MAGSX vs. KOMP
Compare and contrast key facts about Madison Aggressive Allocation Fund (MAGSX) and SPDR S&P Kensho New Economies Composite ETF (KOMP).
MAGSX is managed by Madison Funds. It was launched on Jun 29, 2006. KOMP is a passively managed fund by State Street that tracks the performance of the S&P Kensho New Economies Composite Index. It was launched on Oct 22, 2018.
Performance
MAGSX vs. KOMP - Performance Comparison
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MAGSX vs. KOMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MAGSX Madison Aggressive Allocation Fund | -0.91% | 12.48% | 6.46% | 12.32% | -15.38% | 9.50% | 9.65% | 19.21% | -4.58% |
KOMP SPDR S&P Kensho New Economies Composite ETF | -0.66% | 19.74% | 10.05% | 20.09% | -32.21% | 3.67% | 61.28% | 37.12% | -10.32% |
Returns By Period
In the year-to-date period, MAGSX achieves a -0.91% return, which is significantly lower than KOMP's -0.66% return.
MAGSX
- 1D
- 2.41%
- 1M
- -5.47%
- YTD
- -0.91%
- 6M
- 1.11%
- 1Y
- 11.84%
- 3Y*
- 8.56%
- 5Y*
- 3.65%
- 10Y*
- 6.56%
KOMP
- 1D
- 1.34%
- 1M
- -5.65%
- YTD
- -0.66%
- 6M
- -4.55%
- 1Y
- 28.77%
- 3Y*
- 13.13%
- 5Y*
- -1.44%
- 10Y*
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MAGSX vs. KOMP - Expense Ratio Comparison
MAGSX has a 0.71% expense ratio, which is higher than KOMP's 0.20% expense ratio.
Return for Risk
MAGSX vs. KOMP — Risk / Return Rank
MAGSX
KOMP
MAGSX vs. KOMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Aggressive Allocation Fund (MAGSX) and SPDR S&P Kensho New Economies Composite ETF (KOMP). 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.
| MAGSX | KOMP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.09 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.62 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.92 | -0.70 |
Martin ratioReturn relative to average drawdown | 5.18 | 5.94 | -0.76 |
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
| MAGSX | KOMP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.09 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.06 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.41 | -0.09 |
Correlation
The correlation between MAGSX and KOMP is 0.84, 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
MAGSX vs. KOMP - Dividend Comparison
MAGSX's dividend yield for the trailing twelve months is around 6.23%, more than KOMP's 1.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAGSX Madison Aggressive Allocation Fund | 6.23% | 6.17% | 2.02% | 1.89% | 1.26% | 9.97% | 8.66% | 5.42% | 10.79% | 5.89% | 3.82% | 9.57% |
KOMP SPDR S&P Kensho New Economies Composite ETF | 1.78% | 1.84% | 1.04% | 1.27% | 1.47% | 1.44% | 0.69% | 0.81% | 0.13% | 0.00% | 0.00% | 0.00% |
Drawdowns
MAGSX vs. KOMP - Drawdown Comparison
The maximum MAGSX drawdown since its inception was -56.06%, which is greater than KOMP's maximum drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for MAGSX and KOMP.
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Drawdown Indicators
| MAGSX | KOMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.06% | -50.06% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -15.50% | +5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -45.83% | +24.70% |
Max Drawdown (10Y)Largest decline over 10 years | -23.20% | — | — |
Current DrawdownCurrent decline from peak | -6.44% | -15.77% | +9.33% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -22.07% | +12.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 5.01% | -2.63% |
Volatility
MAGSX vs. KOMP - Volatility Comparison
The current volatility for Madison Aggressive Allocation Fund (MAGSX) is 5.14%, while SPDR S&P Kensho New Economies Composite ETF (KOMP) has a volatility of 9.39%. This indicates that MAGSX experiences smaller price fluctuations and is considered to be less risky than KOMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAGSX | KOMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 9.39% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 19.05% | -10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 26.46% | -12.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 24.87% | -12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.01% | 27.09% | -14.08% |