IMIDX vs. VLEQX

Last updated Aug 1, 2026

IMIDX (Congress Mid Cap Growth Fund) and VLEQX (Villere Equity Fund) are both Mid Cap Growth Equities funds. Their correlation of 0.82 means they have usually moved in the same direction. IMIDX charges 0.79%/yr vs 1.22%/yr for VLEQX.

Performance

IMIDX vs. VLEQX - Performance Comparison

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

Returns By Period

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%

VLEQX

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IMIDX Congress Mid Cap Growth Fund	$0.00	$0.00	$0.00

IMIDX vs. VLEQX - 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%
VLEQX Villere Equity Fund	3.58%	0.26%	1.50%	11.37%	-24.50%	5.80%	14.77%	24.50%	-6.98%	7.34%

Correlation

The correlation between IMIDX and VLEQX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.55
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.80
Correlation (10Y) Provides a long-term view across more market conditions.	0.81
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.82

Over the past year, the correlation between IMIDX and VLEQX has dropped to 0.55 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

IMIDX vs. VLEQX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IMIDX

IMIDX Risk / Return Rank: 13
IMIDX Sharpe Ratio Rank: 11
IMIDX Sortino Ratio Rank: 13
IMIDX Omega Ratio Rank: 11
IMIDX Calmar Ratio Rank: 15
IMIDX Martin Ratio Rank: 13

VLEQX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMIDX vs. VLEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Villere Equity Fund (VLEQX). 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	VLEQX	Difference
Sharpe ratio: Return per unit of total volatility	0.43	—	—
Sortino ratio: Return per unit of downside risk	0.77	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.72	—	—
Martin ratio: Return relative to average drawdown	1.82	—	—

Drawdowns

Drawdown Indicators

	IMIDX	VLEQX	Difference
Max Drawdown Largest peak-to-trough decline	-35.15%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.88%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.15%	—	—
Current Drawdown Current decline from peak	-3.49%	—	—
Average Drawdown Average peak-to-trough decline	-7.15%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.77%	—	—

Volatility

Volatility by Period

	IMIDX	VLEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.12%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.70%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.21%	—	—

IMIDX vs. VLEQX - Expense Ratio Comparison

IMIDX has a 0.79% expense ratio, which is lower than VLEQX's 1.22% expense ratio.

Dividends

IMIDX vs. VLEQX - Dividend Comparison

IMIDX's dividend yield for the trailing twelve months is around 11.45%, less than VLEQX's 13.57% 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%
VLEQX Villere Equity Fund	13.57%	0.54%	0.40%	4.64%	2.88%	8.24%	0.73%	0.17%	0.34%	0.00%	0.11%	1.76%

Frequently Asked Questions

Can I hold both IMIDX and VLEQX in my portfolio?

IMIDX and VLEQX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.