WAMFX vs. GTSGX
WAMFX (Boston Trust Walden Midcap Fund) and GTSGX (Madison Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, WAMFX returned 10.54%/yr vs 10.93%/yr for GTSGX. Their correlation of 0.92 suggests significant overlap in exposure. WAMFX charges 0.99%/yr vs 0.95%/yr for GTSGX.
Performance
WAMFX vs. GTSGX - Performance Comparison
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Returns By Period
In the year-to-date period, WAMFX achieves a 2.40% return, which is significantly higher than GTSGX's -0.62% return. Both investments have delivered pretty close results over the past 10 years, with WAMFX having a 10.54% annualized return and GTSGX not far ahead at 10.93%.
WAMFX
- 1D
- 0.00%
- 1M
- 0.83%
- YTD
- 2.40%
- 6M
- 1.19%
- 1Y
- 7.06%
- 3Y*
- 9.45%
- 5Y*
- 6.29%
- 10Y*
- 10.54%
GTSGX
- 1D
- -0.25%
- 1M
- 2.37%
- YTD
- -0.62%
- 6M
- -1.78%
- 1Y
- 2.05%
- 3Y*
- 9.10%
- 5Y*
- 6.86%
- 10Y*
- 10.93%
WAMFX vs. GTSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAMFX Boston Trust Walden Midcap Fund | 2.40% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
GTSGX Madison Mid Cap Fund | -0.62% | 1.62% | 10.24% | 26.51% | -13.60% | 26.31% | 9.45% | 33.53% | -1.60% | 15.65% |
Correlation
The correlation between WAMFX and GTSGX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.92 |
The correlation between WAMFX and GTSGX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
WAMFX vs. GTSGX — Risk / Return Rank
WAMFX
GTSGX
WAMFX vs. GTSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Midcap Fund (WAMFX) 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.
| WAMFX | GTSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.05 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.27 | +0.74 |
| Martin ratioReturn relative to average drawdown | 2.92 | 0.65 | +2.27 |
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Drawdowns
WAMFX vs. GTSGX - Drawdown Comparison
The maximum WAMFX drawdown since its inception was -36.81%, smaller than the maximum GTSGX drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for WAMFX and GTSGX.
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Drawdown Indicators
| WAMFX | GTSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.81% | -73.82% | +37.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -11.99% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | -19.63% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.82% | -21.94% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.81% | -38.25% | +1.44% |
Current DrawdownCurrent decline from peak | -2.17% | -6.49% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -29.65% | +25.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 5.06% | -2.15% |
Volatility
WAMFX vs. GTSGX - Volatility Comparison
The current volatility for Boston Trust Walden Midcap Fund (WAMFX) is 3.26%, while Madison Mid Cap Fund (GTSGX) has a volatility of 4.06%. This indicates that WAMFX 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.
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Volatility by Period
| WAMFX | GTSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 4.06% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 10.41% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 14.84% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 17.46% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.10% | -0.61% |
WAMFX vs. GTSGX - Expense Ratio Comparison
WAMFX has a 0.99% expense ratio, which is higher than GTSGX's 0.95% expense ratio.
Dividends
WAMFX vs. GTSGX - Dividend Comparison
WAMFX's dividend yield for the trailing twelve months is around 7.06%, more than GTSGX's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTSGX Madison Mid Cap Fund | 3.39% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
WAMFX Boston Trust Walden Midcap Fund | 7.06% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
Frequently Asked Questions
WAMFX and GTSGX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GTSGX has higher volatility (4.06%) compared to WAMFX (3.26%). In terms of maximum drawdown, WAMFX dropped -36.81% vs GTSGX's -73.82%.
WAMFX currently has the higher Sharpe Ratio (0.71 vs 0.22), 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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