APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | Large Cap Growth Equities | 60% |
GTSGX Madison Mid Cap Fund | Mid Cap Blend Equities | 20% |
MIEIX MFS International Equity Fund Class R6 | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Jul 12, 2011, corresponding to the inception date of GTSGX
Returns By Period
As of Apr 22, 2025, the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 returned -9.87% Year-To-Date and 7.26% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 | -8.87% | -5.27% | -12.35% | -0.72% | 10.72% | 8.34% |
| Portfolio components: | ||||||
APGYX AB Large Cap Growth Fund Advisor Class | -12.30% | -6.67% | -16.22% | -3.09% | 9.43% | 8.44% |
GTSGX Madison Mid Cap Fund | -7.95% | -3.34% | -9.02% | -0.36% | 14.07% | 9.70% |
MIEIX MFS International Equity Fund Class R6 | 6.48% | -2.46% | 0.70% | 9.61% | 11.19% | 6.12% |
Monthly Returns
The table below presents the monthly returns of APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.02% | -3.19% | -6.11% | -3.62% | -8.87% | ||||||||
| 2024 | 2.41% | 6.24% | 2.27% | -5.77% | 5.69% | 2.87% | -0.71% | 2.27% | 1.62% | -1.71% | 5.41% | -6.36% | 14.11% |
| 2023 | 7.61% | -2.24% | 4.38% | 1.58% | 0.53% | 5.99% | 2.46% | -1.12% | -4.77% | -0.85% | 9.24% | 3.99% | 29.16% |
| 2022 | -8.62% | -4.05% | 1.48% | -8.94% | -0.54% | -6.82% | 9.79% | -5.59% | -8.70% | 6.00% | 7.68% | -6.20% | -23.92% |
| 2021 | -2.62% | 1.33% | 3.40% | 6.86% | 0.67% | 3.45% | 3.43% | 2.64% | -5.93% | 3.39% | -0.02% | 2.25% | 19.85% |
| 2020 | 0.27% | -5.47% | -10.97% | 11.29% | 7.53% | 1.78% | 5.81% | 5.18% | -2.99% | -2.28% | 10.61% | 2.20% | 22.58% |
| 2019 | 7.78% | 4.22% | 2.13% | 3.50% | -4.62% | 6.90% | 0.71% | -0.71% | 1.24% | 3.00% | 2.89% | 0.22% | 30.19% |
| 2018 | 5.94% | -3.06% | -1.73% | 0.87% | 2.53% | 1.25% | 2.98% | 2.63% | 0.21% | -6.78% | 2.43% | -11.90% | -5.84% |
| 2017 | 3.55% | 3.17% | 1.35% | 2.97% | 2.83% | -0.25% | 2.07% | 1.06% | 1.65% | 2.37% | 3.37% | -1.94% | 24.41% |
| 2016 | -5.86% | -0.13% | 6.11% | -0.44% | 1.50% | -1.42% | 4.46% | 0.47% | 0.58% | -2.54% | 1.21% | -0.44% | 3.01% |
| 2015 | -1.05% | 6.62% | -0.02% | -0.35% | 1.60% | -0.44% | 2.11% | -5.54% | -2.02% | 6.93% | 0.80% | -6.27% | 1.50% |
| 2014 | -3.78% | 4.98% | -1.78% | 0.11% | 3.22% | 1.34% | -1.23% | 3.55% | -1.78% | 3.15% | 2.49% | -8.34% | 1.13% |
Expense Ratio
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 has an expense ratio of 0.68%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 is 7, meaning it’s performing worse than 93% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | -0.18 | -0.09 | 0.99 | -0.17 | -0.53 |
GTSGX Madison Mid Cap Fund | 0.02 | 0.16 | 1.02 | 0.02 | 0.07 |
MIEIX MFS International Equity Fund Class R6 | 0.72 | 1.05 | 1.14 | 0.80 | 2.44 |
Dividends
Dividend yield
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 provided a 1.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 1.48% | 0.64% | 0.64% | 1.96% | 0.89% | 1.44% | 1.84% | 1.08% | 1.31% | 1.56% | 4.99% |
| Portfolio components: | ||||||||||||
APGYX AB Large Cap Growth Fund Advisor Class | 0.07% | 0.06% | 0.10% | 0.00% | 0.00% | 0.00% | 0.11% | 0.00% | 0.00% | 0.14% | 0.00% | 0.00% |
GTSGX Madison Mid Cap Fund | 6.26% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% | 20.06% |
MIEIX MFS International Equity Fund Class R6 | 1.38% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% | 4.89% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 was 30.84%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.
The current APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 drawdown is 17.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.84% | Nov 17, 2021 | 229 | Oct 14, 2022 | 322 | Jan 29, 2024 | 551 |
| -30.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.25% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -21.06% | Aug 30, 2018 | 80 | Dec 24, 2018 | 120 | Jun 18, 2019 | 200 |
| -20.23% | Jul 25, 2011 | 50 | Oct 3, 2011 | 89 | Feb 9, 2012 | 139 |
Volatility
Volatility Chart
The current APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 volatility is 12.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.27, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| MIEIX | APGYX | GTSGX | |
|---|---|---|---|
| MIEIX | 1.00 | 0.68 | 0.70 |
| APGYX | 0.68 | 1.00 | 0.79 |
| GTSGX | 0.70 | 0.79 | 1.00 |