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GTFHX vs. MBOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTFHX vs. MBOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Tax-Free National Fund (GTFHX) and Madison Core Bond Fund (MBOAX). The values are adjusted to include any dividend payments, if applicable.

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GTFHX vs. MBOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTFHX
Madison Tax-Free National Fund
-0.51%3.91%0.43%4.00%-6.21%0.02%4.20%6.64%0.87%3.03%
MBOAX
Madison Core Bond Fund
-0.36%6.96%1.14%5.63%-12.82%-1.85%9.22%8.31%-0.98%3.02%

Returns By Period

In the year-to-date period, GTFHX achieves a -0.51% return, which is significantly lower than MBOAX's -0.36% return. Over the past 10 years, GTFHX has underperformed MBOAX with an annualized return of 1.39%, while MBOAX has yielded a comparatively higher 1.68% annualized return.


GTFHX

1D
0.10%
1M
-1.96%
YTD
-0.51%
6M
0.81%
1Y
3.49%
3Y*
1.97%
5Y*
0.44%
10Y*
1.39%

MBOAX

1D
0.55%
1M
-2.04%
YTD
-0.36%
6M
0.65%
1Y
4.07%
3Y*
3.53%
5Y*
0.14%
10Y*
1.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTFHX vs. MBOAX - Expense Ratio Comparison

GTFHX has a 0.76% expense ratio, which is lower than MBOAX's 0.85% expense ratio.


Return for Risk

GTFHX vs. MBOAX — Risk / Return Rank

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

GTFHX
GTFHX Risk / Return Rank: 5656
Overall Rank
GTFHX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GTFHX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GTFHX Omega Ratio Rank: 8282
Omega Ratio Rank
GTFHX Calmar Ratio Rank: 4444
Calmar Ratio Rank
GTFHX Martin Ratio Rank: 4444
Martin Ratio Rank

MBOAX
MBOAX Risk / Return Rank: 5050
Overall Rank
MBOAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MBOAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MBOAX Omega Ratio Rank: 3636
Omega Ratio Rank
MBOAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
MBOAX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GTFHX vs. MBOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Tax-Free National Fund (GTFHX) and Madison Core Bond Fund (MBOAX). 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.


GTFHXMBOAXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.94

+0.13

Sortino ratio

Return per unit of downside risk

1.42

1.36

+0.06

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratio

Return relative to maximum drawdown

1.12

1.69

-0.58

Martin ratio

Return relative to average drawdown

4.50

4.97

-0.47

GTFHX vs. MBOAX - Sharpe Ratio Comparison

The current GTFHX Sharpe Ratio is 1.07, which is comparable to the MBOAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of GTFHX and MBOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GTFHXMBOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.94

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.03

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.36

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.74

+0.40

Correlation

The correlation between GTFHX and MBOAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GTFHX vs. MBOAX - Dividend Comparison

GTFHX's dividend yield for the trailing twelve months is around 2.42%, less than MBOAX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
GTFHX
Madison Tax-Free National Fund
2.42%2.51%2.23%1.99%2.54%2.58%1.84%2.78%2.65%2.63%3.06%2.99%
MBOAX
Madison Core Bond Fund
3.12%3.39%3.27%2.73%1.88%1.85%3.77%2.42%2.48%2.28%2.72%4.60%

Drawdowns

GTFHX vs. MBOAX - Drawdown Comparison

The maximum GTFHX drawdown since its inception was -13.88%, smaller than the maximum MBOAX drawdown of -17.78%. Use the drawdown chart below to compare losses from any high point for GTFHX and MBOAX.


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Drawdown Indicators


GTFHXMBOAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.88%

-17.78%

+3.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.59%

-2.73%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-10.49%

-17.55%

+7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-10.49%

-17.78%

+7.29%

Current Drawdown

Current decline from peak

-1.96%

-2.57%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.84%

-2.36%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.93%

-0.04%

Volatility

GTFHX vs. MBOAX - Volatility Comparison

The current volatility for Madison Tax-Free National Fund (GTFHX) is 0.77%, while Madison Core Bond Fund (MBOAX) has a volatility of 1.64%. This indicates that GTFHX experiences smaller price fluctuations and is considered to be less risky than MBOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTFHXMBOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.64%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

2.54%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

4.33%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.87%

5.58%

-2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.23%

4.63%

-1.40%