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.
Performance
GTSGX vs. XMMO - Performance Comparison
Returns By Period
In the year-to-date period, GTSGX achieves a 16.71% return, which is significantly lower than XMMO's 49.94% return. Over the past 10 years, GTSGX has underperformed XMMO with an annualized return of 6.04%, while XMMO has yielded a comparatively higher 16.20% annualized return.
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
XMMO
49.94%
10.48%
15.69%
61.77%
18.71%
16.20%
Key characteristics
| GTSGX | XMMO | |
|---|---|---|
| Sharpe Ratio | 1.71 | 3.14 |
| Sortino Ratio | 2.42 | 4.22 |
| Omega Ratio | 1.30 | 1.52 |
| Calmar Ratio | 2.96 | 5.05 |
| Martin Ratio | 7.95 | 21.30 |
| Ulcer Index | 2.90% | 2.90% |
| Daily Std Dev | 13.46% | 19.66% |
| Max Drawdown | -38.25% | -55.37% |
| Current Drawdown | 0.00% | 0.00% |
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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.
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.
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 0.11%, less than XMMO's 0.29% 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% |
XMMO Invesco S&P MidCap Momentum ETF | 0.29% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
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 5.26%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 5.97%. 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.