IMIDX vs. VLIFX

In the year-to-date period, IMIDX achieves a -2.60% return, which is significantly lower than VLIFX's 2.01% return. Over the past 10 years, IMIDX has underperformed VLIFX with an annualized return of 5.11%, while VLIFX has yielded a comparatively higher 8.84% annualized return.

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IMIDX has a 0.79% expense ratio, which is lower than VLIFX's 1.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Congress Mid Cap Growth Fund (IMIDX) and Value Line Mid Cap Focused Fund (VLIFX). 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 -0.06, which is lower than the VLIFX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IMIDX and VLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IMIDX's dividend yield for the trailing twelve months is around 14.24%, more than VLIFX's 0.05% yield.

The maximum IMIDX drawdown since its inception was -44.43%, smaller than the maximum VLIFX drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for IMIDX and VLIFX. For additional features, visit the drawdowns tool.

Congress Mid Cap Growth Fund (IMIDX) has a higher volatility of 5.62% compared to Value Line Mid Cap Focused Fund (VLIFX) at 4.59%. This indicates that IMIDX's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.