IMIDX vs. OEGYX

In the year-to-date period, IMIDX achieves a 7.03% return, which is significantly lower than OEGYX's 30.83% return. Over the past 10 years, IMIDX has underperformed OEGYX with an annualized return of 5.90%, while OEGYX has yielded a comparatively higher 6.39% annualized return.

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IMIDX has a 0.79% expense ratio, which is higher than OEGYX's 0.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Invesco Discovery Mid Cap Growth Fund (OEGYX). 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.

The current IMIDX Sharpe Ratio is 0.54, which is lower than the OEGYX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of IMIDX and OEGYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither IMIDX nor OEGYX has paid dividends to shareholders.

The maximum IMIDX drawdown since its inception was -42.14%, smaller than the maximum OEGYX drawdown of -58.27%. Use the drawdown chart below to compare losses from any high point for IMIDX and OEGYX. For additional features, visit the drawdowns tool.

The current volatility for Congress Mid Cap Growth Fund (IMIDX) is 5.32%, while Invesco Discovery Mid Cap Growth Fund (OEGYX) has a volatility of 5.86%. This indicates that IMIDX experiences smaller price fluctuations and is considered to be less risky than OEGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.