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GTSGX vs. FITIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSGX vs. FITIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Mid Cap Fund (GTSGX) and Fidelity Advisor Mid Cap II Fund Class M (FITIX). The values are adjusted to include any dividend payments, if applicable.

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GTSGX vs. FITIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FITIX
Fidelity Advisor Mid Cap II Fund Class M
1.16%11.29%22.41%14.40%-15.22%24.61%18.05%23.04%-15.37%19.97%

Returns By Period

In the year-to-date period, GTSGX achieves a -6.46% return, which is significantly lower than FITIX's 1.16% return. Over the past 10 years, GTSGX has underperformed FITIX with an annualized return of 9.90%, while FITIX has yielded a comparatively higher 11.01% annualized return.


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%

FITIX

1D
-1.46%
1M
-8.88%
YTD
1.16%
6M
5.29%
1Y
21.13%
3Y*
15.20%
5Y*
8.50%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTSGX vs. FITIX - Expense Ratio Comparison

GTSGX has a 0.95% expense ratio, which is lower than FITIX's 1.25% expense ratio.


Return for Risk

GTSGX vs. FITIX — Risk / Return Rank

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

GTSGX
GTSGX Risk / Return Rank: 55
Overall Rank
GTSGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GTSGX Sortino Ratio Rank: 55
Sortino Ratio Rank
GTSGX Omega Ratio Rank: 55
Omega Ratio Rank
GTSGX Calmar Ratio Rank: 44
Calmar Ratio Rank
GTSGX Martin Ratio Rank: 44
Martin Ratio Rank

FITIX
FITIX Risk / Return Rank: 5353
Overall Rank
FITIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FITIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FITIX Omega Ratio Rank: 5151
Omega Ratio Rank
FITIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FITIX Martin Ratio Rank: 5959
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.

GTSGX vs. FITIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Fidelity Advisor Mid Cap II Fund Class M (FITIX). 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.


GTSGXFITIXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.97

-0.98

Sortino ratio

Return per unit of downside risk

0.12

1.42

-1.31

Omega ratio

Gain probability vs. loss probability

1.01

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.17

1.27

-1.44

Martin ratio

Return relative to average drawdown

-0.50

5.59

-6.10

GTSGX vs. FITIX - Sharpe Ratio Comparison

The current GTSGX Sharpe Ratio is -0.02, which is lower than the FITIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of GTSGX and FITIX, 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


GTSGXFITIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.97

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.42

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.53

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.50

-0.36

Correlation

The correlation between GTSGX and FITIX 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

GTSGX vs. FITIX - Dividend Comparison

GTSGX's dividend yield for the trailing twelve months is around 3.60%, less than FITIX's 7.35% yield.


TTM20252024202320222021202020192018201720162015
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%
FITIX
Fidelity Advisor Mid Cap II Fund Class M
7.35%10.82%11.68%2.52%5.82%19.35%1.01%3.07%10.58%7.57%9.20%4.84%

Drawdowns

GTSGX vs. FITIX - Drawdown Comparison

The maximum GTSGX drawdown since its inception was -73.82%, which is greater than FITIX's maximum drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for GTSGX and FITIX.


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Drawdown Indicators


GTSGXFITIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.82%

-53.22%

-20.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-14.86%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-25.10%

+3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-42.59%

+4.34%

Current Drawdown

Current decline from peak

-11.99%

-9.87%

-2.12%

Average Drawdown

Average peak-to-trough decline

-29.79%

-8.11%

-21.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.37%

+0.65%

Volatility

GTSGX vs. FITIX - Volatility Comparison

The current volatility for Madison Mid Cap Fund (GTSGX) is 3.88%, while Fidelity Advisor Mid Cap II Fund Class M (FITIX) has a volatility of 7.69%. This indicates that GTSGX experiences smaller price fluctuations and is considered to be less risky than FITIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTSGXFITIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

7.69%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

13.44%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

22.10%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

20.45%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

21.05%

-3.05%