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MBLAX vs. GTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBLAX vs. GTSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Diversified Income Fund (MBLAX) and Madison Mid Cap Fund (GTSGX). The values are adjusted to include any dividend payments, if applicable.

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MBLAX vs. GTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBLAX
Madison Diversified Income Fund
1.38%6.70%4.80%3.38%-7.99%14.42%7.57%19.28%-1.22%12.84%
GTSGX
Madison Mid Cap Fund
-6.46%1.62%10.24%26.51%-13.60%26.31%9.45%33.53%-1.60%15.65%

Returns By Period

In the year-to-date period, MBLAX achieves a 1.38% return, which is significantly higher than GTSGX's -6.46% return. Over the past 10 years, MBLAX has underperformed GTSGX with an annualized return of 6.41%, while GTSGX has yielded a comparatively higher 9.90% annualized return.


MBLAX

1D
0.23%
1M
-3.05%
YTD
1.38%
6M
2.20%
1Y
6.94%
3Y*
5.75%
5Y*
3.47%
10Y*
6.41%

GTSGX

1D
0.00%
1M
-9.39%
YTD
-6.46%
6M
-7.55%
1Y
-0.83%
3Y*
7.99%
5Y*
6.52%
10Y*
9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MBLAX vs. GTSGX - Expense Ratio Comparison

MBLAX has a 1.11% expense ratio, which is higher than GTSGX's 0.95% expense ratio.


Return for Risk

MBLAX vs. GTSGX — Risk / Return Rank

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

MBLAX
MBLAX Risk / Return Rank: 5555
Overall Rank
MBLAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
MBLAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
MBLAX Omega Ratio Rank: 5757
Omega Ratio Rank
MBLAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBLAX Martin Ratio Rank: 5757
Martin Ratio Rank

GTSGX
GTSGX Risk / Return Rank: 55
Overall Rank
GTSGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
GTSGX Sortino Ratio Rank: 55
Sortino Ratio Rank
GTSGX Omega Ratio Rank: 55
Omega Ratio Rank
GTSGX Calmar Ratio Rank: 44
Calmar Ratio Rank
GTSGX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MBLAX vs. GTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Diversified Income Fund (MBLAX) and Madison Mid Cap Fund (GTSGX). 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.


MBLAXGTSGXDifference

Sharpe ratio

Return per unit of total volatility

1.05

-0.02

+1.06

Sortino ratio

Return per unit of downside risk

1.51

0.12

+1.39

Omega ratio

Gain probability vs. loss probability

1.23

1.01

+0.21

Calmar ratio

Return relative to maximum drawdown

1.21

-0.17

+1.38

Martin ratio

Return relative to average drawdown

5.53

-0.50

+6.03

MBLAX vs. GTSGX - Sharpe Ratio Comparison

The current MBLAX Sharpe Ratio is 1.05, which is higher than the GTSGX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MBLAX and GTSGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MBLAXGTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

-0.02

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.38

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.55

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.14

+0.44

Correlation

The correlation between MBLAX and GTSGX is 0.82, 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

MBLAX vs. GTSGX - Dividend Comparison

MBLAX's dividend yield for the trailing twelve months is around 3.97%, more than GTSGX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
MBLAX
Madison Diversified Income Fund
3.97%4.92%7.37%15.29%8.09%12.04%2.77%6.69%10.66%3.14%5.38%4.00%
GTSGX
Madison Mid Cap Fund
3.60%3.37%5.76%1.25%1.96%4.38%3.43%3.74%7.57%3.58%4.34%6.09%

Drawdowns

MBLAX vs. GTSGX - Drawdown Comparison

The maximum MBLAX drawdown since its inception was -26.64%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for MBLAX and GTSGX.


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Drawdown Indicators


MBLAXGTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-26.64%

-73.82%

+47.18%

Max Drawdown (1Y)

Largest decline over 1 year

-5.66%

-11.99%

+6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-21.94%

-1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-23.81%

-38.25%

+14.44%

Current Drawdown

Current decline from peak

-3.05%

-11.99%

+8.94%

Average Drawdown

Average peak-to-trough decline

-4.77%

-29.79%

+25.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

4.02%

-2.78%

Volatility

MBLAX vs. GTSGX - Volatility Comparison

The current volatility for Madison Diversified Income Fund (MBLAX) is 1.79%, while Madison Mid Cap Fund (GTSGX) has a volatility of 3.88%. This indicates that MBLAX experiences smaller price fluctuations and is considered to be less risky than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBLAXGTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

3.88%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

9.91%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

6.99%

18.95%

-11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

17.33%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.94%

18.00%

-7.06%