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MCNAX vs. MBOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MCNAX vs. MBOAX - Performance Comparison

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

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MCNAX vs. MBOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCNAX
Madison Conservative Allocation Fund
-1.76%9.31%4.55%7.96%-13.79%2.97%9.16%12.44%-2.98%9.68%
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%

Returns By Period

In the year-to-date period, MCNAX achieves a -1.76% return, which is significantly lower than MBOAX's -0.36% return. Over the past 10 years, MCNAX has outperformed MBOAX with an annualized return of 3.70%, while MBOAX has yielded a comparatively lower 1.68% annualized return.


MCNAX

1D
0.20%
1M
-4.91%
YTD
-1.76%
6M
-0.05%
1Y
6.07%
3Y*
5.44%
5Y*
1.73%
10Y*
3.70%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MCNAX vs. MBOAX - Expense Ratio Comparison

MCNAX has a 0.71% expense ratio, which is lower than MBOAX's 0.85% expense ratio.


Return for Risk

MCNAX vs. MBOAX — Risk / Return Rank

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

MCNAX
MCNAX Risk / Return Rank: 4646
Overall Rank
MCNAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MCNAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MCNAX Omega Ratio Rank: 4343
Omega Ratio Rank
MCNAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MCNAX Martin Ratio Rank: 4747
Martin Ratio Rank

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
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.

MCNAX vs. MBOAX - Risk-Adjusted Trends Comparison

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


MCNAXMBOAXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.94

0.00

Sortino ratio

Return per unit of downside risk

1.34

1.36

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.17

1.69

-0.53

Martin ratio

Return relative to average drawdown

4.68

4.97

-0.29

MCNAX vs. MBOAX - Sharpe Ratio Comparison

The current MCNAX Sharpe Ratio is 0.94, which is comparable to the MBOAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MCNAX and MBOAX, 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


MCNAXMBOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.94

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.03

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.36

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.74

-0.19

Correlation

The correlation between MCNAX and MBOAX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MCNAX vs. MBOAX - Dividend Comparison

MCNAX's dividend yield for the trailing twelve months is around 2.39%, less than MBOAX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
MCNAX
Madison Conservative Allocation Fund
2.39%2.63%2.81%2.40%1.49%6.65%7.32%3.75%5.24%4.24%3.43%4.51%
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%

Drawdowns

MCNAX vs. MBOAX - Drawdown Comparison

The maximum MCNAX drawdown since its inception was -27.65%, which is greater than MBOAX's maximum drawdown of -17.78%. Use the drawdown chart below to compare losses from any high point for MCNAX and MBOAX.


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Drawdown Indicators


MCNAXMBOAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.65%

-17.78%

-9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-5.10%

-2.73%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.20%

-17.55%

-4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.20%

-17.78%

-4.42%

Current Drawdown

Current decline from peak

-4.91%

-2.57%

-2.34%

Average Drawdown

Average peak-to-trough decline

-4.45%

-2.36%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.93%

+0.34%

Volatility

MCNAX vs. MBOAX - Volatility Comparison

Madison Conservative Allocation Fund (MCNAX) has a higher volatility of 2.67% compared to Madison Core Bond Fund (MBOAX) at 1.64%. This indicates that MCNAX's price experiences larger fluctuations and is considered to be riskier than MBOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCNAXMBOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.64%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

2.54%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

6.71%

4.33%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

5.58%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.78%

4.63%

+2.15%