Congress Intermediate Bond ETF

10-Year Study

CAFX.US · · US · ETF

Executive Summary: Congress Intermediate Bond ETF has compounded at 2.3% annually over the last 10 years, with a maximum drawdown of 1.8% and an annualized volatility of 5.0%.

1Y CAGR
+2.2%
3Y CAGR
+2.3%
5Y CAGR
+2.3%
10Y CAGR
+2.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.1-1.5-0.1-0.2-0.0——————-0.6%
20250.51.40.50.7-0.31.1-0.21.10.40.40.70.06.5%
2024—————————-1.60.6-0.7-1.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 5.0%. The dominant macroeconomic risk driver is TIP.US, accounting for 45.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-09-0110000
2024-10-019837.762273096667
2024-11-019901.512057299014
2024-12-019835.404289004637
2025-01-019884.627206925737
2025-02-0110022.274528297914
2025-03-0110068.54996610398
2025-04-0110143.542281602251
2025-05-0110117.77288402508
2025-06-0110228.808670644363
2025-07-0110206.913104075524
2025-08-0110318.454173000242
2025-09-0110364.098007924511
2025-10-0110401.446791667897
2025-11-0110470.45993321852
2025-12-0110471.133642959101
2026-01-0110480.860327338722
2026-02-0110598.29635649351
2026-03-0110444.60632192378
2026-04-0110429.8689213486
2026-05-0110410.920834894796
2026-06-0110408.815491955485
Annual Return Matrix
YearAnnual Return
20250.06463682989271424
2026-0.005951423516165288
Total Factor Risk
0.050038894571686574
VTI.US Exposure
0.2634770182794076
VEA.US Exposure
0.07393771736631029
VWO.US Exposure
-0.046903701922422006
QQQ.US Exposure
-0.056349262812011566
VTV.US Exposure
-0.060362783769714476
IJR.US Exposure
0.0030584665855738027
QUAL.US Exposure
-0.06817324341971101
SHV.US Exposure
0.03380585743994051
TLT.US Exposure
-0.020871688048431647
LQD.US Exposure
0.404207682172223
HYG.US Exposure
0.01752405039067663
GLD.US Exposure
0.0036575917554883585
USO.US Exposure
0.0037936899406884623
VNQ.US Exposure
0.012816273733408589
BTC-USD.CC Exposure
-0.009448597498870044
CPER.US Exposure
0.003404155289782548
VIX.INDX Exposure
-0.008274829237523193
UUP.US Exposure
-0.013583762562105174
TIP.US Exposure
0.4592180618772025
Idiosyncratic Exposure
0.005067304440086883
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
5.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.99%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$138
Avg Yield on Cost
1.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$137.961.38%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
49
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+0.0%
50.0% retracement+0.6%
61.8% retracement+1.2%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Congress Intermediate Bond ETF a high-risk investment?

Congress Intermediate Bond ETF (CAFX.US) has an annualized volatility of 5.0% and experienced a maximum drawdown of 1.8% over the last 10 years. Its primary macro risk driver is TIP.US.

What is the 10-year return of CAFX.US?

Over the past 10 years, CAFX.US has generated a Compound Annual Growth Rate (CAGR) of 2.3%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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