GTSGX vs. MMDAX
Compare and contrast key facts about Madison Mid Cap Fund (GTSGX) and Madison Moderate Allocation Fund (MMDAX).
GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983. MMDAX is managed by Madison Funds. It was launched on Jun 29, 2006.
Performance
GTSGX vs. MMDAX - Performance Comparison
Loading graphics...
GTSGX vs. MMDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GTSGX Madison Mid Cap Fund | -4.35% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
MMDAX Madison Moderate Allocation Fund | -0.80% | 11.13% | 6.97% | 10.32% | -14.49% | 6.79% | 9.77% | 15.99% | -4.80% | 14.29% |
Returns By Period
In the year-to-date period, GTSGX achieves a -4.35% return, which is significantly lower than MMDAX's -0.80% return. Over the past 10 years, GTSGX has outperformed MMDAX with an annualized return of 10.15%, while MMDAX has yielded a comparatively lower 5.57% annualized return.
GTSGX
- 1D
- 2.26%
- 1M
- -6.95%
- YTD
- -4.35%
- 6M
- -5.69%
- 1Y
- 1.28%
- 3Y*
- 8.80%
- 5Y*
- 6.79%
- 10Y*
- 10.15%
MMDAX
- 1D
- 1.92%
- 1M
- -4.54%
- YTD
- -0.80%
- 6M
- 0.93%
- 1Y
- 9.83%
- 3Y*
- 7.80%
- 5Y*
- 3.18%
- 10Y*
- 5.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GTSGX vs. MMDAX - Expense Ratio Comparison
GTSGX has a 0.95% expense ratio, which is higher than MMDAX's 0.71% expense ratio.
Return for Risk
GTSGX vs. MMDAX — Risk / Return Rank
GTSGX
MMDAX
GTSGX vs. MMDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Madison Moderate Allocation Fund (MMDAX). 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.
| GTSGX | MMDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 0.93 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.37 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.33 | -1.17 |
Martin ratioReturn relative to average drawdown | 0.47 | 5.42 | -4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GTSGX | MMDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.93 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.30 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.52 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.39 | -0.25 |
Correlation
The correlation between GTSGX and MMDAX 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. MMDAX - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 3.52%, less than MMDAX's 6.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSGX Madison Mid Cap Fund | 3.52% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
MMDAX Madison Moderate Allocation Fund | 6.17% | 6.12% | 3.70% | 2.15% | 1.39% | 8.46% | 9.24% | 3.95% | 9.05% | 5.13% | 4.36% | 7.00% |
Drawdowns
GTSGX vs. MMDAX - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -73.82%, which is greater than MMDAX's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for GTSGX and MMDAX.
Loading graphics...
Drawdown Indicators
| GTSGX | MMDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -43.12% | -30.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -7.68% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -25.36% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -25.36% | -12.89% |
Current DrawdownCurrent decline from peak | -10.00% | -5.27% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -7.43% | -22.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 1.89% | +2.18% |
Volatility
GTSGX vs. MMDAX - Volatility Comparison
Madison Mid Cap Fund (GTSGX) has a higher volatility of 4.73% compared to Madison Moderate Allocation Fund (MMDAX) at 4.24%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than MMDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GTSGX | MMDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.24% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 6.46% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.05% | 10.77% | +8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 10.66% | +6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 10.64% | +7.37% |