MAGSX vs. VOO
Compare and contrast key facts about Madison Aggressive Allocation Fund (MAGSX) and Vanguard S&P 500 ETF (VOO).
MAGSX is managed by Madison Funds. It was launched on Jun 29, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAGSX or VOO.
Performance
MAGSX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MAGSX achieves a 11.87% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, MAGSX has underperformed VOO with an annualized return of 5.92%, while VOO has yielded a comparatively higher 13.22% annualized return.
MAGSX
11.87%
1.42%
5.74%
16.44%
5.42%
5.92%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| MAGSX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.00 | 2.69 |
| Sortino Ratio | 2.84 | 3.59 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 1.84 | 3.88 |
| Martin Ratio | 12.45 | 17.58 |
| Ulcer Index | 1.32% | 1.86% |
| Daily Std Dev | 8.24% | 12.19% |
| Max Drawdown | -56.42% | -33.99% |
| Current Drawdown | -0.49% | -0.53% |
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. VOO - Expense Ratio Comparison
MAGSX has a 0.71% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between MAGSX and VOO is 0.94, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Aggressive Allocation Fund (MAGSX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
MAGSX's dividend yield for the trailing twelve months is around 1.69%, more than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MAGSX vs. VOO - Drawdown Comparison
The maximum MAGSX drawdown since its inception was -56.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MAGSX and VOO. For additional features, visit the drawdowns tool.
Volatility
MAGSX vs. VOO - Volatility Comparison
The current volatility for Madison Aggressive Allocation Fund (MAGSX) is 2.33%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that MAGSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.