FAMVX vs. CCSMX
FAMVX (FAM Value Fund) and CCSMX (Conestoga SMid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, FAMVX returned 10.52%/yr vs 9.09%/yr for CCSMX. Their correlation of 0.84 means they have usually moved in the same direction. FAMVX charges 1.19%/yr vs 1.10%/yr for CCSMX.
Performance
FAMVX vs. CCSMX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMVX achieves a 8.68% return, which is significantly higher than CCSMX's -7.13% return. Over the past 10 years, FAMVX has outperformed CCSMX with an annualized return of 10.52%, while CCSMX has yielded a comparatively lower 9.09% annualized return.
FAMVX
- 1D
- -0.11%
- 1M
- 0.56%
- 6M
- 5.29%
- YTD
- 8.68%
- 1Y
- 11.90%
- 3Y*
- 11.91%
- 5Y*
- 7.07%
- 10Y*
- 10.52%
- ALL TIME*
- 9.82%
CCSMX
- 1D
- 0.74%
- 1M
- -3.57%
- 6M
- -7.52%
- YTD
- -7.13%
- 1Y
- -10.37%
- 3Y*
- 0.54%
- 5Y*
- -2.97%
- 10Y*
- 9.09%
- ALL TIME*
- 6.84%
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 |
FAMVX vs. CCSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMVX FAM Value Fund | 8.68% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
CCSMX Conestoga SMid Cap Fund | -7.13% | -5.91% | 10.44% | 25.77% | -29.47% | 15.26% | 28.44% | 33.48% | -0.09% | 34.11% |
Correlation
The correlation between FAMVX and CCSMX is 0.78, 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. | 0.78 |
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 FAMVX and CCSMX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
FAMVX vs. CCSMX — Risk / Return Rank
FAMVX
CCSMX
FAMVX vs. CCSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Value Fund (FAMVX) and Conestoga SMid Cap Fund (CCSMX). 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.
| FAMVX | CCSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.91 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.60 | +1.68 |
| Martin ratioReturn relative to average drawdown | 3.30 | -1.11 | +4.41 |
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Drawdowns
FAMVX vs. CCSMX - Drawdown Comparison
The maximum FAMVX drawdown since its inception was -51.12%, which is greater than CCSMX's maximum drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for FAMVX and CCSMX.
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Drawdown Indicators
| FAMVX | CCSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.12% | -37.34% | -13.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -18.40% | +8.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -25.00% | +8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.77% | -37.34% | +14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -37.34% | -0.39% |
Current DrawdownCurrent decline from peak | -1.11% | -20.61% | +19.50% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -10.34% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 9.93% | -6.83% |
Volatility
FAMVX vs. CCSMX - Volatility Comparison
The current volatility for FAM Value Fund (FAMVX) is 3.48%, while Conestoga SMid Cap Fund (CCSMX) has a volatility of 4.81%. This indicates that FAMVX experiences smaller price fluctuations and is considered to be less risky than CCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMVX | CCSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 4.81% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 12.28% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 17.15% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 20.60% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 20.36% | -2.17% |
FAMVX vs. CCSMX - Expense Ratio Comparison
FAMVX has a 1.19% expense ratio, which is higher than CCSMX's 1.10% expense ratio.
Dividends
FAMVX vs. CCSMX - Dividend Comparison
FAMVX's dividend yield for the trailing twelve months is around 4.51%, more than CCSMX's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSMX Conestoga SMid Cap Fund | 2.35% | 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
FAMVX and CCSMX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCSMX has higher volatility (4.81%) compared to FAMVX (3.48%). In terms of maximum drawdown, FAMVX dropped -51.12% vs CCSMX's -37.34%.
FAMVX currently has the higher Sharpe Ratio (0.74 vs -0.65), 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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