FAMEX vs. GTSGX
Compare and contrast key facts about FAM Dividend Focus Fund (FAMEX) and Madison Mid Cap Fund (GTSGX).
FAMEX is managed by FAM. It was launched on Apr 1, 1996. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAMEX or GTSGX.
Performance
FAMEX vs. GTSGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FAMEX having a 16.08% return and GTSGX slightly higher at 16.71%. Over the past 10 years, FAMEX has outperformed GTSGX with an annualized return of 9.55%, while GTSGX has yielded a comparatively lower 6.04% annualized return.
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
Key characteristics
| FAMEX | GTSGX | |
|---|---|---|
| Sharpe Ratio | 1.72 | 1.71 |
| Sortino Ratio | 2.45 | 2.42 |
| Omega Ratio | 1.29 | 1.30 |
| Calmar Ratio | 3.26 | 2.96 |
| Martin Ratio | 9.85 | 7.95 |
| Ulcer Index | 2.18% | 2.90% |
| Daily Std Dev | 12.45% | 13.46% |
| Max Drawdown | -58.01% | -38.25% |
| Current Drawdown | -0.23% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FAMEX vs. GTSGX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Correlation
The correlation between FAMEX and GTSGX is 0.90, 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.
Risk-Adjusted Performance
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.
Dividends
FAMEX vs. GTSGX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 0.22%, more than GTSGX's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 0.22% | 0.37% | 0.20% | 0.03% | 0.28% | 0.55% | 0.83% | 0.70% | 1.02% | 1.20% | 1.31% | 0.98% |
GTSGX Madison Mid Cap Fund | 0.11% | 0.13% | 0.00% | 0.03% | 0.00% | 0.00% | 0.03% | 0.00% | 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 -38.25%. Use the drawdown chart below to compare losses from any high point for FAMEX and GTSGX. For additional features, visit the drawdowns tool.
Volatility
FAMEX vs. GTSGX - Volatility Comparison
The current volatility for FAM Dividend Focus Fund (FAMEX) is 3.87%, while Madison Mid Cap Fund (GTSGX) has a volatility of 5.26%. 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.