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IMIDX vs. SDSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMIDX vs. SDSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Congress Mid Cap Growth Fund (IMIDX) and BNY Mellon Small/Mid Cap Growth Fund (SDSCX). The values are adjusted to include any dividend payments, if applicable.

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IMIDX vs. SDSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMIDX
Congress Mid Cap Growth Fund
-2.83%-4.88%18.11%16.29%-26.94%29.42%30.57%42.36%-4.98%15.91%
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
-8.34%11.91%9.95%15.55%-33.20%-4.42%68.54%39.14%-1.46%26.74%

Returns By Period

In the year-to-date period, IMIDX achieves a -2.83% return, which is significantly higher than SDSCX's -8.34% return. Both investments have delivered pretty close results over the past 10 years, with IMIDX having a 10.30% annualized return and SDSCX not far ahead at 10.40%.


IMIDX

1D
-2.11%
1M
-8.66%
YTD
-2.83%
6M
-9.79%
1Y
3.14%
3Y*
5.88%
5Y*
2.23%
10Y*
10.30%

SDSCX

1D
-1.36%
1M
-13.86%
YTD
-8.34%
6M
-7.45%
1Y
12.80%
3Y*
7.18%
5Y*
-2.91%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMIDX vs. SDSCX - Expense Ratio Comparison

IMIDX has a 0.79% expense ratio, which is higher than SDSCX's 0.70% expense ratio.


Return for Risk

IMIDX vs. SDSCX — Risk / Return Rank

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

IMIDX
IMIDX Risk / Return Rank: 99
Overall Rank
IMIDX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IMIDX Sortino Ratio Rank: 99
Sortino Ratio Rank
IMIDX Omega Ratio Rank: 88
Omega Ratio Rank
IMIDX Calmar Ratio Rank: 88
Calmar Ratio Rank
IMIDX Martin Ratio Rank: 88
Martin Ratio Rank

SDSCX
SDSCX Risk / Return Rank: 1818
Overall Rank
SDSCX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SDSCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
SDSCX Omega Ratio Rank: 1717
Omega Ratio Rank
SDSCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
SDSCX Martin Ratio Rank: 1919
Martin Ratio Rank
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. SDSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and BNY Mellon Small/Mid Cap Growth Fund (SDSCX). 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.


IMIDXSDSCXDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.50

-0.33

Sortino ratio

Return per unit of downside risk

0.39

0.89

-0.50

Omega ratio

Gain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratio

Return relative to maximum drawdown

0.14

0.50

-0.36

Martin ratio

Return relative to average drawdown

0.35

1.96

-1.61

IMIDX vs. SDSCX - Sharpe Ratio Comparison

The current IMIDX Sharpe Ratio is 0.17, which is lower than the SDSCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IMIDX and SDSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMIDXSDSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.50

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.12

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.43

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.00

+0.59

Correlation

The correlation between IMIDX and SDSCX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IMIDX vs. SDSCX - Dividend Comparison

IMIDX's dividend yield for the trailing twelve months is around 13.66%, less than SDSCX's 57.04% yield.


TTM20252024202320222021202020192018201720162015
IMIDX
Congress Mid Cap Growth Fund
13.66%13.27%27.75%6.27%5.80%12.29%2.06%10.80%2.99%0.04%1.11%0.80%
SDSCX
BNY Mellon Small/Mid Cap Growth Fund
57.04%52.29%0.43%0.00%0.00%9.19%7.93%0.00%8.72%9.16%2.21%6.57%

Drawdowns

IMIDX vs. SDSCX - Drawdown Comparison

The maximum IMIDX drawdown since its inception was -35.15%, smaller than the maximum SDSCX drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for IMIDX and SDSCX.


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Drawdown Indicators


IMIDXSDSCXDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-99.19%

+64.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-19.60%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-34.88%

-45.77%

+10.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-48.25%

+13.10%

Current Drawdown

Current decline from peak

-13.30%

-89.05%

+75.75%

Average Drawdown

Average peak-to-trough decline

-7.26%

-75.09%

+67.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

4.97%

-0.33%

Volatility

IMIDX vs. SDSCX - Volatility Comparison

The current volatility for Congress Mid Cap Growth Fund (IMIDX) is 6.85%, while BNY Mellon Small/Mid Cap Growth Fund (SDSCX) has a volatility of 7.72%. This indicates that IMIDX experiences smaller price fluctuations and is considered to be less risky than SDSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMIDXSDSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

7.72%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

15.58%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

24.39%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

24.49%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

24.12%

-3.19%