MAGSX vs. VMGAX
Compare and contrast key facts about Madison Aggressive Allocation Fund (MAGSX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX).
MAGSX is managed by Madison Funds. It was launched on Jun 29, 2006. VMGAX is managed by Vanguard. It was launched on Apr 3, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAGSX or VMGAX.
Performance
MAGSX vs. VMGAX - Performance Comparison
Returns By Period
In the year-to-date period, MAGSX achieves a 11.87% return, which is significantly lower than VMGAX's 29.94% return. Over the past 10 years, MAGSX has underperformed VMGAX with an annualized return of 5.92%, while VMGAX has yielded a comparatively higher 16.25% annualized return.
MAGSX
11.87%
1.42%
5.74%
16.44%
5.42%
5.92%
VMGAX
29.94%
3.48%
13.82%
34.43%
20.06%
16.25%
Key characteristics
| MAGSX | VMGAX | |
|---|---|---|
| Sharpe Ratio | 2.00 | 1.99 |
| Sortino Ratio | 2.84 | 2.62 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 1.84 | 2.54 |
| Martin Ratio | 12.45 | 9.64 |
| Ulcer Index | 1.32% | 3.57% |
| Daily Std Dev | 8.24% | 17.31% |
| Max Drawdown | -56.42% | -48.61% |
| Current Drawdown | -0.49% | -1.30% |
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MAGSX vs. VMGAX - Expense Ratio Comparison
MAGSX has a 0.71% expense ratio, which is higher than VMGAX's 0.06% expense ratio.
Correlation
The correlation between MAGSX and VMGAX is 0.89, 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
MAGSX vs. VMGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Aggressive Allocation Fund (MAGSX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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
MAGSX vs. VMGAX - Dividend Comparison
MAGSX's dividend yield for the trailing twelve months is around 1.69%, more than VMGAX's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAGSX Madison Aggressive Allocation Fund | 1.69% | 1.89% | 1.26% | 2.89% | 0.77% | 1.33% | 1.37% | 1.22% | 1.15% | 0.95% | 1.68% | 0.34% |
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | 0.43% | 0.51% | 0.71% | 0.42% | 0.65% | 0.86% | 1.13% | 1.23% | 1.53% | 1.44% | 1.25% | 1.31% |
Drawdowns
MAGSX vs. VMGAX - Drawdown Comparison
The maximum MAGSX drawdown since its inception was -56.42%, which is greater than VMGAX's maximum drawdown of -48.61%. Use the drawdown chart below to compare losses from any high point for MAGSX and VMGAX. For additional features, visit the drawdowns tool.
Volatility
MAGSX vs. VMGAX - Volatility Comparison
The current volatility for Madison Aggressive Allocation Fund (MAGSX) is 2.33%, while Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a volatility of 5.32%. This indicates that MAGSX experiences smaller price fluctuations and is considered to be less risky than VMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.