MCN vs. GTSOX
Compare and contrast key facts about XAI Madison Equity Premium Income Fund (MCN) and Glenmede Secured Options Portfolio (GTSOX).
MCN is managed by XAI. It was launched on Jan 1, 2015. GTSOX is managed by Glenmede. It was launched on Jun 29, 2010.
Performance
MCN vs. GTSOX - Performance Comparison
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MCN vs. GTSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCN XAI Madison Equity Premium Income Fund | 0.63% | 0.66% | -1.52% | 7.02% | 6.32% | 29.92% | 15.25% | 19.99% | -12.04% | 9.91% |
GTSOX Glenmede Secured Options Portfolio | -0.07% | 7.73% | 13.79% | 14.59% | -11.69% | 18.06% | 4.22% | 18.45% | -4.68% | 5.96% |
Returns By Period
In the year-to-date period, MCN achieves a 0.63% return, which is significantly higher than GTSOX's -0.07% return. Over the past 10 years, MCN has outperformed GTSOX with an annualized return of 8.06%, while GTSOX has yielded a comparatively lower 7.13% annualized return.
MCN
- 1D
- 0.51%
- 1M
- -3.42%
- YTD
- 0.63%
- 6M
- -0.28%
- 1Y
- 7.53%
- 3Y*
- 0.58%
- 5Y*
- 4.64%
- 10Y*
- 8.06%
GTSOX
- 1D
- 2.70%
- 1M
- -2.07%
- YTD
- -0.07%
- 6M
- 2.52%
- 1Y
- 10.07%
- 3Y*
- 9.75%
- 5Y*
- 6.60%
- 10Y*
- 7.13%
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MCN vs. GTSOX - Expense Ratio Comparison
MCN has a 0.02% expense ratio, which is lower than GTSOX's 0.85% expense ratio.
Return for Risk
MCN vs. GTSOX — Risk / Return Rank
MCN
GTSOX
MCN vs. GTSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XAI Madison Equity Premium Income Fund (MCN) and Glenmede Secured Options Portfolio (GTSOX). 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.
| MCN | GTSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.77 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.22 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.31 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 0.89 | -0.33 |
Martin ratioReturn relative to average drawdown | 1.96 | 5.59 | -3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCN | GTSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.77 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.50 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.53 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.56 | -0.29 |
Correlation
The correlation between MCN and GTSOX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MCN vs. GTSOX - Dividend Comparison
MCN's dividend yield for the trailing twelve months is around 12.29%, more than GTSOX's 7.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCN XAI Madison Equity Premium Income Fund | 12.29% | 12.00% | 10.73% | 9.56% | 9.29% | 8.98% | 10.67% | 10.86% | 11.69% | 9.33% | 9.35% | 9.76% |
GTSOX Glenmede Secured Options Portfolio | 7.47% | 7.47% | 12.31% | 0.00% | 0.00% | 13.35% | 0.00% | 7.56% | 2.62% | 6.57% | 5.01% | 5.95% |
Drawdowns
MCN vs. GTSOX - Drawdown Comparison
The maximum MCN drawdown since its inception was -65.11%, which is greater than GTSOX's maximum drawdown of -29.21%. Use the drawdown chart below to compare losses from any high point for MCN and GTSOX.
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Drawdown Indicators
| MCN | GTSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.11% | -29.21% | -35.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -11.14% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.47% | -22.03% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -29.21% | -9.58% |
Current DrawdownCurrent decline from peak | -5.91% | -4.17% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -2.99% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.77% | +2.15% |
Volatility
MCN vs. GTSOX - Volatility Comparison
The current volatility for XAI Madison Equity Premium Income Fund (MCN) is 3.95%, while Glenmede Secured Options Portfolio (GTSOX) has a volatility of 4.30%. This indicates that MCN experiences smaller price fluctuations and is considered to be less risky than GTSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCN | GTSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.30% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 4.95% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 14.05% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 13.19% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 13.44% | +5.41% |