualized return of 8.93%, while FAMVX has yielded a comparatively higher 10.41% annualized return.
CCSMX
- 1D
- 0.65%
- 1M
- -4.27%
- 6M
- -7.85%
- YTD
- -7.81%
- 1Y
- -11.03%
- 3Y*
- 0.28%
- 5Y*
- -3.11%
- 10Y*
- 8.93%
- ALL TIME*
- 6.78%
FAMVX
- 1D
- -0.82%
- 1M
- 0.67%
- 6M
- 6.51%
- YTD
- 8.80%
- 1Y
- 12.03%
- 3Y*
- 11.54%
- 5Y*
- 7.10%
- 10Y*
- 10.41%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
CCSMX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSMX Conestoga SMid Cap Fund | -7.81% | -5.91% | 10.44% | 25.77% | -29.47% | 15.26% | 28.44% | 33.48% | -0.09% | 34.11% |
FAMVX FAM Value Fund | 8.80% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between CCSMX and FAMVX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2014 | 0.84 |
The correlation between CCSMX and FAMVX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.
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Return for Risk
CCSMX vs. FAMVX — Risk / Return Rank
CCSMX
FAMVX
CCSMX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Conestoga SMid Cap Fund (CCSMX) and FAM Value Fund (FAMVX). 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.
| CCSMX | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.13 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.02 | -1.71 |
| Martin ratioReturn relative to average drawdown | -1.29 | 3.10 | -4.39 |
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Drawdowns
CCSMX vs. FAMVX - Drawdown Comparison
The maximum CCSMX drawdown since its inception was -37.34%, smaller than the maximum FAMVX drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for CCSMX and FAMVX.
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Drawdown Indicators
| CCSMX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -51.12% | +13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -18.40% | -9.47% | -8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.00% | -16.74% | -8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -37.34% | -22.77% | -14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -37.73% | +0.39% |
Current DrawdownCurrent decline from peak | -21.19% | -1.00% | -20.19% |
Average DrawdownAverage peak-to-trough decline | -10.34% | -6.40% | -3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.89% | 3.11% | +6.78% |
Volatility
CCSMX vs. FAMVX - Volatility Comparison
Conestoga SMid Cap Fund (CCSMX) has a higher volatility of 4.75% compared to FAM Value Fund (FAMVX) at 3.48%. This indicates that CCSMX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCSMX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.48% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 10.60% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 13.94% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.61% | 17.13% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 18.19% | +2.18% |
CCSMX vs. FAMVX - Expense Ratio Comparison
CCSMX has a 1.10% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
CCSMX vs. FAMVX - Dividend Comparison
CCSMX's dividend yield for the trailing twelve months is around 2.36%, less than FAMVX's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSMX Conestoga SMid Cap Fund | 2.36% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.33% | 1.04% | 0.33% | 0.00% | 0.00% |
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
Frequently Asked Questions
CCSMX and FAMVX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCSMX has higher volatility (4.75%) compared to FAMVX (3.48%). In terms of maximum drawdown, CCSMX dropped -37.34% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.69 vs -0.75), 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.
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