GTSGX vs. VIMAX
Compare and contrast key facts about Madison Mid Cap Fund (GTSGX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX).
GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983. VIMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTSGX or VIMAX.
Performance
GTSGX vs. VIMAX - Performance Comparison
Returns By Period
In the year-to-date period, GTSGX achieves a 16.71% return, which is significantly lower than VIMAX's 22.57% return. Over the past 10 years, GTSGX has underperformed VIMAX with an annualized return of 6.04%, while VIMAX has yielded a comparatively higher 10.26% annualized return.
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
VIMAX
22.57%
5.99%
15.19%
32.89%
11.99%
10.26%
Key characteristics
| GTSGX | VIMAX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 2.66 |
| Sortino Ratio | 2.42 | 3.63 |
| Omega Ratio | 1.30 | 1.46 |
| Calmar Ratio | 2.96 | 2.23 |
| Martin Ratio | 7.95 | 16.03 |
| Ulcer Index | 2.90% | 2.05% |
| Daily Std Dev | 13.46% | 12.39% |
| Max Drawdown | -38.25% | -58.88% |
| Current Drawdown | 0.00% | 0.00% |
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GTSGX vs. VIMAX - Expense Ratio Comparison
GTSGX has a 0.95% expense ratio, which is higher than VIMAX's 0.05% expense ratio.
Correlation
The correlation between GTSGX and VIMAX 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. VIMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX). 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. VIMAX - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 0.11%, less than VIMAX's 1.42% 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% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.42% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
Drawdowns
GTSGX vs. VIMAX - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -38.25%, smaller than the maximum VIMAX drawdown of -58.88%. Use the drawdown chart below to compare losses from any high point for GTSGX and VIMAX. For additional features, visit the drawdowns tool.
Volatility
GTSGX vs. VIMAX - Volatility Comparison
Madison Mid Cap Fund (GTSGX) has a higher volatility of 5.26% compared to Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) at 4.00%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than VIMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.