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

Correlation

The correlation between GTSGX and XMMO 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.


-0.50.00.51.0
Correlation: 0.9

Performance

GTSGX vs. XMMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Mid Cap Fund (GTSGX) and Invesco S&P MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
123.56%
455.17%
GTSGX
XMMO

Key characteristics

Sharpe Ratio

GTSGX:

-0.17

XMMO:

0.16

Sortino Ratio

GTSGX:

-0.10

XMMO:

0.40

Omega Ratio

GTSGX:

0.99

XMMO:

1.05

Calmar Ratio

GTSGX:

-0.14

XMMO:

0.16

Martin Ratio

GTSGX:

-0.41

XMMO:

0.50

Ulcer Index

GTSGX:

7.81%

XMMO:

7.97%

Daily Std Dev

GTSGX:

19.37%

XMMO:

24.45%

Max Drawdown

GTSGX:

-38.26%

XMMO:

-55.37%

Current Drawdown

GTSGX:

-15.99%

XMMO:

-16.04%

Returns By Period

In the year-to-date period, GTSGX achieves a -5.20% return, which is significantly higher than XMMO's -7.46% return. Over the past 10 years, GTSGX has underperformed XMMO with an annualized return of 5.71%, while XMMO has yielded a comparatively higher 14.08% annualized return.


GTSGX

YTD

-5.20%

1M

-2.21%

6M

-10.14%

1Y

-2.75%

5Y*

10.87%

10Y*

5.71%

XMMO

YTD

-7.46%

1M

-2.25%

6M

-5.15%

1Y

4.54%

5Y*

17.82%

10Y*

14.08%

*Annualized

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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.


Expense ratio chart for GTSGX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GTSGX: 0.95%
Expense ratio chart for XMMO: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XMMO: 0.33%

Risk-Adjusted Performance

GTSGX vs. XMMO — 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 1313
Overall Rank
The Sharpe Ratio Rank of GTSGX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of GTSGX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GTSGX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GTSGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GTSGX is 1313
Martin Ratio Rank

XMMO
The Risk-Adjusted Performance Rank of XMMO is 3131
Overall Rank
The Sharpe Ratio Rank of XMMO is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of XMMO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of XMMO is 3131
Omega Ratio Rank
The Calmar Ratio Rank of XMMO is 3333
Calmar Ratio Rank
The Martin Ratio Rank of XMMO is 2929
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. 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.


The chart of Sharpe ratio for GTSGX, currently valued at -0.17, compared to the broader market-1.000.001.002.003.00
GTSGX: -0.17
XMMO: 0.16
The chart of Sortino ratio for GTSGX, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.00
GTSGX: -0.10
XMMO: 0.40
The chart of Omega ratio for GTSGX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
GTSGX: 0.99
XMMO: 1.05
The chart of Calmar ratio for GTSGX, currently valued at -0.14, compared to the broader market0.002.004.006.008.0010.00
GTSGX: -0.14
XMMO: 0.16
The chart of Martin ratio for GTSGX, currently valued at -0.41, compared to the broader market0.0010.0020.0030.0040.0050.00
GTSGX: -0.41
XMMO: 0.50

The current GTSGX Sharpe Ratio is -0.17, which is lower than the XMMO Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GTSGX and XMMO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.17
0.16
GTSGX
XMMO

Dividends

GTSGX vs. XMMO - Dividend Comparison

GTSGX's dividend yield for the trailing twelve months is around 0.79%, more than XMMO's 0.54% yield.


TTM20242023202220212020201920182017201620152014
GTSGX
Madison Mid Cap Fund
0.79%0.75%0.13%0.00%0.03%0.00%0.00%0.03%0.00%0.00%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.54%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

Drawdowns

GTSGX vs. XMMO - Drawdown Comparison

The maximum GTSGX drawdown since its inception was -38.26%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.99%
-16.04%
GTSGX
XMMO

Volatility

GTSGX vs. XMMO - Volatility Comparison

The current volatility for Madison Mid Cap Fund (GTSGX) is 12.53%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 14.77%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.53%
14.77%
GTSGX
XMMO