VLIFX vs. IMIDX

In the year-to-date period, VLIFX achieves a 8.03% return, which is significantly higher than IMIDX's -6.26% return. Over the past 10 years, VLIFX has outperformed IMIDX with an annualized return of 9.05%, while IMIDX has yielded a comparatively lower 4.25% annualized return.

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

This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) 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 VLIFX Sharpe Ratio is 0.76, which is higher than the IMIDX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of VLIFX 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 VLIFX nor IMIDX has paid dividends to shareholders.

The maximum VLIFX drawdown since its inception was -81.77%, which is greater than IMIDX's maximum drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for VLIFX and IMIDX. For additional features, visit the drawdowns tool.

The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 4.93%, while Congress Mid Cap Growth Fund (IMIDX) has a volatility of 14.03%. This indicates that VLIFX 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.