TGVFX vs. GTSGX
Compare and contrast key facts about Touchstone Growth Opportunities Fund (TGVFX) and Madison Mid Cap Fund (GTSGX).
TGVFX is managed by Touchstone. It was launched on Sep 29, 1995. GTSGX is managed by Madison Funds. It was launched on Jul 21, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGVFX or GTSGX.
Performance
TGVFX vs. GTSGX - Performance Comparison
Returns By Period
In the year-to-date period, TGVFX achieves a 30.59% return, which is significantly higher than GTSGX's 16.71% return. Over the past 10 years, TGVFX has underperformed GTSGX with an annualized return of 3.99%, while GTSGX has yielded a comparatively higher 6.04% annualized return.
TGVFX
30.59%
4.81%
13.32%
34.98%
7.28%
3.99%
GTSGX
16.71%
4.69%
9.65%
23.06%
9.22%
6.04%
Key characteristics
TGVFX | GTSGX | |
---|---|---|
Sharpe Ratio | 2.12 | 1.71 |
Sortino Ratio | 2.83 | 2.42 |
Omega Ratio | 1.39 | 1.30 |
Calmar Ratio | 1.74 | 2.96 |
Martin Ratio | 12.63 | 7.95 |
Ulcer Index | 2.77% | 2.90% |
Daily Std Dev | 16.51% | 13.46% |
Max Drawdown | -69.41% | -38.25% |
Current Drawdown | -1.03% | 0.00% |
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TGVFX vs. GTSGX - Expense Ratio Comparison
TGVFX has a 1.25% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Correlation
The correlation between TGVFX and GTSGX is 0.80, 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.
Risk-Adjusted Performance
TGVFX vs. GTSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Growth Opportunities Fund (TGVFX) 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.
Dividends
TGVFX vs. GTSGX - Dividend Comparison
TGVFX has not paid dividends to shareholders, while GTSGX's dividend yield for the trailing twelve months is around 0.11%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
---|---|---|---|---|---|---|---|
Touchstone Growth Opportunities Fund | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
Madison Mid Cap Fund | 0.11% | 0.13% | 0.00% | 0.03% | 0.00% | 0.00% | 0.03% |
Drawdowns
TGVFX vs. GTSGX - Drawdown Comparison
The maximum TGVFX drawdown since its inception was -69.41%, which is greater than GTSGX's maximum drawdown of -38.25%. Use the drawdown chart below to compare losses from any high point for TGVFX and GTSGX. For additional features, visit the drawdowns tool.
Volatility
TGVFX vs. GTSGX - Volatility Comparison
Touchstone Growth Opportunities Fund (TGVFX) and Madison Mid Cap Fund (GTSGX) have volatilities of 5.07% and 5.26%, 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.