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

Correlation

The correlation between MAGSX and XLG 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.


-0.50.00.51.0
Correlation: 0.9

Performance

MAGSX vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Aggressive Allocation Fund (MAGSX) and Invesco S&P 500® Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
42.68%
575.85%
MAGSX
XLG

Key characteristics

Sharpe Ratio

MAGSX:

0.12

XLG:

0.59

Sortino Ratio

MAGSX:

0.27

XLG:

0.95

Omega Ratio

MAGSX:

1.04

XLG:

1.13

Calmar Ratio

MAGSX:

0.11

XLG:

0.62

Martin Ratio

MAGSX:

0.44

XLG:

2.31

Ulcer Index

MAGSX:

3.86%

XLG:

5.55%

Daily Std Dev

MAGSX:

13.85%

XLG:

21.93%

Max Drawdown

MAGSX:

-56.42%

XLG:

-52.39%

Current Drawdown

MAGSX:

-8.06%

XLG:

-12.68%

Returns By Period

In the year-to-date period, MAGSX achieves a -2.20% return, which is significantly higher than XLG's -9.59% return. Over the past 10 years, MAGSX has underperformed XLG with an annualized return of 0.35%, while XLG has yielded a comparatively higher 13.76% annualized return.


MAGSX

YTD

-2.20%

1M

-3.56%

6M

-5.69%

1Y

0.96%

5Y*

2.38%

10Y*

0.35%

XLG

YTD

-9.59%

1M

-5.83%

6M

-6.07%

1Y

11.42%

5Y*

17.10%

10Y*

13.76%

*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. XLG - Expense Ratio Comparison

MAGSX has a 0.71% expense ratio, which is higher than XLG's 0.20% 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 XLG: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLG: 0.20%

Risk-Adjusted Performance

MAGSX vs. XLG — 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 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGSX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MAGSX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MAGSX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MAGSX is 3434
Martin Ratio Rank

XLG
The Risk-Adjusted Performance Rank of XLG is 6767
Overall Rank
The Sharpe Ratio Rank of XLG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XLG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of XLG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of XLG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of XLG is 6666
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. XLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Aggressive Allocation Fund (MAGSX) and Invesco S&P 500® Top 50 ETF (XLG). 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 0.12, compared to the broader market-1.000.001.002.003.00
MAGSX: 0.12
XLG: 0.59
The chart of Sortino ratio for MAGSX, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.00
MAGSX: 0.27
XLG: 0.95
The chart of Omega ratio for MAGSX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
MAGSX: 1.04
XLG: 1.13
The chart of Calmar ratio for MAGSX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.00
MAGSX: 0.11
XLG: 0.62
The chart of Martin ratio for MAGSX, currently valued at 0.44, compared to the broader market0.0010.0020.0030.0040.0050.00
MAGSX: 0.44
XLG: 2.31

The current MAGSX Sharpe Ratio is 0.12, which is lower than the XLG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MAGSX and XLG, 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
0.12
0.59
MAGSX
XLG

Dividends

MAGSX vs. XLG - Dividend Comparison

MAGSX's dividend yield for the trailing twelve months is around 2.06%, more than XLG's 0.80% yield.


TTM20242023202220212020201920182017201620152014
MAGSX
Madison Aggressive Allocation Fund
2.06%2.02%1.89%1.26%2.89%0.77%1.33%1.37%1.22%1.15%0.95%1.68%
XLG
Invesco S&P 500® Top 50 ETF
0.80%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%

Drawdowns

MAGSX vs. XLG - Drawdown Comparison

The maximum MAGSX drawdown since its inception was -56.42%, which is greater than XLG's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for MAGSX and XLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.06%
-12.68%
MAGSX
XLG

Volatility

MAGSX vs. XLG - Volatility Comparison

The current volatility for Madison Aggressive Allocation Fund (MAGSX) is 10.33%, while Invesco S&P 500® Top 50 ETF (XLG) has a volatility of 15.07%. This indicates that MAGSX experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
10.33%
15.07%
MAGSX
XLG