OEGYX vs. IMIDX

In the year-to-date period, OEGYX achieves a 34.41% return, which is significantly higher than IMIDX's 10.44% return. Over the past 10 years, OEGYX has outperformed IMIDX with an annualized return of 6.60%, while IMIDX has yielded a comparatively lower 6.15% annualized return.

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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 2.49, which is higher than the IMIDX Sharpe Ratio of 0.71. 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.

Neither OEGYX nor IMIDX has paid dividends to shareholders.

The maximum OEGYX drawdown since its inception was -58.27%, which is greater than IMIDX's maximum drawdown of -42.14%. 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) and Congress Mid Cap Growth Fund (IMIDX) have volatilities of 5.93% and 5.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.