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.
Performance
GTSGX vs. XMMO - Performance Comparison
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GTSGX vs. XMMO - 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% |
XMMO Invesco S&P MidCap Momentum ETF | 6.86% | 13.04% | 38.03% | 20.39% | -16.02% | 16.69% | 29.17% | 36.78% | 6.12% | 37.18% |
Returns By Period
In the year-to-date period, GTSGX achieves a -4.35% return, which is significantly lower than XMMO's 6.86% return. Over the past 10 years, GTSGX has underperformed XMMO with an annualized return of 10.15%, while XMMO has yielded a comparatively higher 18.41% 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%
XMMO
- 1D
- 1.85%
- 1M
- -2.62%
- YTD
- 6.86%
- 6M
- 9.51%
- 1Y
- 29.37%
- 3Y*
- 25.85%
- 5Y*
- 12.62%
- 10Y*
- 18.41%
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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.
Return for Risk
GTSGX vs. XMMO — Risk / Return Rank
GTSGX
XMMO
GTSGX vs. XMMO - Risk-Adjusted Trends 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.
| GTSGX | XMMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.34 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.91 | -1.66 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.27 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.41 | -2.25 |
Martin ratioReturn relative to average drawdown | 0.47 | 11.42 | -10.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GTSGX | XMMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 1.34 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.60 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.83 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.55 | -0.40 |
Correlation
The correlation between GTSGX and XMMO is 0.82, 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. XMMO - Dividend Comparison
GTSGX's dividend yield for the trailing twelve months is around 3.52%, more than XMMO's 0.70% 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% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
Drawdowns
GTSGX vs. XMMO - Drawdown Comparison
The maximum GTSGX drawdown since its inception was -73.82%, which is greater than XMMO's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for GTSGX and XMMO.
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Drawdown Indicators
| GTSGX | XMMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -55.37% | -18.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.81% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.94% | -27.91% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.25% | -36.74% | -1.51% |
Current DrawdownCurrent decline from peak | -10.00% | -2.62% | -7.38% |
Average DrawdownAverage peak-to-trough decline | -29.79% | -9.52% | -20.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 2.70% | +1.37% |
Volatility
GTSGX vs. XMMO - Volatility Comparison
The current volatility for Madison Mid Cap Fund (GTSGX) is 4.73%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 9.04%. 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.
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Volatility by Period
| GTSGX | XMMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 9.04% | -4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 14.39% | -4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.05% | 22.03% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 21.27% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 22.11% | -4.10% |