MXMDX vs. GTSGX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Madison Mid Cap Fund (GTSGX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Performance
MXMDX vs. GTSGX - Performance Comparison
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MXMDX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
GTSGX Madison Mid Cap Fund | -4.35% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than GTSGX's -4.35% return. Over the past 10 years, MXMDX has underperformed GTSGX with an annualized return of 9.32%, while GTSGX has yielded a comparatively higher 10.15% annualized return.
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
GTSGX
- 1D
- 2.26%
- 1M
- -6.95%
- YTD
- -4.35%
- 6M
- -5.69%
- 1Y
- 1.28%
- 3Y*
- 8.80%
- 5Y*
- 6.79%
- 10Y*
- 10.15%
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MXMDX vs. GTSGX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than GTSGX's 0.95% expense ratio.
Return for Risk
MXMDX vs. GTSGX — Risk / Return Rank
MXMDX
GTSGX
MXMDX vs. GTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Madison Mid Cap Fund (GTSGX). 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.
| MXMDX | GTSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.07 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.25 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.16 | +0.97 |
Martin ratioReturn relative to average drawdown | 4.93 | 0.47 | +4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXMDX | GTSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.07 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.39 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.57 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.14 | +0.27 |
Correlation
The correlation between MXMDX and GTSGX is 0.87, 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
MXMDX vs. GTSGX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than GTSGX's 3.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% | 0.00% | 0.00% |
GTSGX Madison Mid Cap Fund | 3.52% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
Drawdowns
MXMDX vs. GTSGX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for MXMDX and GTSGX.
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Drawdown Indicators
| MXMDX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -73.82% | +32.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.99% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -21.94% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -38.25% | -3.55% |
Current DrawdownCurrent decline from peak | -6.26% | -10.00% | +3.74% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -29.79% | +23.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.07% | -0.60% |
Volatility
MXMDX vs. GTSGX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Madison Mid Cap Fund (GTSGX) at 4.73%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 4.73% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 10.17% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 19.05% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 17.36% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 18.01% | +3.19% |