IMIDX vs. DSMDX
IMIDX (Congress Mid Cap Growth Fund) and DSMDX (Driehaus Small/Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, IMIDX returned 3.41%/yr vs 5.50%/yr for DSMDX. Their correlation of 0.86 means they have usually moved in the same direction. IMIDX charges 0.79%/yr vs 0.95%/yr for DSMDX.
Performance
IMIDX vs. DSMDX - 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 DSMDX's 8.67% 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%
DSMDX
- 1D
- 2.61%
- 1M
- -6.93%
- 6M
- 1.22%
- YTD
- 8.67%
- 1Y
- 22.53%
- 3Y*
- 15.12%
- 5Y*
- 5.50%
- 10Y*
- —
- ALL TIME*
- 16.29%
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. DSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IMIDX Congress Mid Cap Growth Fund | 15.91% | -4.88% | 18.11% | 16.29% | -26.94% | 29.42% | 45.03% |
DSMDX Driehaus Small/Mid Cap Growth Fund | 8.67% | 9.83% | 26.45% | 20.71% | -31.46% | 17.96% | 74.27% |
Correlation
The correlation between IMIDX and DSMDX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since May 1, 2020 | 0.86 |
The correlation between IMIDX and DSMDX has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.
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Return for Risk
IMIDX vs. DSMDX — Risk / Return Rank
IMIDX
DSMDX
IMIDX vs. DSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Driehaus Small/Mid Cap Growth Fund (DSMDX). 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 | DSMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.14 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 1.40 | -0.69 |
| Martin ratioReturn relative to average drawdown | 1.82 | 4.39 | -2.57 |
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Drawdowns
IMIDX vs. DSMDX - Drawdown Comparison
The maximum IMIDX drawdown since its inception was -35.15%, smaller than the maximum DSMDX drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for IMIDX and DSMDX.
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Drawdown Indicators
| IMIDX | DSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.15% | -41.90% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -14.51% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -33.05% | +9.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -41.90% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.15% | — | — |
Current DrawdownCurrent decline from peak | -3.49% | -12.21% | +8.72% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -15.45% | +8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 4.62% | +0.15% |
Volatility
IMIDX vs. DSMDX - Volatility Comparison
The current volatility for Congress Mid Cap Growth Fund (IMIDX) is 6.19%, while Driehaus Small/Mid Cap Growth Fund (DSMDX) has a volatility of 7.22%. This indicates that IMIDX experiences smaller price fluctuations and is considered to be less risky than DSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMIDX | DSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 7.22% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 22.25% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 27.35% | -7.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 26.23% | -4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 26.17% | -4.96% |
IMIDX vs. DSMDX - Expense Ratio Comparison
IMIDX has a 0.79% expense ratio, which is lower than DSMDX's 0.95% expense ratio.
Dividends
IMIDX vs. DSMDX - Dividend Comparison
IMIDX's dividend yield for the trailing twelve months is around 11.45%, more than DSMDX's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSMDX Driehaus Small/Mid Cap Growth Fund | 0.38% | 0.41% | 0.33% | 0.00% | 3.72% | 7.93% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 DSMDX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSMDX has higher volatility (7.22%) compared to IMIDX (6.19%). In terms of maximum drawdown, IMIDX dropped -35.15% vs DSMDX's -41.90%.
DSMDX currently has the higher Sharpe Ratio (0.75 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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