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ISIN
US5574926003
CUSIP
557492600
Inception Date
Dec 28, 1997
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

MBLAX Performance Chart

Madison Diversified Income Fund (MBLAX) is up 3.8% since the beginning of the year. MBLAX is currently trading at $13 per share. Investors who bought $1,000 worth of MBLAX shares 5 years ago would now be looking at an investment worth $1,155.


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S&P 500 Index

Returns By Period

Madison Diversified Income Fund (MBLAX) has returned 3.79% so far this year and 8.60% over the past 12 months. Over the last ten years, MBLAX has returned 6.53% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Madison Diversified Income Fund

1D
0.23%
1M
0.44%
YTD
3.79%
6M
3.67%
1Y
8.60%
3Y*
7.23%
5Y*
2.93%
10Y*
6.53%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBLAX Monthly Returns History

Based on dividend-adjusted daily data since Dec 29, 1997, MBLAX's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +7.5%, while the worst month was Oct 2008 at -7.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MBLAX closed higher 50% of trading days. The best single day was Dec 23, 2021 with a return of +11.0%, while the worst single day was Dec 27, 2021 at -8.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.49%2.02%-2.45%2.00%-0.32%0.08%3.79%
20251.24%0.94%-1.02%-1.16%1.60%1.94%0.21%1.86%0.14%-0.61%1.16%0.27%6.70%
2024-0.33%0.38%1.82%-2.75%1.68%0.21%2.57%1.57%1.03%-1.09%2.43%-2.65%4.80%
20232.67%-3.90%0.42%0.49%-4.15%4.03%3.02%-1.68%-3.05%-1.85%4.57%3.31%3.38%
2022-2.27%-1.66%2.20%-4.78%1.68%-5.51%2.84%-2.70%-7.05%6.81%5.57%-2.38%-7.99%
2021-2.03%1.15%4.97%1.82%2.87%-0.93%1.75%1.32%-3.46%3.24%-1.49%4.73%14.42%

Benchmark Metrics

Madison Diversified Income Fund has an annualized alpha of 1.95%, beta of 0.45, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since December 30, 1997.

  • This fund participated in 51.19% of S&P 500 Index downside but only 49.75% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.95%
Beta
0.45
0.79
Upside Capture
49.75%
Downside Capture
51.19%

Expense Ratio

MBLAX has a high expense ratio of 1.11%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MBLAX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MBLAX Risk / Return Rank: 4545
Overall Rank
MBLAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MBLAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MBLAX Omega Ratio Rank: 4545
Omega Ratio Rank
MBLAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MBLAX Martin Ratio Rank: 4444
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Madison Diversified Income Fund (MBLAX) and compare them to S&P 500 Index.


MBLAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.36

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

2.65

2.93

-0.28

Martin ratioReturn relative to average drawdown

9.36

13.52

-4.16

Dividends

Dividend History

Madison Diversified Income Fund provided a 4.41% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.58$0.63$0.94$1.99$1.18$2.06$0.46$1.08$1.53$0.51$0.79$0.57

Dividend yield

4.41%4.92%7.37%15.29%8.09%12.04%2.77%6.69%10.66%3.14%5.38%4.00%

Monthly Dividends

The table displays the monthly dividend distributions for Madison Diversified Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.02$0.03$0.07$0.03$0.04$0.00$0.19
2025$0.07$0.03$0.07$0.03$0.04$0.07$0.03$0.04$0.07$0.03$0.04$0.13$0.63
2024$0.07$0.03$0.25$0.02$0.04$0.16$0.02$0.03$0.07$0.03$0.03$0.18$0.94
2023$0.03$0.02$0.02$0.02$0.03$0.03$0.03$0.02$0.02$0.03$0.04$1.71$1.99
2022$0.02$0.01$0.02$0.02$0.02$0.03$0.02$0.02$0.03$0.03$0.02$0.94$1.18
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.02$1.85$2.06

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Madison Diversified Income Fund. 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 Madison Diversified Income Fund was 26.64%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.

The current Madison Diversified Income Fund drawdown is 0.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-26.64%Mar 2009
1y 5mo1y 6mo
2y 11moOct 2007 - Sep 2010
Bear market2022
-23.81%Oct 2022
9mo 19d3y 3mo
4y 1moDec 2021 - Feb 2026
COVID crash2020
-23.28%Mar 2020
1mo 4d5mo 13d
6mo 17dFeb 2020 - Sep 2020
Dot-com crash2000–2002
-22.51%Oct 2002
2y 1mo1y 4mo
3y 5moSep 2000 - Feb 2004
1998 correction1998
-10.64%Oct 1998
2mo 20d1mo 16d
4mo 6dJul 1998 - Nov 1998

Drawdown Indicators


MBLAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-56.78%

+30.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-9.10%

+5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-7.37%

-18.90%

+11.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-25.43%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.81%

-33.92%

+10.11%

Current Drawdown

Current decline from peak

-0.74%

-0.74%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.75%

-10.72%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.97%

-1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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