GTSGX vs. FSMDX
Compare and contrast key facts about Madison Mid Cap Fund (GTSGX) and Fidelity Mid Cap Index Fund (FSMDX).
GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983. FSMDX is managed by Fidelity. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTSGX or FSMDX.
Performance
GTSGX vs. FSMDX - Performance Comparison
Returns By Period
In the year-to-date period, GTSGX achieves a 16.71% return, which is significantly lower than FSMDX's 22.95% return. Over the past 10 years, GTSGX has underperformed FSMDX with an annualized return of 6.04%, while FSMDX has yielded a comparatively higher 9.35% annualized return.
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
FSMDX
22.95%
6.91%
15.54%
34.26%
10.95%
9.35%
Key characteristics
| GTSGX | FSMDX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.58 |
| Sortino Ratio | 2.42 | 3.53 |
| Omega Ratio | 1.30 | 1.44 |
| Calmar Ratio | 2.96 | 2.21 |
| Martin Ratio | 7.95 | 14.78 |
| Ulcer Index | 2.90% | 2.32% |
| Daily Std Dev | 13.46% | 13.28% |
| Max Drawdown | -38.25% | -40.35% |
| Current Drawdown | 0.00% | 0.00% |
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GTSGX vs. FSMDX - Expense Ratio Comparison
GTSGX has a 0.95% expense ratio, which is higher than FSMDX's 0.03% expense ratio.
Correlation
The correlation between GTSGX and FSMDX is 0.92, 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. FSMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Fidelity Mid Cap Index Fund (FSMDX). 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. FSMDX - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 0.11%, less than FSMDX's 0.93% 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% |
FSMDX Fidelity Mid Cap Index Fund | 0.93% | 1.39% | 1.59% | 1.10% | 1.37% | 1.42% | 1.85% | 1.32% | 1.35% | 2.29% | 3.82% | 2.74% |
Drawdowns
GTSGX vs. FSMDX - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -38.25%, smaller than the maximum FSMDX drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for GTSGX and FSMDX. For additional features, visit the drawdowns tool.
Volatility
GTSGX vs. FSMDX - Volatility Comparison
Madison Mid Cap Fund (GTSGX) has a higher volatility of 5.26% compared to Fidelity Mid Cap Index Fund (FSMDX) at 4.29%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.