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ETGLX vs. IMIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETGLX vs. IMIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Gilead Fund (ETGLX) and Congress Mid Cap Growth Fund (IMIDX). The values are adjusted to include any dividend payments, if applicable.

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ETGLX vs. IMIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETGLX
Eventide Gilead Fund
-10.60%23.50%-0.23%22.52%-34.17%11.22%55.13%33.84%-2.56%32.85%
IMIDX
Congress Mid Cap Growth Fund
-2.83%-4.88%18.11%16.29%-26.94%29.42%30.57%42.36%-4.98%15.91%

Returns By Period

In the year-to-date period, ETGLX achieves a -10.60% return, which is significantly lower than IMIDX's -2.83% return. Over the past 10 years, ETGLX has outperformed IMIDX with an annualized return of 11.23%, while IMIDX has yielded a comparatively lower 10.30% annualized return.


ETGLX

1D
-1.09%
1M
-10.45%
YTD
-10.60%
6M
-6.16%
1Y
20.07%
3Y*
7.50%
5Y*
-0.18%
10Y*
11.23%

IMIDX

1D
-2.11%
1M
-8.66%
YTD
-2.83%
6M
-9.79%
1Y
3.14%
3Y*
5.88%
5Y*
2.23%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETGLX vs. IMIDX - Expense Ratio Comparison

ETGLX has a 1.31% expense ratio, which is higher than IMIDX's 0.79% expense ratio.


Return for Risk

ETGLX vs. IMIDX — Risk / Return Rank

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

ETGLX
ETGLX Risk / Return Rank: 4545
Overall Rank
ETGLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ETGLX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETGLX Omega Ratio Rank: 4242
Omega Ratio Rank
ETGLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
ETGLX Martin Ratio Rank: 4646
Martin Ratio Rank

IMIDX
IMIDX Risk / Return Rank: 99
Overall Rank
IMIDX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IMIDX Sortino Ratio Rank: 99
Sortino Ratio Rank
IMIDX Omega Ratio Rank: 88
Omega Ratio Rank
IMIDX Calmar Ratio Rank: 88
Calmar Ratio Rank
IMIDX Martin Ratio Rank: 88
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.

ETGLX vs. IMIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Fund (ETGLX) and Congress Mid Cap Growth Fund (IMIDX). 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.


ETGLXIMIDXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.17

+0.70

Sortino ratio

Return per unit of downside risk

1.33

0.39

+0.93

Omega ratio

Gain probability vs. loss probability

1.18

1.05

+0.13

Calmar ratio

Return relative to maximum drawdown

1.14

0.14

+1.01

Martin ratio

Return relative to average drawdown

4.59

0.35

+4.23

ETGLX vs. IMIDX - Sharpe Ratio Comparison

The current ETGLX Sharpe Ratio is 0.87, which is higher than the IMIDX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ETGLX and IMIDX, 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


ETGLXIMIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.17

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.11

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.49

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.11

Correlation

The correlation between ETGLX and IMIDX is 0.85, 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

ETGLX vs. IMIDX - Dividend Comparison

ETGLX's dividend yield for the trailing twelve months is around 14.08%, more than IMIDX's 13.66% yield.


TTM20252024202320222021202020192018201720162015
ETGLX
Eventide Gilead Fund
14.08%12.58%1.29%0.00%5.53%6.47%0.81%3.21%5.41%0.00%0.00%1.14%
IMIDX
Congress Mid Cap Growth Fund
13.66%13.27%27.75%6.27%5.80%12.29%2.06%10.80%2.99%0.04%1.11%0.80%

Drawdowns

ETGLX vs. IMIDX - Drawdown Comparison

The maximum ETGLX drawdown since its inception was -41.41%, which is greater than IMIDX's maximum drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for ETGLX and IMIDX.


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Drawdown Indicators


ETGLXIMIDXDifference

Max Drawdown

Largest peak-to-trough decline

-41.41%

-35.15%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-12.10%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-41.41%

-34.88%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.41%

-35.15%

-6.26%

Current Drawdown

Current decline from peak

-17.68%

-13.30%

-4.38%

Average Drawdown

Average peak-to-trough decline

-11.67%

-7.26%

-4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.64%

-1.04%

Volatility

ETGLX vs. IMIDX - Volatility Comparison

Eventide Gilead Fund (ETGLX) and Congress Mid Cap Growth Fund (IMIDX) have volatilities of 6.89% and 6.85%, 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.


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Volatility by Period


ETGLXIMIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

6.85%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

13.52%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

20.45%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

21.12%

+3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

20.93%

+2.44%