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GTSGX vs. MBLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTSGX vs. MBLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Mid Cap Fund (GTSGX) and Madison Diversified Income Fund (MBLAX). The values are adjusted to include any dividend payments, if applicable.

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GTSGX vs. MBLAX - 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%
MBLAX
Madison Diversified Income Fund
1.38%6.70%4.80%3.38%-7.99%14.42%7.57%19.28%-1.22%12.84%

Returns By Period

In the year-to-date period, GTSGX achieves a -6.46% return, which is significantly lower than MBLAX's 1.38% return. Over the past 10 years, GTSGX has outperformed MBLAX with an annualized return of 9.90%, while MBLAX has yielded a comparatively lower 6.41% 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%

MBLAX

1D
0.23%
1M
-3.05%
YTD
1.38%
6M
2.20%
1Y
6.94%
3Y*
5.75%
5Y*
3.47%
10Y*
6.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTSGX vs. MBLAX - Expense Ratio Comparison

GTSGX has a 0.95% expense ratio, which is lower than MBLAX's 1.11% expense ratio.


Return for Risk

GTSGX vs. MBLAX — 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

MBLAX
MBLAX Risk / Return Rank: 5555
Overall Rank
MBLAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MBLAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
MBLAX Omega Ratio Rank: 5757
Omega Ratio Rank
MBLAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBLAX Martin Ratio Rank: 5757
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. MBLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Madison Diversified Income Fund (MBLAX). 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.


GTSGXMBLAXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

1.05

-1.06

Sortino ratio

Return per unit of downside risk

0.12

1.51

-1.39

Omega ratio

Gain probability vs. loss probability

1.01

1.23

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.17

1.21

-1.38

Martin ratio

Return relative to average drawdown

-0.50

5.53

-6.03

GTSGX vs. MBLAX - Sharpe Ratio Comparison

The current GTSGX Sharpe Ratio is -0.02, which is lower than the MBLAX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of GTSGX and MBLAX, 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


GTSGXMBLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.05

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.33

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.59

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.58

-0.44

Correlation

The correlation between GTSGX and MBLAX is 0.82, 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. MBLAX - Dividend Comparison

GTSGX's dividend yield for the trailing twelve months is around 3.60%, less than MBLAX's 3.97% 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%
MBLAX
Madison Diversified Income Fund
3.97%4.92%7.37%15.29%8.09%12.04%2.77%6.69%10.66%3.14%5.38%4.00%

Drawdowns

GTSGX vs. MBLAX - Drawdown Comparison

The maximum GTSGX drawdown since its inception was -73.82%, which is greater than MBLAX's maximum drawdown of -26.64%. Use the drawdown chart below to compare losses from any high point for GTSGX and MBLAX.


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Drawdown Indicators


GTSGXMBLAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.82%

-26.64%

-47.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-5.66%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.94%

-23.81%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-23.81%

-14.44%

Current Drawdown

Current decline from peak

-11.99%

-3.05%

-8.94%

Average Drawdown

Average peak-to-trough decline

-29.79%

-4.77%

-25.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

1.24%

+2.78%

Volatility

GTSGX vs. MBLAX - Volatility Comparison

Madison Mid Cap Fund (GTSGX) has a higher volatility of 3.88% compared to Madison Diversified Income Fund (MBLAX) at 1.79%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than MBLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTSGXMBLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

1.79%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

3.61%

+6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

6.99%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

10.63%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

10.94%

+7.06%