OEGYX vs. IMIDX

In the year-to-date period, OEGYX achieves a -4.30% return, which is significantly lower than IMIDX's -2.42% return. Both investments have delivered pretty close results over the past 10 years, with OEGYX having a 4.96% annualized return and IMIDX not far ahead at 5.13%.

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OEGYX has a 0.78% expense ratio, which is lower than IMIDX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Discovery Mid Cap Growth Fund (OEGYX) and Congress Mid Cap Growth Fund (IMIDX). 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 OEGYX Sharpe Ratio is 0.03, which is higher than the IMIDX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of OEGYX and IMIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

OEGYX has not paid dividends to shareholders, while IMIDX's dividend yield for the trailing twelve months is around 14.22%.

The maximum OEGYX drawdown since its inception was -58.27%, which is greater than IMIDX's maximum drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for OEGYX and IMIDX. For additional features, visit the drawdowns tool.

Invesco Discovery Mid Cap Growth Fund (OEGYX) has a higher volatility of 6.62% compared to Congress Mid Cap Growth Fund (IMIDX) at 5.75%. This indicates that OEGYX's price experiences larger fluctuations and is considered to be riskier than IMIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.