GSMCX vs. GTSGX
Compare and contrast key facts about Goldman Sachs Mid Cap Value Fund (GSMCX) and Madison Mid Cap Fund (GTSGX).
GSMCX is managed by Goldman Sachs. It was launched on Aug 1, 1995. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Performance
GSMCX vs. GTSGX - Performance Comparison
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GSMCX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSMCX Goldman Sachs Mid Cap Value Fund | -0.51% | 9.77% | 19.33% | 11.95% | -10.25% | 30.75% | 8.78% | 32.04% | -10.53% | 11.14% |
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
In the year-to-date period, GSMCX achieves a -0.51% return, which is significantly higher than GTSGX's -6.46% return. Over the past 10 years, GSMCX has outperformed GTSGX with an annualized return of 10.74%, while GTSGX has yielded a comparatively lower 9.90% annualized return.
GSMCX
- 1D
- -0.99%
- 1M
- -8.53%
- YTD
- -0.51%
- 6M
- 0.87%
- 1Y
- 13.30%
- 3Y*
- 13.40%
- 5Y*
- 9.10%
- 10Y*
- 10.74%
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%
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GSMCX vs. GTSGX - Expense Ratio Comparison
GSMCX has a 0.84% expense ratio, which is lower than GTSGX's 0.95% expense ratio.
Return for Risk
GSMCX vs. GTSGX — Risk / Return Rank
GSMCX
GTSGX
GSMCX vs. GTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Value Fund (GSMCX) 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.
| GSMCX | GTSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | -0.02 | +0.77 |
Sortino ratioReturn per unit of downside risk | 1.15 | 0.12 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | -0.17 | +1.06 |
Martin ratioReturn relative to average drawdown | 3.82 | -0.50 | +4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSMCX | GTSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.02 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.38 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.55 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.14 | +0.39 |
Correlation
The correlation between GSMCX 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.
Dividends
GSMCX vs. GTSGX - Dividend Comparison
GSMCX's dividend yield for the trailing twelve months is around 14.72%, more than GTSGX's 3.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSMCX Goldman Sachs Mid Cap Value Fund | 14.72% | 14.65% | 13.86% | 4.92% | 13.96% | 17.06% | 0.69% | 3.42% | 18.39% | 15.77% | 1.49% | 13.85% |
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
GSMCX vs. GTSGX - Drawdown Comparison
The maximum GSMCX drawdown since its inception was -54.35%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for GSMCX and GTSGX.
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Drawdown Indicators
| GSMCX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.35% | -73.82% | +19.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -11.99% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.03% | -21.94% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -38.25% | -4.32% |
Current DrawdownCurrent decline from peak | -9.17% | -11.99% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -7.61% | -29.79% | +22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 4.02% | -0.96% |
Volatility
GSMCX vs. GTSGX - Volatility Comparison
Goldman Sachs Mid Cap Value Fund (GSMCX) has a higher volatility of 5.54% compared to Madison Mid Cap Fund (GTSGX) at 3.88%. This indicates that GSMCX'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
| GSMCX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 3.88% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 9.91% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.89% | 18.95% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 17.33% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 18.00% | +2.45% |