GTSGX vs. XMMO
Compare and contrast key facts about Madison Mid Cap Fund (GTSGX) and Invesco S&P MidCap Momentum ETF (XMMO).
GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTSGX or XMMO.
Key characteristics
| GTSGX | XMMO | |
|---|---|---|
| YTD Return | 5.48% | 27.85% |
| 1Y Return | 28.93% | 56.09% |
| 3Y Return (Ann) | 8.92% | 12.89% |
| 5Y Return (Ann) | 12.74% | 16.02% |
| 10Y Return (Ann) | 11.73% | 15.25% |
| Sharpe Ratio | 2.24 | 3.24 |
| Daily Std Dev | 13.06% | 17.40% |
| Max Drawdown | -38.25% | -55.37% |
| Current Drawdown | -3.78% | -0.73% |
Correlation
The correlation between GTSGX and XMMO is 0.81, 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. XMMO - Performance Comparison
In the year-to-date period, GTSGX achieves a 5.48% return, which is significantly lower than XMMO's 27.85% return. Over the past 10 years, GTSGX has underperformed XMMO with an annualized return of 11.73%, while XMMO has yielded a comparatively higher 15.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GTSGX vs. XMMO - Expense Ratio Comparison
GTSGX has a 0.95% expense ratio, which is higher than XMMO's 0.33% expense ratio.
Risk-Adjusted Performance
GTSGX vs. XMMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap Fund (GTSGX) and Invesco S&P MidCap Momentum ETF (XMMO). 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. XMMO - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 1.18%, more than XMMO's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSGX Madison Mid Cap Fund | 1.18% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% | 20.06% | 7.05% |
XMMO Invesco S&P MidCap Momentum ETF | 0.44% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.30% |
Drawdowns
GTSGX vs. XMMO - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -38.25%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for GTSGX and XMMO. For additional features, visit the drawdowns tool.
Volatility
GTSGX vs. XMMO - Volatility Comparison
The current volatility for Madison Mid Cap Fund (GTSGX) is 3.36%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 4.70%. This indicates that GTSGX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.