OTCKX vs. IMIDX

Last updated Jun 24, 2026

OTCKX (MFS Mid Cap Growth Fund Class R6) and IMIDX (Congress Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, OTCKX returned 13.38%/yr vs 12.73%/yr for IMIDX. Their correlation of 0.93 suggests significant overlap in exposure. OTCKX charges 0.65%/yr vs 0.79%/yr for IMIDX.

Performance

OTCKX vs. IMIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Growth Fund Class R6 (OTCKX) and Congress Mid Cap Growth Fund (IMIDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, OTCKX achieves a 6.12% return, which is significantly lower than IMIDX's 20.09% return. Both investments have delivered pretty close results over the past 10 years, with OTCKX having a 13.38% annualized return and IMIDX not far behind at 12.73%.

OTCKX

• 1D: 0.40%
• 1M: 4.21%
• YTD: 6.12%
• 6M: 4.28%
• 1Y: 4.16%
• 3Y*: 15.63%
• 5Y*: 5.85%
• 10Y*: 13.38%

IMIDX

• 1D: 1.15%
• 1M: 5.18%
• YTD: 20.09%
• 6M: 17.63%
• 1Y: 17.97%
• 3Y*: 13.50%
• 5Y*: 5.48%
• 10Y*: 12.73%

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

OTCKX vs. IMIDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OTCKX MFS Mid Cap Growth Fund Class R6	6.12%	3.75%	26.48%	21.50%	-28.29%	14.09%	35.81%	37.93%	1.19%	26.35%
IMIDX Congress Mid Cap Growth Fund	20.09%	-4.88%	18.11%	16.29%	-26.94%	29.42%	30.57%	42.36%	-4.98%	15.91%

Correlation

The correlation between OTCKX and IMIDX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.93

The correlation between OTCKX and IMIDX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Return for Risk

OTCKX vs. IMIDX — Risk / Return Rank

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

OTCKX

OTCKX Risk / Return Rank: 5
OTCKX Sharpe Ratio Rank: 5
OTCKX Sortino Ratio Rank: 5
OTCKX Omega Ratio Rank: 5
OTCKX Calmar Ratio Rank: 5
OTCKX Martin Ratio Rank: 5

IMIDX

IMIDX Risk / Return Rank: 17
IMIDX Sharpe Ratio Rank: 15
IMIDX Sortino Ratio Rank: 17
IMIDX Omega Ratio Rank: 15
IMIDX Calmar Ratio Rank: 22
IMIDX Martin Ratio Rank: 17

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.

OTCKX vs. IMIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund Class R6 (OTCKX) 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.

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.

	OTCKX	IMIDX	Difference
Sharpe ratio: Return per unit of total volatility	0.29	1.03	-0.74
Sortino ratio: Return per unit of downside risk	0.54	1.57	-1.04
Omega ratio: Gain probability vs. loss probability	1.06	1.18	-0.12
Calmar ratio: Return relative to maximum drawdown	0.31	1.62	-1.31
Martin ratio: Return relative to average drawdown	0.79	4.28	-3.49

OTCKX vs. IMIDX - Sharpe Ratio Comparison

The current OTCKX Sharpe Ratio is 0.29, which is lower than the IMIDX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of OTCKX and IMIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

OTCKX vs. IMIDX - Drawdown Comparison

The maximum OTCKX drawdown since its inception was -36.64%, roughly equal to the maximum IMIDX drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for OTCKX and IMIDX.

Drawdown Indicators

	OTCKX	IMIDX	Difference
Max Drawdown Largest peak-to-trough decline	-36.64%	-35.15%	-1.49%
Max Drawdown (1Y) Largest decline over 1 year	-16.31%	-12.10%	-4.21%
Max Drawdown (3Y) Largest decline over 3 years	-20.99%	-23.49%	+2.50%
Max Drawdown (5Y) Largest decline over 5 years	-36.64%	-34.88%	-1.76%
Max Drawdown (10Y) Largest decline over 10 years	-36.64%	-35.15%	-1.49%
Current Drawdown Current decline from peak	-1.76%	0.00%	-1.76%
Average Drawdown Average peak-to-trough decline	-7.35%	-7.18%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.36%	4.58%	+1.78%

Volatility

OTCKX vs. IMIDX - Volatility Comparison

The current volatility for MFS Mid Cap Growth Fund Class R6 (OTCKX) is 6.00%, while Congress Mid Cap Growth Fund (IMIDX) has a volatility of 6.40%. This indicates that OTCKX experiences smaller price fluctuations and is considered to be less risky than IMIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OTCKX	IMIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	6.40%	-0.40%
Volatility (6M) Calculated over the trailing 6-month period	14.14%	15.54%	-1.40%
Volatility (1Y) Calculated over the trailing 1-year period	17.33%	19.08%	-1.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.49%	21.53%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	21.18%	-1.05%

OTCKX vs. IMIDX - Expense Ratio Comparison

OTCKX has a 0.65% expense ratio, which is lower than IMIDX's 0.79% expense ratio.

Dividends

OTCKX vs. IMIDX - Dividend Comparison

OTCKX's dividend yield for the trailing twelve months is around 14.03%, more than IMIDX's 11.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IMIDX Congress Mid Cap Growth Fund	11.05%	13.27%	27.75%	6.27%	5.80%	12.29%	2.06%	10.80%	2.99%	0.04%	1.11%	0.80%
OTCKX MFS Mid Cap Growth Fund Class R6	14.03%	14.88%	16.85%	0.00%	0.00%	3.35%	0.77%	0.81%	4.40%	8.28%	5.38%	2.72%

Frequently Asked Questions

Can I hold both OTCKX and IMIDX in my portfolio?

OTCKX and IMIDX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OTCKX or IMIDX?

IMIDX has higher volatility (6.40%) compared to OTCKX (6.00%). In terms of maximum drawdown, OTCKX dropped -36.64% vs IMIDX's -35.15%.

Which has better risk-adjusted returns?

IMIDX currently has the higher Sharpe Ratio (1.03 vs 0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.