IMIDX vs. PMVAX
IMIDX (Congress Mid Cap Growth Fund) and PMVAX (Putnam Sustainable Future Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, IMIDX returned 11.58%/yr vs 8.85%/yr for PMVAX. Their correlation of 0.90 means they have usually moved in the same direction. IMIDX charges 0.79%/yr vs 1.00%/yr for PMVAX.
Performance
IMIDX vs. PMVAX - 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 PMVAX's 1.73% return. Over the past 10 years, IMIDX has outperformed PMVAX with an annualized return of 11.58%, while PMVAX has yielded a comparatively lower 8.85% 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%
PMVAX
- 1D
- 2.58%
- 1M
- -4.05%
- 6M
- 4.28%
- YTD
- 1.73%
- 1Y
- 1.86%
- 3Y*
- 9.24%
- 5Y*
- -1.18%
- 10Y*
- 8.85%
- ALL TIME*
- 9.24%
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. PMVAX - 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% |
PMVAX Putnam Sustainable Future Fund | 1.73% | 2.64% | 14.87% | 28.60% | -33.93% | 5.99% | 52.93% | 29.77% | -7.08% | 10.61% |
Correlation
The correlation between IMIDX and PMVAX 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. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2012 | 0.90 |
The correlation between IMIDX and PMVAX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
IMIDX vs. PMVAX — Risk / Return Rank
IMIDX
PMVAX
IMIDX vs. PMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Putnam Sustainable Future Fund (PMVAX). 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 | PMVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.01 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.03 | +0.75 |
| Martin ratioReturn relative to average drawdown | 1.82 | -0.09 | +1.91 |
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Drawdowns
IMIDX vs. PMVAX - Drawdown Comparison
The maximum IMIDX drawdown since its inception was -35.15%, smaller than the maximum PMVAX drawdown of -61.94%. Use the drawdown chart below to compare losses from any high point for IMIDX and PMVAX.
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Drawdown Indicators
| IMIDX | PMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.15% | -61.94% | +26.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -14.96% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -27.38% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -44.20% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -35.15% | -44.20% | +9.05% |
Current DrawdownCurrent decline from peak | -3.49% | -9.36% | +5.87% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -10.98% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 5.33% | -0.56% |
Volatility
IMIDX vs. PMVAX - Volatility Comparison
Congress Mid Cap Growth Fund (IMIDX) has a higher volatility of 6.19% compared to Putnam Sustainable Future Fund (PMVAX) at 5.64%. This indicates that IMIDX's price experiences larger fluctuations and is considered to be riskier than PMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMIDX | PMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 5.64% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.49% | 14.31% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 17.65% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 21.54% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 20.50% | +0.71% |
IMIDX vs. PMVAX - Expense Ratio Comparison
IMIDX has a 0.79% expense ratio, which is lower than PMVAX's 1.00% expense ratio.
Dividends
IMIDX vs. PMVAX - Dividend Comparison
IMIDX's dividend yield for the trailing twelve months is around 11.45%, less than PMVAX's 14.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PMVAX Putnam Sustainable Future Fund | 14.00% | 14.24% | 12.53% | 0.00% | 0.00% | 16.32% | 10.06% | 2.67% | 31.09% | 4.49% | 2.25% | 8.33% |
Frequently Asked Questions
IMIDX and PMVAX 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.
IMIDX has higher volatility (6.19%) compared to PMVAX (5.64%). In terms of maximum drawdown, IMIDX dropped -35.15% vs PMVAX's -61.94%.
IMIDX currently has the higher Sharpe Ratio (0.43 vs -0.03), 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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