PortfoliosLab logo
MAGSX vs. FNGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAGSX and FNGS is 0.79, 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: 0.8

Performance

MAGSX vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Aggressive Allocation Fund (MAGSX) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
3.45%
350.83%
MAGSX
FNGS

Key characteristics

Sharpe Ratio

MAGSX:

0.28

FNGS:

1.01

Sortino Ratio

MAGSX:

0.49

FNGS:

1.51

Omega Ratio

MAGSX:

1.07

FNGS:

1.20

Calmar Ratio

MAGSX:

0.25

FNGS:

1.21

Martin Ratio

MAGSX:

0.97

FNGS:

3.56

Ulcer Index

MAGSX:

4.01%

FNGS:

9.09%

Daily Std Dev

MAGSX:

13.84%

FNGS:

32.26%

Max Drawdown

MAGSX:

-56.42%

FNGS:

-48.98%

Current Drawdown

MAGSX:

-5.91%

FNGS:

-9.13%

Returns By Period

In the year-to-date period, MAGSX achieves a 0.09% return, which is significantly higher than FNGS's -2.84% return.


MAGSX

YTD

0.09%

1M

8.60%

6M

-2.59%

1Y

2.59%

5Y*

2.78%

10Y*

0.75%

FNGS

YTD

-2.84%

1M

24.09%

6M

9.77%

1Y

28.34%

5Y*

29.39%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAGSX vs. FNGS - Expense Ratio Comparison

MAGSX has a 0.71% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Expense ratio chart for MAGSX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAGSX: 0.71%
Expense ratio chart for FNGS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGS: 0.58%

Risk-Adjusted Performance

MAGSX vs. FNGS — Risk-Adjusted Performance Rank

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

MAGSX
The Risk-Adjusted Performance Rank of MAGSX is 3333
Overall Rank
The Sharpe Ratio Rank of MAGSX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGSX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of MAGSX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of MAGSX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of MAGSX is 3434
Martin Ratio Rank

FNGS
The Risk-Adjusted Performance Rank of FNGS is 7878
Overall Rank
The Sharpe Ratio Rank of FNGS is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FNGS is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FNGS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FNGS is 7474
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.

MAGSX vs. FNGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Aggressive Allocation Fund (MAGSX) and MicroSectors FANG+ ETN (FNGS). 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 MAGSX, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
MAGSX: 0.28
FNGS: 1.01
The chart of Sortino ratio for MAGSX, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
MAGSX: 0.49
FNGS: 1.51
The chart of Omega ratio for MAGSX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
MAGSX: 1.07
FNGS: 1.20
The chart of Calmar ratio for MAGSX, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.00
MAGSX: 0.25
FNGS: 1.21
The chart of Martin ratio for MAGSX, currently valued at 0.97, compared to the broader market0.0010.0020.0030.0040.00
MAGSX: 0.97
FNGS: 3.56

The current MAGSX Sharpe Ratio is 0.28, which is lower than the FNGS Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MAGSX and FNGS, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.28
1.01
MAGSX
FNGS

Dividends

MAGSX vs. FNGS - Dividend Comparison

MAGSX's dividend yield for the trailing twelve months is around 2.02%, while FNGS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MAGSX
Madison Aggressive Allocation Fund
2.02%2.02%1.89%1.26%2.89%0.77%1.33%1.37%1.22%1.15%0.95%1.68%
FNGS
MicroSectors FANG+ ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MAGSX vs. FNGS - Drawdown Comparison

The maximum MAGSX drawdown since its inception was -56.42%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for MAGSX and FNGS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.91%
-9.13%
MAGSX
FNGS

Volatility

MAGSX vs. FNGS - Volatility Comparison

The current volatility for Madison Aggressive Allocation Fund (MAGSX) is 10.33%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 18.49%. This indicates that MAGSX experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
10.33%
18.49%
MAGSX
FNGS