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GTSGX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GTSGX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Mid Cap Fund (GTSGX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.65%
16.98%
GTSGX
BRK-B

Returns By Period

In the year-to-date period, GTSGX achieves a 16.71% return, which is significantly lower than BRK-B's 33.62% return. Over the past 10 years, GTSGX has underperformed BRK-B with an annualized return of 6.04%, while BRK-B has yielded a comparatively higher 12.45% annualized return.


GTSGX

YTD

16.71%

1M

4.69%

6M

9.65%

1Y

23.06%

5Y (annualized)

9.22%

10Y (annualized)

6.04%

BRK-B

YTD

33.62%

1M

3.46%

6M

16.98%

1Y

31.72%

5Y (annualized)

16.97%

10Y (annualized)

12.45%

Key characteristics


GTSGXBRK-B
Sharpe Ratio1.712.21
Sortino Ratio2.423.10
Omega Ratio1.301.40
Calmar Ratio2.964.18
Martin Ratio7.9510.90
Ulcer Index2.90%2.91%
Daily Std Dev13.46%14.36%
Max Drawdown-38.25%-53.86%
Current Drawdown0.00%-0.42%

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Correlation

-0.50.00.51.00.7

The correlation between GTSGX and BRK-B is 0.70, 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

GTSGX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Berkshire Hathaway Inc. (BRK-B). 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.


Sharpe ratio
The chart of Sharpe ratio for GTSGX, currently valued at 1.71, compared to the broader market-1.000.001.002.003.004.005.001.712.21
The chart of Sortino ratio for GTSGX, currently valued at 2.42, compared to the broader market0.005.0010.002.423.10
The chart of Omega ratio for GTSGX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.40
The chart of Calmar ratio for GTSGX, currently valued at 2.96, compared to the broader market0.005.0010.0015.0020.002.964.18
The chart of Martin ratio for GTSGX, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.007.9510.90
GTSGX
BRK-B

The current GTSGX Sharpe Ratio is 1.71, which is comparable to the BRK-B Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of GTSGX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.71
2.21
GTSGX
BRK-B

Dividends

GTSGX vs. BRK-B - Dividend Comparison

GTSGX's dividend yield for the trailing twelve months is around 0.11%, while BRK-B has not paid dividends to shareholders.


TTM202320222021202020192018
GTSGX
Madison Mid Cap Fund
0.11%0.13%0.00%0.03%0.00%0.00%0.03%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GTSGX vs. BRK-B - Drawdown Comparison

The maximum GTSGX drawdown since its inception was -38.25%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GTSGX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.42%
GTSGX
BRK-B

Volatility

GTSGX vs. BRK-B - Volatility Comparison

The current volatility for Madison Mid Cap Fund (GTSGX) is 5.26%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.66%. This indicates that GTSGX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.26%
6.66%
GTSGX
BRK-B