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MMDAX vs. VINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMDAX vs. VINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Madison Moderate Allocation Fund (MMDAX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

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MMDAX vs. VINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMDAX
Madison Moderate Allocation Fund
-2.67%11.13%6.97%10.32%-14.49%6.79%9.77%15.99%-4.80%14.29%
VINIX
Vanguard Institutional Index Fund Institutional Shares
-7.06%17.85%26.28%25.77%-18.15%28.67%18.40%31.46%-4.42%21.79%

Returns By Period

In the year-to-date period, MMDAX achieves a -2.67% return, which is significantly higher than VINIX's -7.06% return. Over the past 10 years, MMDAX has underperformed VINIX with an annualized return of 5.37%, while VINIX has yielded a comparatively higher 13.80% annualized return.


MMDAX

1D
-0.09%
1M
-6.81%
YTD
-2.67%
6M
-0.64%
1Y
7.86%
3Y*
7.12%
5Y*
2.99%
10Y*
5.37%

VINIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.60%
1Y
14.42%
3Y*
17.55%
5Y*
11.53%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMDAX vs. VINIX - Expense Ratio Comparison

MMDAX has a 0.71% expense ratio, which is higher than VINIX's 0.04% expense ratio.


Return for Risk

MMDAX vs. VINIX — Risk / Return Rank

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

MMDAX
MMDAX Risk / Return Rank: 3434
Overall Rank
MMDAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MMDAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MMDAX Omega Ratio Rank: 3232
Omega Ratio Rank
MMDAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MMDAX Martin Ratio Rank: 3636
Martin Ratio Rank

VINIX
VINIX Risk / Return Rank: 4646
Overall Rank
VINIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VINIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VINIX Omega Ratio Rank: 5050
Omega Ratio Rank
VINIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VINIX Martin Ratio Rank: 5353
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.

MMDAX vs. VINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Madison Moderate Allocation Fund (MMDAX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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.


MMDAXVINIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.84

-0.06

Sortino ratio

Return per unit of downside risk

1.15

1.30

-0.15

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

0.93

1.06

-0.12

Martin ratio

Return relative to average drawdown

3.85

5.13

-1.28

MMDAX vs. VINIX - Sharpe Ratio Comparison

The current MMDAX Sharpe Ratio is 0.77, which is comparable to the VINIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MMDAX and VINIX, 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


MMDAXVINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.84

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.69

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.77

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.58

-0.20

Correlation

The correlation between MMDAX and VINIX is 0.93, 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

MMDAX vs. VINIX - Dividend Comparison

MMDAX's dividend yield for the trailing twelve months is around 6.29%, more than VINIX's 2.88% yield.


TTM20252024202320222021202020192018201720162015
MMDAX
Madison Moderate Allocation Fund
6.29%6.12%3.70%2.15%1.39%8.46%9.24%3.95%9.05%5.13%4.36%7.00%
VINIX
Vanguard Institutional Index Fund Institutional Shares
2.88%2.10%3.64%2.65%3.38%4.77%3.06%2.85%2.43%1.82%2.36%2.45%

Drawdowns

MMDAX vs. VINIX - Drawdown Comparison

The maximum MMDAX drawdown since its inception was -43.12%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MMDAX and VINIX.


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Drawdown Indicators


MMDAXVINIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.12%

-55.19%

+12.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-12.12%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-24.51%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-25.36%

-33.79%

+8.43%

Current Drawdown

Current decline from peak

-7.05%

-8.90%

+1.85%

Average Drawdown

Average peak-to-trough decline

-7.43%

-8.56%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.49%

-0.63%

Volatility

MMDAX vs. VINIX - Volatility Comparison

The current volatility for Madison Moderate Allocation Fund (MMDAX) is 3.62%, while Vanguard Institutional Index Fund Institutional Shares (VINIX) has a volatility of 4.24%. This indicates that MMDAX experiences smaller price fluctuations and is considered to be less risky than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMDAXVINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.24%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

9.08%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

18.13%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

16.85%

-6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.62%

18.02%

-7.40%