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GTSGX vs. VLIFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GTSGX and VLIFX 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.


Performance

GTSGX vs. VLIFX - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
129.33%
251.57%
GTSGX
VLIFX

Key characteristics

Sharpe Ratio

GTSGX:

0.06

VLIFX:

0.29

Sortino Ratio

GTSGX:

0.22

VLIFX:

0.54

Omega Ratio

GTSGX:

1.03

VLIFX:

1.07

Calmar Ratio

GTSGX:

0.05

VLIFX:

0.28

Martin Ratio

GTSGX:

0.13

VLIFX:

0.84

Ulcer Index

GTSGX:

8.15%

VLIFX:

6.10%

Daily Std Dev

GTSGX:

19.42%

VLIFX:

17.70%

Max Drawdown

GTSGX:

-38.26%

VLIFX:

-81.77%

Current Drawdown

GTSGX:

-13.82%

VLIFX:

-9.40%

Returns By Period

In the year-to-date period, GTSGX achieves a -2.75% return, which is significantly lower than VLIFX's -0.41% return. Over the past 10 years, GTSGX has underperformed VLIFX with an annualized return of 6.11%, while VLIFX has yielded a comparatively higher 8.72% annualized return.


GTSGX

YTD

-2.75%

1M

10.18%

6M

-8.97%

1Y

-1.53%

5Y*

10.92%

10Y*

6.11%

VLIFX

YTD

-0.41%

1M

8.50%

6M

-5.68%

1Y

2.85%

5Y*

8.55%

10Y*

8.72%

*Annualized

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GTSGX vs. VLIFX - Expense Ratio Comparison

GTSGX has a 0.95% expense ratio, which is lower than VLIFX's 1.07% expense ratio.


Risk-Adjusted Performance

GTSGX vs. VLIFX — Risk-Adjusted Performance Rank

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

GTSGX
The Risk-Adjusted Performance Rank of GTSGX is 1919
Overall Rank
The Sharpe Ratio Rank of GTSGX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of GTSGX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of GTSGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of GTSGX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GTSGX is 1919
Martin Ratio Rank

VLIFX
The Risk-Adjusted Performance Rank of VLIFX is 3333
Overall Rank
The Sharpe Ratio Rank of VLIFX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VLIFX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VLIFX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of VLIFX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VLIFX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GTSGX vs. VLIFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Value Line Mid Cap Focused Fund (VLIFX). 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.


The current GTSGX Sharpe Ratio is 0.06, which is lower than the VLIFX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of GTSGX and VLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.02
0.29
GTSGX
VLIFX

Dividends

GTSGX vs. VLIFX - Dividend Comparison

GTSGX's dividend yield for the trailing twelve months is around 5.93%, more than VLIFX's 0.99% yield.


TTM20242023202220212020201920182017201620152014
GTSGX
Madison Mid Cap Fund
5.93%5.76%1.25%1.96%4.38%3.43%3.74%7.57%3.58%4.34%6.09%20.06%
VLIFX
Value Line Mid Cap Focused Fund
0.99%0.99%0.03%7.22%8.23%7.81%1.42%5.12%1.61%2.24%0.00%0.04%

Drawdowns

GTSGX vs. VLIFX - Drawdown Comparison

The maximum GTSGX drawdown since its inception was -38.26%, smaller than the maximum VLIFX drawdown of -81.77%. Use the drawdown chart below to compare losses from any high point for GTSGX and VLIFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.82%
-9.40%
GTSGX
VLIFX

Volatility

GTSGX vs. VLIFX - Volatility Comparison

Madison Mid Cap Fund (GTSGX) has a higher volatility of 9.99% compared to Value Line Mid Cap Focused Fund (VLIFX) at 9.25%. This indicates that GTSGX's price experiences larger fluctuations and is considered to be riskier than VLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.99%
9.25%
GTSGX
VLIFX