GTSGX vs. FAMEX
Compare and contrast key facts about Madison Mid Cap Fund (GTSGX) and FAM Dividend Focus Fund (FAMEX).
GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983. FAMEX is managed by FAM. It was launched on Apr 1, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTSGX or FAMEX.
Performance
GTSGX vs. FAMEX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with GTSGX having a 16.71% return and FAMEX slightly lower at 16.08%. Over the past 10 years, GTSGX has underperformed FAMEX with an annualized return of 6.04%, while FAMEX has yielded a comparatively higher 9.55% annualized return.
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
FAMEX
16.08%
3.17%
6.11%
21.47%
10.79%
9.55%
Key characteristics
| GTSGX | FAMEX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.72 |
| Sortino Ratio | 2.42 | 2.45 |
| Omega Ratio | 1.30 | 1.29 |
| Calmar Ratio | 2.96 | 3.26 |
| Martin Ratio | 7.95 | 9.85 |
| Ulcer Index | 2.90% | 2.18% |
| Daily Std Dev | 13.46% | 12.45% |
| Max Drawdown | -38.25% | -58.01% |
| Current Drawdown | 0.00% | -0.23% |
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GTSGX vs. FAMEX - Expense Ratio Comparison
GTSGX has a 0.95% expense ratio, which is lower than FAMEX's 1.23% expense ratio.
Correlation
The correlation between GTSGX and FAMEX 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
GTSGX vs. FAMEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and FAM Dividend Focus Fund (FAMEX). 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
GTSGX vs. FAMEX - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 0.11%, less than FAMEX's 0.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
GTSGX vs. FAMEX - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -38.25%, smaller than the maximum FAMEX drawdown of -58.01%. Use the drawdown chart below to compare losses from any high point for GTSGX and FAMEX. For additional features, visit the drawdowns tool.
Volatility
GTSGX vs. FAMEX - Volatility Comparison
Madison Mid Cap Fund (GTSGX) has a higher volatility of 5.26% compared to FAM Dividend Focus Fund (FAMEX) at 3.87%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than FAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.