VLIFX vs. GTSGX
Compare and contrast key facts about Value Line Mid Cap Focused Fund (VLIFX) and Madison Mid Cap Fund (GTSGX).
VLIFX is managed by Value Line. It was launched on Mar 1, 1950. 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: VLIFX or GTSGX.
Performance
VLIFX vs. GTSGX - Performance Comparison
Returns By Period
In the year-to-date period, VLIFX achieves a 15.85% return, which is significantly lower than GTSGX's 18.30% return. Over the past 10 years, VLIFX has outperformed GTSGX with an annualized return of 9.92%, while GTSGX has yielded a comparatively lower 6.11% annualized return.
VLIFX
15.85%
2.24%
11.46%
23.14%
7.67%
9.92%
GTSGX
18.30%
6.73%
12.42%
24.16%
9.33%
6.11%
Key characteristics
| VLIFX | GTSGX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.78 |
| Sortino Ratio | 2.41 | 2.52 |
| Omega Ratio | 1.29 | 1.31 |
| Calmar Ratio | 2.30 | 3.10 |
| Martin Ratio | 9.40 | 8.33 |
| Ulcer Index | 2.46% | 2.90% |
| Daily Std Dev | 13.53% | 13.52% |
| Max Drawdown | -81.77% | -38.25% |
| Current Drawdown | -1.16% | -0.22% |
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VLIFX vs. GTSGX - Expense Ratio Comparison
VLIFX has a 1.07% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Correlation
The correlation between VLIFX and GTSGX is 0.89, 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
VLIFX vs. GTSGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line Mid Cap Focused Fund (VLIFX) 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
VLIFX vs. GTSGX - Dividend Comparison
VLIFX's dividend yield for the trailing twelve months is around 0.02%, less than GTSGX's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 0.13% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.42% |
GTSGX Madison Mid Cap Fund | 0.11% | 0.13% | 0.00% | 0.03% | 0.00% | 0.00% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLIFX vs. GTSGX - Drawdown Comparison
The maximum VLIFX drawdown since its inception was -81.77%, which is greater than GTSGX's maximum drawdown of -38.25%. Use the drawdown chart below to compare losses from any high point for VLIFX and GTSGX. For additional features, visit the drawdowns tool.
Volatility
VLIFX vs. GTSGX - Volatility Comparison
The current volatility for Value Line Mid Cap Focused Fund (VLIFX) is 4.99%, while Madison Mid Cap Fund (GTSGX) has a volatility of 5.32%. This indicates that VLIFX experiences smaller price fluctuations and is considered to be less risky than GTSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.