CSMCX vs. IWO

In the year-to-date period, CSMCX achieves a -7.49% return, which is significantly higher than IWO's -11.16% return. Over the past 10 years, CSMCX has underperformed IWO with an annualized return of 3.00%, while IWO has yielded a comparatively higher 6.31% annualized return.

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CSMCX has a 1.00% expense ratio, which is higher than IWO's 0.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Congress Small Cap Growth Fund (CSMCX) and iShares Russell 2000 Growth ETF (IWO). 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.

The current CSMCX Sharpe Ratio is 0.32, which is higher than the IWO Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of CSMCX and IWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSMCX has not paid dividends to shareholders, while IWO's dividend yield for the trailing twelve months is around 0.92%.

The maximum CSMCX drawdown since its inception was -59.87%, roughly equal to the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for CSMCX and IWO. For additional features, visit the drawdowns tool.

Congress Small Cap Growth Fund (CSMCX) and iShares Russell 2000 Growth ETF (IWO) have volatilities of 15.35% and 14.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.