MINVX vs. VTWO
Compare and contrast key facts about Madison Investors Fund (MINVX) and Vanguard Russell 2000 ETF (VTWO).
MINVX is managed by Madison Funds. It was launched on Nov 1, 1978. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MINVX or VTWO.
Key characteristics
| MINVX | VTWO | |
|---|---|---|
| YTD Return | 9.59% | 3.36% |
| 1Y Return | 27.40% | 20.21% |
| 3Y Return (Ann) | 9.82% | -0.71% |
| 5Y Return (Ann) | 13.74% | 7.52% |
| 10Y Return (Ann) | 12.81% | 8.13% |
| Sharpe Ratio | 1.73 | 1.10 |
| Daily Std Dev | 15.99% | 19.70% |
| Max Drawdown | -68.25% | -41.19% |
| Current Drawdown | -0.03% | -11.36% |
Correlation
The correlation between MINVX and VTWO is 0.82, 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.
Performance
MINVX vs. VTWO - Performance Comparison
In the year-to-date period, MINVX achieves a 9.59% return, which is significantly higher than VTWO's 3.36% return. Over the past 10 years, MINVX has outperformed VTWO with an annualized return of 12.81%, while VTWO has yielded a comparatively lower 8.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MINVX vs. VTWO - Expense Ratio Comparison
MINVX has a 0.91% expense ratio, which is higher than VTWO's 0.10% expense ratio.
Risk-Adjusted Performance
MINVX vs. VTWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Madison Investors Fund (MINVX) and Vanguard Russell 2000 ETF (VTWO). 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.
Dividends
MINVX vs. VTWO - Dividend Comparison
MINVX's dividend yield for the trailing twelve months is around 7.47%, more than VTWO's 1.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MINVX Madison Investors Fund | 7.47% | 8.18% | 6.64% | 7.82% | 9.86% | 6.02% | 18.77% | 5.91% | 3.31% | 16.40% | 23.51% | 3.48% |
VTWO Vanguard Russell 2000 ETF | 1.35% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
Drawdowns
MINVX vs. VTWO - Drawdown Comparison
The maximum MINVX drawdown since its inception was -68.25%, which is greater than VTWO's maximum drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for MINVX and VTWO. For additional features, visit the drawdowns tool.
Volatility
MINVX vs. VTWO - Volatility Comparison
The current volatility for Madison Investors Fund (MINVX) is 2.96%, while Vanguard Russell 2000 ETF (VTWO) has a volatility of 4.51%. This indicates that MINVX experiences smaller price fluctuations and is considered to be less risky than VTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.