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MERAX vs. THPMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MERAX vs. THPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Mid Cap A (MERAX) and Thompson MidCap Fund (THPMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MERAX achieves a 7.34% return, which is significantly lower than THPMX's 15.89% return. Both investments have delivered pretty close results over the past 10 years, with MERAX having a 10.82% annualized return and THPMX not far ahead at 11.14%.


MERAX

1D
-0.32%
1M
2.13%
6M
3.27%
YTD
7.34%
1Y
11.08%
3Y*
8.87%
5Y*
7.32%
10Y*
10.82%
ALL TIME*
4.39%

THPMX

1D
-0.70%
1M
-0.35%
6M
11.93%
YTD
15.89%
1Y
33.96%
3Y*
15.05%
5Y*
9.16%
10Y*
11.14%
ALL TIME*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MERAX vs. THPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MERAX
Madison Mid Cap A
7.34%1.21%9.80%25.84%-13.94%25.72%9.00%32.91%-2.02%15.18%
THPMX
Thompson MidCap Fund
15.89%20.08%7.70%17.01%-14.84%29.71%11.97%33.48%-21.90%17.10%

Correlation

The correlation between MERAX and THPMX is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.88

The correlation between MERAX and THPMX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

MERAX vs. THPMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MERAX
MERAX Risk / Return Rank: 1616
Overall Rank
MERAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MERAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MERAX Omega Ratio Rank: 1717
Omega Ratio Rank
MERAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MERAX Martin Ratio Rank: 1414
Martin Ratio Rank

THPMX
THPMX Risk / Return Rank: 8484
Overall Rank
THPMX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
THPMX Sortino Ratio Rank: 8383
Sortino Ratio Rank
THPMX Omega Ratio Rank: 7777
Omega Ratio Rank
THPMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
THPMX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MERAX vs. THPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Mid Cap A (MERAX) and Thompson MidCap Fund (THPMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MERAXTHPMXDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.13

1.36

-0.23

Calmar ratioReturn relative to maximum drawdown

0.84

3.22

-2.37

Martin ratioReturn relative to average drawdown

2.00

11.86

-9.86

MERAX vs. THPMX - Sharpe Ratio Comparison

The current MERAX Sharpe Ratio is 0.69, which is lower than the THPMX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MERAX and THPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MERAX vs. THPMX - Drawdown Comparison

The maximum MERAX drawdown since its inception was -73.13%, which is greater than THPMX's maximum drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for MERAX and THPMX.


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Drawdown Indicators


MERAXTHPMXDifference

Max Drawdown

Largest peak-to-trough decline

-73.13%

-47.55%

-25.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-9.90%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.78%

-21.52%

+1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.10%

-25.29%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.26%

-47.55%

+9.29%

Current Drawdown

Current decline from peak

-1.00%

-2.12%

+1.12%

Average Drawdown

Average peak-to-trough decline

-25.24%

-6.71%

-18.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.07%

2.68%

+2.39%

Volatility

MERAX vs. THPMX - Volatility Comparison

Madison Mid Cap A (MERAX) and Thompson MidCap Fund (THPMX) have volatilities of 4.03% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MERAXTHPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

3.97%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

11.38%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

15.36%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

20.47%

-3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

22.65%

-4.62%

MERAX vs. THPMX - Expense Ratio Comparison

MERAX has a 1.39% expense ratio, which is higher than THPMX's 1.15% expense ratio.


Dividends

MERAX vs. THPMX - Dividend Comparison

MERAX's dividend yield for the trailing twelve months is around 3.16%, less than THPMX's 8.18% yield.


PositionTTM20252024202320222021202020192018201720162015
MERAX
Madison Mid Cap A
3.16%3.39%5.74%1.21%2.11%4.66%3.65%3.96%7.92%3.73%4.50%6.29%
THPMX
Thompson MidCap Fund
8.18%9.48%8.04%7.60%12.04%9.76%0.33%2.93%7.29%7.51%4.84%9.46%

Frequently Asked Questions


MERAX and THPMX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MERAX has higher volatility (4.03%) compared to THPMX (3.97%). In terms of maximum drawdown, MERAX dropped -73.13% vs THPMX's -47.55%.

THPMX currently has the higher Sharpe Ratio (2.08 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MERAX and THPMX

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