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FAMEX vs. GTSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAMEX and GTSGX is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

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.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
215.26%
123.56%
FAMEX
GTSGX

Key characteristics

Sharpe Ratio

FAMEX:

-0.08

GTSGX:

-0.17

Sortino Ratio

FAMEX:

0.01

GTSGX:

-0.10

Omega Ratio

FAMEX:

1.00

GTSGX:

0.99

Calmar Ratio

FAMEX:

-0.07

GTSGX:

-0.14

Martin Ratio

FAMEX:

-0.22

GTSGX:

-0.41

Ulcer Index

FAMEX:

6.04%

GTSGX:

7.81%

Daily Std Dev

FAMEX:

17.06%

GTSGX:

19.37%

Max Drawdown

FAMEX:

-58.01%

GTSGX:

-38.26%

Current Drawdown

FAMEX:

-11.34%

GTSGX:

-15.99%

Returns By Period

In the year-to-date period, FAMEX achieves a -0.24% return, which is significantly higher than GTSGX's -5.20% return. Over the past 10 years, FAMEX has outperformed GTSGX with an annualized return of 8.30%, while GTSGX has yielded a comparatively lower 5.71% annualized return.


FAMEX

YTD

-0.24%

1M

-2.13%

6M

-7.18%

1Y

-1.99%

5Y*

12.21%

10Y*

8.30%

GTSGX

YTD

-5.20%

1M

-2.21%

6M

-10.14%

1Y

-2.75%

5Y*

10.87%

10Y*

5.71%

*Annualized

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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.


Expense ratio chart for FAMEX: current value is 1.23%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAMEX: 1.23%
Expense ratio chart for GTSGX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GTSGX: 0.95%

Risk-Adjusted Performance

FAMEX vs. GTSGX — Risk-Adjusted Performance Rank

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

FAMEX
The Risk-Adjusted Performance Rank of FAMEX is 1717
Overall Rank
The Sharpe Ratio Rank of FAMEX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FAMEX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FAMEX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FAMEX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FAMEX is 1717
Martin Ratio Rank

GTSGX
The Risk-Adjusted Performance Rank of GTSGX is 1313
Overall Rank
The Sharpe Ratio Rank of GTSGX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GTSGX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GTSGX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GTSGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GTSGX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAMEX vs. GTSGX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FAMEX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.00
FAMEX: -0.08
GTSGX: -0.17
The chart of Sortino ratio for FAMEX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.00
FAMEX: 0.01
GTSGX: -0.10
The chart of Omega ratio for FAMEX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.00
FAMEX: 1.00
GTSGX: 0.99
The chart of Calmar ratio for FAMEX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.00
FAMEX: -0.07
GTSGX: -0.14
The chart of Martin ratio for FAMEX, currently valued at -0.22, compared to the broader market0.0010.0020.0030.0040.00
FAMEX: -0.22
GTSGX: -0.41

The current FAMEX Sharpe Ratio is -0.08, which is higher than the GTSGX Sharpe Ratio of -0.17. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.08
-0.17
FAMEX
GTSGX

Dividends

FAMEX vs. GTSGX - Dividend Comparison

FAMEX's dividend yield for the trailing twelve months is around 0.12%, less than GTSGX's 0.79% yield.


TTM20242023202220212020201920182017201620152014
FAMEX
FAM Dividend Focus Fund
0.12%0.14%0.37%0.20%0.03%0.28%0.55%0.83%0.70%1.02%1.20%1.31%
GTSGX
Madison Mid Cap Fund
0.79%0.75%0.13%0.00%0.03%0.00%0.00%0.03%0.00%0.00%0.00%0.00%

Drawdowns

FAMEX vs. GTSGX - Drawdown Comparison

The maximum FAMEX drawdown since its inception was -58.01%, which is greater than GTSGX's maximum drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for FAMEX and GTSGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.34%
-15.99%
FAMEX
GTSGX

Volatility

FAMEX vs. GTSGX - Volatility Comparison

The current volatility for FAM Dividend Focus Fund (FAMEX) is 11.08%, while Madison Mid Cap Fund (GTSGX) has a volatility of 12.53%. This indicates that FAMEX experiences smaller price fluctuations and is considered to be less risky than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.08%
12.53%
FAMEX
GTSGX