IMIDX vs. PRDMX

Last updated Jun 4, 2026

IMIDX (Congress Mid Cap Growth Fund) and PRDMX (T. Rowe Price Diversified Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, IMIDX returned 11.93%/yr vs 13.00%/yr for PRDMX. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.79% expense ratio.

Performance

IMIDX vs. PRDMX - Performance Comparison

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

Returns By Period

In the year-to-date period, IMIDX achieves a 15.44% return, which is significantly higher than PRDMX's 4.77% return. Over the past 10 years, IMIDX has underperformed PRDMX with an annualized return of 11.93%, while PRDMX has yielded a comparatively higher 13.00% annualized return.

IMIDX

• 1D: 0.82%
• 1M: 1.15%
• YTD: 15.44%
• 6M: 13.45%
• 1Y: 14.96%
• 3Y*: 12.35%
• 5Y*: 5.29%
• 10Y*: 11.93%

PRDMX

• 1D: 0.16%
• 1M: 4.13%
• YTD: 4.77%
• 6M: 3.57%
• 1Y: 8.26%
• 3Y*: 16.40%
• 5Y*: 7.97%
• 10Y*: 13.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IMIDX vs. PRDMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IMIDX Congress Mid Cap Growth Fund	15.44%	-4.88%	18.11%	16.29%	-26.94%	29.42%	30.57%	42.36%	-4.98%	15.91%
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund	4.77%	10.30%	23.77%	20.75%	-24.65%	13.56%	31.82%	37.91%	-3.15%	24.66%

Correlation

The correlation between IMIDX and PRDMX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 2, 2012	0.93

The correlation between IMIDX and PRDMX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Return for Risk

IMIDX vs. PRDMX — Risk / Return Rank

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

IMIDX

IMIDX Risk / Return Rank: 11
IMIDX Sharpe Ratio Rank: 10
IMIDX Sortino Ratio Rank: 11
IMIDX Omega Ratio Rank: 10
IMIDX Calmar Ratio Rank: 13
IMIDX Martin Ratio Rank: 11

PRDMX

PRDMX Risk / Return Rank: 7
PRDMX Sharpe Ratio Rank: 7
PRDMX Sortino Ratio Rank: 7
PRDMX Omega Ratio Rank: 6
PRDMX Calmar Ratio Rank: 6
PRDMX Martin Ratio Rank: 7

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. PRDMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX). 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.

	IMIDX	PRDMX	Difference
Sharpe ratio: Return per unit of total volatility	0.83	0.56	+0.28
Sortino ratio: Return per unit of downside risk	1.30	0.90	+0.41
Omega ratio: Gain probability vs. loss probability	1.15	1.10	+0.05
Calmar ratio: Return relative to maximum drawdown	1.26	0.66	+0.60
Martin ratio: Return relative to average drawdown	3.34	2.06	+1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMIDX vs. PRDMX - Sharpe Ratio Comparison

The current IMIDX Sharpe Ratio is 0.83, which is higher than the PRDMX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IMIDX and PRDMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IMIDX	PRDMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	0.56	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.37	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.61	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	0.50	+0.16

Drawdowns

IMIDX vs. PRDMX - Drawdown Comparison

The maximum IMIDX drawdown since its inception was -35.15%, smaller than the maximum PRDMX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for IMIDX and PRDMX.

Drawdown Indicators

	IMIDX	PRDMX	Difference
Max Drawdown Largest peak-to-trough decline	-35.15%	-57.57%	+22.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-14.15%	+2.05%
Max Drawdown (3Y) Largest decline over 3 years	-23.49%	-25.06%	+1.57%
Max Drawdown (5Y) Largest decline over 5 years	-34.88%	-35.69%	+0.81%
Max Drawdown (10Y) Largest decline over 10 years	-35.15%	-35.91%	+0.76%
Current Drawdown Current decline from peak	-2.39%	-0.76%	-1.63%
Average Drawdown Average peak-to-trough decline	-7.20%	-8.44%	+1.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	4.49%	+0.06%

Volatility

IMIDX vs. PRDMX - Volatility Comparison

Congress Mid Cap Growth Fund (IMIDX) has a higher volatility of 6.02% compared to T. Rowe Price Diversified Mid Cap Growth Fund (PRDMX) at 3.88%. This indicates that IMIDX's price experiences larger fluctuations and is considered to be riskier than PRDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMIDX	PRDMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	3.88%	+2.14%
Volatility (6M) Calculated over the trailing 6-month period	14.95%	12.96%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	16.72%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.39%	21.81%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.12%	21.37%	-0.25%

IMIDX vs. PRDMX - Expense Ratio Comparison

Both IMIDX and PRDMX have an expense ratio of 0.79%.

Dividends

IMIDX vs. PRDMX - Dividend Comparison

IMIDX's dividend yield for the trailing twelve months is around 11.50%, more than PRDMX's 7.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMIDX Congress Mid Cap Growth Fund	11.50%	13.27%	27.75%	6.27%	5.80%	12.29%	2.06%	10.80%	2.99%	0.04%	1.11%	0.80%
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund	7.39%	7.75%	8.59%	6.83%	1.22%	10.13%	4.80%	2.02%	5.23%	3.71%	1.23%	3.78%

Frequently Asked Questions

Can I hold both IMIDX and PRDMX in my portfolio?

IMIDX and PRDMX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMIDX or PRDMX?

IMIDX has higher volatility (6.02%) compared to PRDMX (3.88%). In terms of maximum drawdown, IMIDX dropped -35.15% vs PRDMX's -57.57%.

Which has better risk-adjusted returns?

IMIDX currently has the higher Sharpe Ratio (0.83 vs 0.56), 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.