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XLG vs. MAGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLG vs. MAGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Top 50 ETF (XLG) and Madison Aggressive Allocation Fund (MAGSX). The values are adjusted to include any dividend payments, if applicable.

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XLG vs. MAGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLG
Invesco S&P 500 Top 50 ETF
-7.18%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%
MAGSX
Madison Aggressive Allocation Fund
-0.91%12.48%6.46%12.32%-15.38%9.50%9.65%19.21%-6.59%18.04%

Returns By Period

In the year-to-date period, XLG achieves a -7.18% return, which is significantly lower than MAGSX's -0.91% return. Over the past 10 years, XLG has outperformed MAGSX with an annualized return of 15.72%, while MAGSX has yielded a comparatively lower 6.56% annualized return.


XLG

1D
0.70%
1M
-3.74%
YTD
-7.18%
6M
-4.55%
1Y
19.62%
3Y*
21.92%
5Y*
13.96%
10Y*
15.72%

MAGSX

1D
2.41%
1M
-5.47%
YTD
-0.91%
6M
1.11%
1Y
11.84%
3Y*
8.56%
5Y*
3.65%
10Y*
6.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLG vs. MAGSX - Expense Ratio Comparison

XLG has a 0.20% expense ratio, which is lower than MAGSX's 0.71% expense ratio.


Return for Risk

XLG vs. MAGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XLG
XLG Risk / Return Rank: 5757
Overall Rank
XLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLG Omega Ratio Rank: 5858
Omega Ratio Rank
XLG Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLG Martin Ratio Rank: 5656
Martin Ratio Rank

MAGSX
MAGSX Risk / Return Rank: 4343
Overall Rank
MAGSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MAGSX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MAGSX Omega Ratio Rank: 3838
Omega Ratio Rank
MAGSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MAGSX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XLG vs. MAGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Top 50 ETF (XLG) and Madison Aggressive Allocation Fund (MAGSX). 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.


XLGMAGSXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.85

+0.14

Sortino ratio

Return per unit of downside risk

1.54

1.29

+0.25

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.63

1.22

+0.41

Martin ratio

Return relative to average drawdown

5.71

5.18

+0.52

XLG vs. MAGSX - Sharpe Ratio Comparison

The current XLG Sharpe Ratio is 0.99, which is comparable to the MAGSX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XLG and MAGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLGMAGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.85

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.30

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.51

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.32

+0.26

Correlation

The correlation between XLG and MAGSX is 0.88, 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

XLG vs. MAGSX - Dividend Comparison

XLG's dividend yield for the trailing twelve months is around 0.70%, less than MAGSX's 6.23% yield.


TTM20252024202320222021202020192018201720162015
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%
MAGSX
Madison Aggressive Allocation Fund
6.23%6.17%2.02%1.89%1.26%9.97%8.66%5.42%10.79%5.89%3.82%9.57%

Drawdowns

XLG vs. MAGSX - Drawdown Comparison

The maximum XLG drawdown since its inception was -52.39%, smaller than the maximum MAGSX drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for XLG and MAGSX.


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Drawdown Indicators


XLGMAGSXDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-56.06%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-10.11%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-21.13%

-6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

-23.20%

-7.26%

Current Drawdown

Current decline from peak

-8.93%

-6.44%

-2.49%

Average Drawdown

Average peak-to-trough decline

-7.69%

-9.54%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.38%

+1.16%

Volatility

XLG vs. MAGSX - Volatility Comparison

Invesco S&P 500 Top 50 ETF (XLG) has a higher volatility of 5.82% compared to Madison Aggressive Allocation Fund (MAGSX) at 5.14%. This indicates that XLG's price experiences larger fluctuations and is considered to be riskier than MAGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLGMAGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.14%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

8.16%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

14.16%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

12.07%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

13.01%

+5.80%