FAMEX vs. GTSGX
FAMEX (FAM Dividend Focus Fund) and GTSGX (Madison Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.93%/yr vs 10.93%/yr for GTSGX. Their correlation of 0.84 suggests significant overlap in exposure. FAMEX charges 1.23%/yr vs 0.95%/yr for GTSGX.
Performance
FAMEX vs. GTSGX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 2.03% return, which is significantly higher than GTSGX's -0.62% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: FAMEX at 10.93% and GTSGX at 10.93%.
FAMEX
- 1D
- 0.04%
- 1M
- 4.43%
- YTD
- 2.03%
- 6M
- 0.58%
- 1Y
- -2.22%
- 3Y*
- 7.86%
- 5Y*
- 5.36%
- 10Y*
- 10.93%
GTSGX
- 1D
- -0.25%
- 1M
- 2.37%
- YTD
- -0.62%
- 6M
- -1.78%
- 1Y
- 2.05%
- 3Y*
- 9.10%
- 5Y*
- 6.86%
- 10Y*
- 10.93%
FAMEX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
GTSGX Madison Mid Cap Fund | -0.62% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Correlation
The correlation between FAMEX and GTSGX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 1996 | 0.84 |
The correlation between FAMEX and GTSGX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
FAMEX vs. GTSGX — Risk / Return Rank
FAMEX
GTSGX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FAMEX | GTSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.05 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 0.27 | -0.35 |
| Martin ratioReturn relative to average drawdown | -0.16 | 0.65 | -0.81 |
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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
| FAMEX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -73.82% | +19.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.83% | -11.99% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -19.63% | +4.27% |
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 DrawdownCurrent decline from peak | -6.10% | -6.49% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -29.65% | +22.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 5.06% | +1.66% |
Volatility
FAMEX vs. GTSGX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 4.82% compared to Madison Mid Cap Fund (GTSGX) at 4.06%. 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
| FAMEX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.06% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.41% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 14.84% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.73% | 17.46% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 18.10% | -0.13% |
FAMEX vs. GTSGX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Dividends
FAMEX vs. GTSGX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.66%, more than GTSGX's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.66% | 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 | 3.39% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
Frequently Asked Questions
FAMEX and GTSGX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.82%) compared to GTSGX (4.06%). In terms of maximum drawdown, FAMEX dropped -54.68% vs GTSGX's -73.82%.
GTSGX currently has the higher Sharpe Ratio (0.22 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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