FMIMX vs. GTSGX

In the year-to-date period, FMIMX achieves a -5.96% return, which is significantly lower than GTSGX's -5.20% return. Over the past 10 years, FMIMX has underperformed GTSGX with an annualized return of 2.59%, while GTSGX has yielded a comparatively higher 5.90% annualized return.

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FMIMX has a 1.01% expense ratio, which is higher than GTSGX's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FMI Common Stock Fund (FMIMX) 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 current FMIMX Sharpe Ratio is -0.12, which is comparable to the GTSGX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of FMIMX 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.

FMIMX's dividend yield for the trailing twelve months is around 0.23%, less than GTSGX's 0.79% yield.

The maximum FMIMX drawdown since its inception was -59.12%, which is greater than GTSGX's maximum drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for FMIMX and GTSGX. For additional features, visit the drawdowns tool.

FMI Common Stock Fund (FMIMX) and Madison Mid Cap Fund (GTSGX) have volatilities of 13.13% and 12.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.