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FAMEX vs. GTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAMEX vs. GTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FAM Dividend Focus Fund (FAMEX) and Madison Mid Cap Fund (GTSGX). The values are adjusted to include any dividend payments, if applicable.

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FAMEX vs. GTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAMEX
FAM Dividend Focus Fund
-6.23%1.91%7.56%19.70%-13.40%25.61%13.19%32.56%0.06%12.64%
GTSGX
Madison Mid Cap Fund
-6.46%1.62%10.24%26.51%-13.60%26.31%9.45%33.53%-1.60%15.65%

Returns By Period

The year-to-date returns for both stocks are quite close, with FAMEX having a -6.23% return and GTSGX slightly lower at -6.46%. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 9.97% annualized return and GTSGX not far behind at 9.90%.


FAMEX

1D
0.16%
1M
-10.98%
YTD
-6.23%
6M
-10.38%
1Y
-5.88%
3Y*
5.56%
5Y*
4.84%
10Y*
9.97%

GTSGX

1D
0.00%
1M
-9.39%
YTD
-6.46%
6M
-7.55%
1Y
-0.83%
3Y*
7.99%
5Y*
6.52%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAMEX vs. GTSGX - Expense Ratio Comparison

FAMEX has a 1.23% expense ratio, which is higher than GTSGX's 0.95% expense ratio.


Return for Risk

FAMEX vs. GTSGX — Risk / Return Rank

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

FAMEX
FAMEX Risk / Return Rank: 22
Overall Rank
FAMEX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FAMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FAMEX Omega Ratio Rank: 33
Omega Ratio Rank
FAMEX Calmar Ratio Rank: 22
Calmar Ratio Rank
FAMEX Martin Ratio Rank: 22
Martin Ratio Rank

GTSGX
GTSGX Risk / Return Rank: 55
Overall Rank
GTSGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GTSGX Sortino Ratio Rank: 55
Sortino Ratio Rank
GTSGX Omega Ratio Rank: 55
Omega Ratio Rank
GTSGX Calmar Ratio Rank: 44
Calmar Ratio Rank
GTSGX Martin Ratio Rank: 44
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.

FAMEX vs. GTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and Madison Mid Cap Fund (GTSGX). 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.


FAMEXGTSGXDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.02

-0.28

Sortino ratio

Return per unit of downside risk

-0.33

0.12

-0.44

Omega ratio

Gain probability vs. loss probability

0.96

1.01

-0.05

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.17

-0.29

Martin ratio

Return relative to average drawdown

-1.15

-0.50

-0.65

FAMEX vs. GTSGX - Sharpe Ratio Comparison

The current FAMEX Sharpe Ratio is -0.30, which is lower than the GTSGX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FAMEX and GTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAMEXGTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.02

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.38

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.14

+0.37

Correlation

The correlation between FAMEX and GTSGX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FAMEX vs. GTSGX - Dividend Comparison

FAMEX's dividend yield for the trailing twelve months is around 3.97%, more than GTSGX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
FAMEX
FAM Dividend Focus Fund
3.97%3.74%3.34%0.67%1.36%1.36%2.18%2.97%1.35%0.70%8.80%5.19%
GTSGX
Madison Mid Cap Fund
3.60%3.37%5.76%1.25%1.96%4.38%3.43%3.74%7.57%3.58%4.34%6.09%

Drawdowns

FAMEX vs. GTSGX - Drawdown Comparison

The maximum FAMEX drawdown since its inception was -54.68%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for FAMEX and GTSGX.


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Drawdown Indicators


FAMEXGTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.68%

-73.82%

+19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-11.99%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-21.94%

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-38.25%

+2.29%

Current Drawdown

Current decline from peak

-13.71%

-11.99%

-1.72%

Average Drawdown

Average peak-to-trough decline

-6.79%

-29.79%

+23.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

4.02%

+1.49%

Volatility

FAMEX vs. GTSGX - Volatility Comparison

FAM Dividend Focus Fund (FAMEX) has a higher volatility of 4.51% compared to Madison Mid Cap Fund (GTSGX) at 3.88%. This indicates that FAMEX's price experiences larger fluctuations and is considered to be riskier than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAMEXGTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

3.88%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.91%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

18.95%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

17.33%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

18.00%

-0.15%