CSMD vs. FDL

In the year-to-date period, CSMD achieves a 0.64% return, which is significantly lower than FDL's 4.74% return.

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CSMD has a 0.68% expense ratio, which is higher than FDL's 0.45% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Congress SMID Growth ETF (CSMD) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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 CSMD Sharpe Ratio is 0.25, which is lower than the FDL Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of CSMD and FDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CSMD's dividend yield for the trailing twelve months is around 0.40%, less than FDL's 4.83% yield.

The maximum CSMD drawdown since its inception was -22.54%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for CSMD and FDL.

Congress SMID Growth ETF (CSMD) has a higher volatility of 6.18% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 4.13%. This indicates that CSMD's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.