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IMIDX vs. BQMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMIDX vs. BQMGX - Performance Comparison

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

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IMIDX vs. BQMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMIDX
Congress Mid Cap Growth Fund
1.31%-4.88%18.11%16.29%-26.94%29.42%30.57%42.36%-4.98%15.91%
BQMGX
Bright Rock Mid Cap Growth Fund
-5.31%-0.29%14.16%13.00%-19.44%23.02%19.62%32.05%-6.68%22.16%

Returns By Period

In the year-to-date period, IMIDX achieves a 1.31% return, which is significantly higher than BQMGX's -5.31% return. Over the past 10 years, IMIDX has outperformed BQMGX with an annualized return of 10.76%, while BQMGX has yielded a comparatively lower 8.92% annualized return.


IMIDX

1D
4.25%
1M
-5.28%
YTD
1.31%
6M
-5.75%
1Y
6.85%
3Y*
7.36%
5Y*
2.77%
10Y*
10.76%

BQMGX

1D
1.78%
1M
-7.93%
YTD
-5.31%
6M
-7.79%
1Y
-1.87%
3Y*
4.14%
5Y*
3.34%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMIDX vs. BQMGX - Expense Ratio Comparison

IMIDX has a 0.79% expense ratio, which is lower than BQMGX's 1.07% expense ratio.


Return for Risk

IMIDX vs. BQMGX — Risk / Return Rank

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

IMIDX
IMIDX Risk / Return Rank: 1414
Overall Rank
IMIDX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IMIDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
IMIDX Omega Ratio Rank: 1111
Omega Ratio Rank
IMIDX Calmar Ratio Rank: 1919
Calmar Ratio Rank
IMIDX Martin Ratio Rank: 1515
Martin Ratio Rank

BQMGX
BQMGX Risk / Return Rank: 44
Overall Rank
BQMGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BQMGX Sortino Ratio Rank: 33
Sortino Ratio Rank
BQMGX Omega Ratio Rank: 33
Omega Ratio Rank
BQMGX Calmar Ratio Rank: 55
Calmar Ratio Rank
BQMGX Martin Ratio Rank: 55
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.

IMIDX vs. BQMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Bright Rock Mid Cap Growth Fund (BQMGX). 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.


IMIDXBQMGXDifference

Sharpe ratio

Return per unit of total volatility

0.36

-0.09

+0.45

Sortino ratio

Return per unit of downside risk

0.68

-0.01

+0.69

Omega ratio

Gain probability vs. loss probability

1.08

1.00

+0.09

Calmar ratio

Return relative to maximum drawdown

0.65

-0.05

+0.69

Martin ratio

Return relative to average drawdown

1.68

-0.14

+1.82

IMIDX vs. BQMGX - Sharpe Ratio Comparison

The current IMIDX Sharpe Ratio is 0.36, which is higher than the BQMGX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IMIDX and BQMGX, 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


IMIDXBQMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

-0.09

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.20

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.50

+0.11

Correlation

The correlation between IMIDX and BQMGX is 0.91, 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

IMIDX vs. BQMGX - Dividend Comparison

IMIDX's dividend yield for the trailing twelve months is around 13.10%, more than BQMGX's 4.35% yield.


TTM20252024202320222021202020192018201720162015
IMIDX
Congress Mid Cap Growth Fund
13.10%13.27%27.75%6.27%5.80%12.29%2.06%10.80%2.99%0.04%1.11%0.80%
BQMGX
Bright Rock Mid Cap Growth Fund
4.35%4.12%5.99%0.00%5.90%8.05%5.27%3.50%0.00%0.08%1.07%5.80%

Drawdowns

IMIDX vs. BQMGX - Drawdown Comparison

The maximum IMIDX drawdown since its inception was -35.15%, roughly equal to the maximum BQMGX drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for IMIDX and BQMGX.


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Drawdown Indicators


IMIDXBQMGXDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-36.05%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-11.62%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-25.92%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-36.05%

+0.90%

Current Drawdown

Current decline from peak

-9.61%

-11.07%

+1.46%

Average Drawdown

Average peak-to-trough decline

-7.26%

-5.83%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.67%

3.85%

+0.82%

Volatility

IMIDX vs. BQMGX - Volatility Comparison

Congress Mid Cap Growth Fund (IMIDX) has a higher volatility of 8.22% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 4.65%. This indicates that IMIDX's price experiences larger fluctuations and is considered to be riskier than BQMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMIDXBQMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

4.65%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

9.05%

+5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

15.98%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.20%

16.84%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

17.97%

+3.01%