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MINVX vs. MAGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MINVX vs. MAGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Investors Fund (MINVX) and Madison Aggressive Allocation Fund (MAGSX). The values are adjusted to include any dividend payments, if applicable.

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MINVX vs. MAGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MINVX
Madison Investors Fund
-2.68%3.30%16.38%26.12%-13.18%22.70%14.48%30.48%0.64%22.53%
MAGSX
Madison Aggressive Allocation Fund
-0.91%12.48%6.46%12.32%-15.38%9.50%9.65%19.21%-6.59%18.04%

Returns By Period

In the year-to-date period, MINVX achieves a -2.68% return, which is significantly lower than MAGSX's -0.91% return. Over the past 10 years, MINVX has outperformed MAGSX with an annualized return of 11.92%, while MAGSX has yielded a comparatively lower 6.56% annualized return.


MINVX

1D
2.52%
1M
-6.64%
YTD
-2.68%
6M
0.61%
1Y
1.31%
3Y*
11.50%
5Y*
8.26%
10Y*
11.92%

MAGSX

1D
2.41%
1M
-5.47%
YTD
-0.91%
6M
1.11%
1Y
11.84%
3Y*
8.56%
5Y*
3.65%
10Y*
6.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MINVX vs. MAGSX - Expense Ratio Comparison

MINVX has a 0.91% expense ratio, which is higher than MAGSX's 0.71% expense ratio.


Return for Risk

MINVX vs. MAGSX — Risk / Return Rank

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

MINVX
MINVX Risk / Return Rank: 66
Overall Rank
MINVX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MINVX Sortino Ratio Rank: 55
Sortino Ratio Rank
MINVX Omega Ratio Rank: 55
Omega Ratio Rank
MINVX Calmar Ratio Rank: 88
Calmar Ratio Rank
MINVX Martin Ratio Rank: 88
Martin Ratio Rank

MAGSX
MAGSX Risk / Return Rank: 4343
Overall Rank
MAGSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MAGSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MAGSX Omega Ratio Rank: 3838
Omega Ratio Rank
MAGSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MAGSX Martin Ratio Rank: 5252
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.

MINVX vs. MAGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Investors Fund (MINVX) and Madison Aggressive Allocation Fund (MAGSX). 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.


MINVXMAGSXDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.85

-0.77

Sortino ratio

Return per unit of downside risk

0.25

1.29

-1.03

Omega ratio

Gain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

0.20

1.22

-1.02

Martin ratio

Return relative to average drawdown

0.63

5.18

-4.56

MINVX vs. MAGSX - Sharpe Ratio Comparison

The current MINVX Sharpe Ratio is 0.08, which is lower than the MAGSX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of MINVX and MAGSX, 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


MINVXMAGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.85

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.30

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.51

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.32

+0.03

Correlation

The correlation between MINVX and MAGSX is 0.92, 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

MINVX vs. MAGSX - Dividend Comparison

MINVX's dividend yield for the trailing twelve months is around 7.50%, more than MAGSX's 6.23% yield.


TTM20252024202320222021202020192018201720162015
MINVX
Madison Investors Fund
7.50%7.30%6.09%8.18%6.64%7.82%9.86%6.02%18.77%5.91%3.31%16.40%
MAGSX
Madison Aggressive Allocation Fund
6.23%6.17%2.02%1.89%1.26%9.97%8.66%5.42%10.79%5.89%3.82%9.57%

Drawdowns

MINVX vs. MAGSX - Drawdown Comparison

The maximum MINVX drawdown since its inception was -52.40%, smaller than the maximum MAGSX drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for MINVX and MAGSX.


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Drawdown Indicators


MINVXMAGSXDifference

Max Drawdown

Largest peak-to-trough decline

-52.40%

-56.06%

+3.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-10.11%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-21.13%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-23.20%

-10.65%

Current Drawdown

Current decline from peak

-7.56%

-6.44%

-1.12%

Average Drawdown

Average peak-to-trough decline

-7.59%

-9.54%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.38%

+1.29%

Volatility

MINVX vs. MAGSX - Volatility Comparison

Madison Investors Fund (MINVX) and Madison Aggressive Allocation Fund (MAGSX) have volatilities of 5.24% and 5.14%, 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


MINVXMAGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

5.14%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

8.16%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

14.16%

+4.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

12.07%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

13.01%

+3.97%