I'm gonna assume this thread is about the US only as Madonna was obviously way bigger WW.
But in the US, comparing albums they released close to each other:
Control
#6 best selling album of 1986
#5 best selling album of 1987
True Blue
#37 best selling album of 1986
#11 best selling album of 1987
Winner: Janet
Janet Jackson's Rhythm Nation 1814
#1 best selling album of 1990
#43 best selling album of 1991
Like A Prayer
#12 best selling album of 1989
#94 best selling album of 1990
Winner: Janet
janet.
#4 best selling album of 1993
#8 best selling album of 1994
Erotica
#61 best selling album of 1993
Winner: Janet
The Velvet Rope
#27 best selling album of 1998
Ray Of Light:
#18 best selling album of 1998
#98 best selling album of 1999
Winner: Madonna
All For You
#25 best selling album of 2001
Music
#64 best selling album of 2000
#49 best selling album of 2001
Winner: Tie
Damita Jo
#73 best selling album of 2004
American Life:
N/A
Winner: Janet
From 86-04, Janet was consistently above Madge in the US
