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MBOAX vs. GTSGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBOAX vs. GTSGX - Performance Comparison

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

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MBOAX vs. GTSGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBOAX
Madison Core Bond Fund
-0.36%6.96%1.14%5.63%-12.82%-1.85%9.22%8.31%-0.98%3.02%
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, MBOAX achieves a -0.36% return, which is significantly higher than GTSGX's -6.46% return. Over the past 10 years, MBOAX has underperformed GTSGX with an annualized return of 1.68%, while GTSGX has yielded a comparatively higher 9.90% annualized return.


MBOAX

1D
0.55%
1M
-2.04%
YTD
-0.36%
6M
0.65%
1Y
4.07%
3Y*
3.53%
5Y*
0.14%
10Y*
1.68%

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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MBOAX vs. GTSGX - Expense Ratio Comparison

MBOAX has a 0.85% expense ratio, which is lower than GTSGX's 0.95% expense ratio.


Return for Risk

MBOAX vs. GTSGX — Risk / Return Rank

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

MBOAX
MBOAX Risk / Return Rank: 5050
Overall Rank
MBOAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MBOAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MBOAX Omega Ratio Rank: 3636
Omega Ratio Rank
MBOAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
MBOAX Martin Ratio Rank: 5050
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.

MBOAX vs. GTSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Core Bond Fund (MBOAX) 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.


MBOAXGTSGXDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.02

+0.96

Sortino ratio

Return per unit of downside risk

1.36

0.12

+1.24

Omega ratio

Gain probability vs. loss probability

1.17

1.01

+0.16

Calmar ratio

Return relative to maximum drawdown

1.69

-0.17

+1.86

Martin ratio

Return relative to average drawdown

4.97

-0.50

+5.48

MBOAX vs. GTSGX - Sharpe Ratio Comparison

The current MBOAX Sharpe Ratio is 0.94, which is higher than the GTSGX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of MBOAX 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


MBOAXGTSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.02

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.38

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.55

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.14

+0.60

Correlation

The correlation between MBOAX and GTSGX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MBOAX vs. GTSGX - Dividend Comparison

MBOAX's dividend yield for the trailing twelve months is around 3.12%, less than GTSGX's 3.60% yield.


TTM20252024202320222021202020192018201720162015
MBOAX
Madison Core Bond Fund
3.12%3.39%3.27%2.73%1.88%1.85%3.77%2.42%2.48%2.28%2.72%4.60%
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

MBOAX vs. GTSGX - Drawdown Comparison

The maximum MBOAX drawdown since its inception was -17.78%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for MBOAX and GTSGX.


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Drawdown Indicators


MBOAXGTSGXDifference

Max Drawdown

Largest peak-to-trough decline

-17.78%

-73.82%

+56.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-11.99%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-21.94%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-17.78%

-38.25%

+20.47%

Current Drawdown

Current decline from peak

-2.57%

-11.99%

+9.42%

Average Drawdown

Average peak-to-trough decline

-2.36%

-29.79%

+27.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

4.02%

-3.09%

Volatility

MBOAX vs. GTSGX - Volatility Comparison

The current volatility for Madison Core Bond Fund (MBOAX) is 1.64%, while Madison Mid Cap Fund (GTSGX) has a volatility of 3.88%. This indicates that MBOAX 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


MBOAXGTSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

3.88%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

9.91%

-7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

18.95%

-14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

17.33%

-11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.63%

18.00%

-13.37%