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CMLIX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMLIX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress Large Cap Growth Fund (CMLIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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CMLIX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMLIX
Congress Large Cap Growth Fund
-10.69%12.70%27.69%32.36%-24.47%25.63%31.54%45.96%0.19%-0.58%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
-13.06%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Returns By Period

In the year-to-date period, CMLIX achieves a -10.69% return, which is significantly higher than SWLGX's -13.06% return.


CMLIX

1D
-0.43%
1M
-8.80%
YTD
-10.69%
6M
-10.71%
1Y
8.01%
3Y*
16.88%
5Y*
9.75%
10Y*
14.53%

SWLGX

1D
-0.46%
1M
-8.63%
YTD
-13.06%
6M
-12.07%
1Y
14.45%
3Y*
19.67%
5Y*
11.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMLIX vs. SWLGX - Expense Ratio Comparison

CMLIX has a 0.68% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


Return for Risk

CMLIX vs. SWLGX — Risk / Return Rank

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

CMLIX
CMLIX Risk / Return Rank: 1717
Overall Rank
CMLIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CMLIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
CMLIX Omega Ratio Rank: 1818
Omega Ratio Rank
CMLIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
CMLIX Martin Ratio Rank: 1717
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 2828
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3131
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 2323
Martin Ratio Rank
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.

CMLIX vs. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Large Cap Growth Fund (CMLIX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


CMLIXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.66

-0.22

Sortino ratio

Return per unit of downside risk

0.77

1.10

-0.33

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

0.45

0.72

-0.27

Martin ratio

Return relative to average drawdown

1.64

2.51

-0.87

CMLIX vs. SWLGX - Sharpe Ratio Comparison

The current CMLIX Sharpe Ratio is 0.44, which is lower than the SWLGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CMLIX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMLIXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.66

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.56

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between CMLIX and SWLGX is 0.97, 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

CMLIX vs. SWLGX - Dividend Comparison

CMLIX's dividend yield for the trailing twelve months is around 8.15%, more than SWLGX's 0.52% yield.


TTM20252024202320222021202020192018201720162015
CMLIX
Congress Large Cap Growth Fund
8.15%7.28%11.88%3.55%4.70%10.27%8.46%14.97%6.31%1.89%1.22%3.17%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.52%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%

Drawdowns

CMLIX vs. SWLGX - Drawdown Comparison

The maximum CMLIX drawdown since its inception was -30.32%, smaller than the maximum SWLGX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CMLIX and SWLGX.


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Drawdown Indicators


CMLIXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.32%

-32.69%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-16.16%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-32.69%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-30.32%

Current Drawdown

Current decline from peak

-13.29%

-16.16%

+2.87%

Average Drawdown

Average peak-to-trough decline

-7.36%

-7.13%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.62%

-1.01%

Volatility

CMLIX vs. SWLGX - Volatility Comparison

The current volatility for Congress Large Cap Growth Fund (CMLIX) is 5.10%, while Schwab U.S. Large-Cap Growth Index Fund (SWLGX) has a volatility of 5.38%. This indicates that CMLIX experiences smaller price fluctuations and is considered to be less risky than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMLIXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

5.38%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

11.82%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

22.31%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

21.47%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

22.78%

-2.17%