THPMX vs. GTSGX
THPMX (Thompson MidCap Fund) and GTSGX (Madison Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, THPMX returned 11.14%/yr vs 11.29%/yr for GTSGX. Their correlation of 0.88 means they have usually moved in the same direction. THPMX charges 1.15%/yr vs 0.95%/yr for GTSGX.
Performance
THPMX vs. GTSGX - Performance Comparison
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Returns By Period
In the year-to-date period, THPMX achieves a 15.89% return, which is significantly higher than GTSGX's 7.52% return. Both investments have delivered pretty close results over the past 10 years, with THPMX having a 11.14% annualized return and GTSGX not far ahead at 11.29%.
THPMX
- 1D
- -0.70%
- 1M
- -0.35%
- 6M
- 11.93%
- YTD
- 15.89%
- 1Y
- 33.96%
- 3Y*
- 15.05%
- 5Y*
- 9.16%
- 10Y*
- 11.14%
- ALL TIME*
- 13.03%
GTSGX
- 1D
- -0.29%
- 1M
- 2.13%
- 6M
- 3.41%
- YTD
- 7.52%
- 1Y
- 11.37%
- 3Y*
- 9.31%
- 5Y*
- 7.77%
- 10Y*
- 11.29%
- ALL TIME*
- 2.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GTSGX Madison Mid Cap Fund | $0.00 | $0.00 | $0.00 |
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
THPMX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THPMX Thompson MidCap Fund | 15.89% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
GTSGX Madison Mid Cap Fund | 7.52% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Correlation
The correlation between THPMX and GTSGX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.88 |
The correlation between THPMX and GTSGX has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
THPMX vs. GTSGX — Risk / Return Rank
THPMX
GTSGX
THPMX vs. GTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thompson MidCap Fund (THPMX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THPMX | GTSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.13 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 0.88 | +2.34 |
| Martin ratioReturn relative to average drawdown | 11.86 | 2.09 | +9.77 |
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Drawdowns
THPMX vs. GTSGX - Drawdown Comparison
The maximum THPMX drawdown since its inception was -47.55%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for THPMX and GTSGX.
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Drawdown Indicators
| THPMX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.55% | -73.82% | +26.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -11.99% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.52% | -19.63% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -21.94% | -3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -38.25% | -9.30% |
Current DrawdownCurrent decline from peak | -2.12% | -0.97% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -29.57% | +22.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 5.03% | -2.35% |
Volatility
THPMX vs. GTSGX - Volatility Comparison
Thompson MidCap Fund (THPMX) and Madison Mid Cap Fund (GTSGX) have volatilities of 3.97% and 4.00%, 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
| THPMX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.00% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 10.48% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 14.70% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.47% | 17.48% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 18.07% | +4.58% |
THPMX vs. GTSGX - Expense Ratio Comparison
THPMX has a 1.15% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Dividends
THPMX vs. GTSGX - Dividend Comparison
THPMX's dividend yield for the trailing twelve months is around 8.18%, more than GTSGX's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSGX Madison Mid Cap Fund | 3.13% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
THPMX Thompson MidCap Fund | 8.18% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
THPMX and GTSGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTSGX has higher volatility (4.00%) compared to THPMX (3.97%). In terms of maximum drawdown, THPMX dropped -47.55% vs GTSGX's -73.82%.
THPMX currently has the higher Sharpe Ratio (2.08 vs 0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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