IMIDX vs. CSMCX
IMIDX (Congress Mid Cap Growth Fund) and CSMCX (Congress Small Cap Growth Fund) are both mutual funds - IMIDX is a Mid Cap Growth Equities fund managed by Congress, while CSMCX is a Small Cap Growth Equities fund managed by Congress. Over the past 10 years, IMIDX returned 11.58%/yr vs 16.14%/yr for CSMCX. Their correlation of 0.88 means they have usually moved in the same direction. IMIDX charges 0.79%/yr vs 1.00%/yr for CSMCX.
Performance
IMIDX vs. CSMCX - Performance Comparison
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Returns By Period
In the year-to-date period, IMIDX achieves a 15.91% return, which is significantly higher than CSMCX's 14.55% return. Over the past 10 years, IMIDX has underperformed CSMCX with an annualized return of 11.58%, while CSMCX has yielded a comparatively higher 16.14% annualized return.
IMIDX
- 1D
- 3.65%
- 1M
- 0.82%
- 6M
- 12.15%
- YTD
- 15.91%
- 1Y
- 10.69%
- 3Y*
- 9.91%
- 5Y*
- 3.41%
- 10Y*
- 11.58%
- ALL TIME*
- 12.55%
CSMCX
- 1D
- 2.46%
- 1M
- -4.28%
- 6M
- 8.46%
- YTD
- 14.55%
- 1Y
- 19.19%
- 3Y*
- 13.17%
- 5Y*
- 7.90%
- 10Y*
- 16.14%
- ALL TIME*
- 12.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IMIDX vs. CSMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMIDX Congress Mid Cap Growth Fund | 15.91% | -4.88% | 18.11% | 16.29% | -26.94% | 29.42% | 30.57% | 42.36% | -4.98% | 15.91% |
CSMCX Congress Small Cap Growth Fund | 14.55% | 8.37% | 18.65% | 20.27% | -26.21% | 39.30% | 39.11% | 36.12% | 2.51% | 22.58% |
Correlation
The correlation between IMIDX and CSMCX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2012 | 0.88 |
The correlation between IMIDX and CSMCX has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
IMIDX vs. CSMCX — Risk / Return Rank
IMIDX
CSMCX
IMIDX vs. CSMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Congress Small Cap Growth Fund (CSMCX). 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.
| IMIDX | CSMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.24 | -0.52 |
| Martin ratioReturn relative to average drawdown | 1.82 | 3.85 | -2.03 |
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Drawdowns
IMIDX vs. CSMCX - Drawdown Comparison
The maximum IMIDX drawdown since its inception was -35.15%, smaller than the maximum CSMCX drawdown of -56.20%. Use the drawdown chart below to compare losses from any high point for IMIDX and CSMCX.
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Drawdown Indicators
| IMIDX | CSMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.15% | -56.20% | +21.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -13.63% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -26.10% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -33.44% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.15% | -33.44% | -1.71% |
Current DrawdownCurrent decline from peak | -3.49% | -5.26% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -9.35% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 4.38% | +0.39% |
Volatility
IMIDX vs. CSMCX - Volatility Comparison
Congress Mid Cap Growth Fund (IMIDX) has a higher volatility of 6.19% compared to Congress Small Cap Growth Fund (CSMCX) at 5.52%. This indicates that IMIDX's price experiences larger fluctuations and is considered to be riskier than CSMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMIDX | CSMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.52% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 16.34% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 22.00% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 22.73% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 22.44% | -1.23% |
IMIDX vs. CSMCX - Expense Ratio Comparison
IMIDX has a 0.79% expense ratio, which is lower than CSMCX's 1.00% expense ratio.
Dividends
IMIDX vs. CSMCX - Dividend Comparison
IMIDX's dividend yield for the trailing twelve months is around 11.45%, more than CSMCX's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMCX Congress Small Cap Growth Fund | 2.04% | 2.34% | 0.00% | 0.00% | 0.00% | 15.57% | 7.05% | 16.14% | 10.04% | 11.48% | 0.00% | 27.40% |
IMIDX Congress Mid Cap Growth Fund | 11.45% | 13.27% | 27.75% | 6.27% | 5.80% | 12.29% | 2.06% | 10.80% | 2.99% | 0.04% | 1.11% | 0.80% |
Frequently Asked Questions
IMIDX and CSMCX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMIDX has higher volatility (6.19%) compared to CSMCX (5.52%). In terms of maximum drawdown, IMIDX dropped -35.15% vs CSMCX's -56.20%.
CSMCX currently has the higher Sharpe Ratio (0.77 vs 0.43), 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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