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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Great-West Core Strategies: U.S. Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Great-West Core Strategies: U.S. Equity Fund (MXEBX) has returned -4.82% so far this year and 14.17% over the past 12 months.
Great-West Core Strategies: U.S. Equity Fund
- 1D
- -0.43%
- 1M
- -7.58%
- YTD
- -4.82%
- 6M
- -2.48%
- 1Y
- 14.17%
- 3Y*
- 15.96%
- 5Y*
- 10.13%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 10, 2018, MXEBX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.7%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MXEBX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.58% | 0.40% | -7.58% | -4.82% | |||||||||
| 2025 | 4.64% | -5.85% | -2.35% | -1.67% | 5.92% | 4.56% | 2.18% | 2.53% | 2.61% | 1.27% | 0.80% | 0.37% | 15.39% |
| 2024 | 2.60% | 3.80% | 4.40% | -4.15% | 4.81% | 2.05% | 2.54% | 1.49% | 1.25% | 0.48% | 5.05% | -4.11% | 21.55% |
| 2023 | 6.31% | -1.68% | 0.98% | 0.89% | -0.16% | 7.13% | 3.60% | -1.74% | -4.43% | -2.86% | 8.59% | 5.48% | 23.27% |
| 2022 | -5.45% | -1.88% | 3.88% | -9.19% | 1.07% | -8.30% | 8.78% | -3.26% | -8.94% | 9.07% | 5.43% | -5.56% | -15.57% |
| 2021 | 0.62% | 4.48% | 3.24% | 4.71% | 1.09% | 1.21% | 1.20% | 2.70% | -3.72% | 6.05% | -1.44% | 4.04% | 26.53% |
Benchmark Metrics
Great-West Core Strategies: U.S. Equity Fund has an annualized alpha of 1.26%, beta of 0.92, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since July 11, 2018.
- With beta of 0.92 and R² of 0.83, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.26%
- Beta
- 0.92
- R²
- 0.83
- Upside Capture
- 99.25%
- Downside Capture
- 98.33%
Expense Ratio
MXEBX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXEBX ranks 37 for risk / return — below 37% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Core Strategies: U.S. Equity Fund (MXEBX) and compare them to a chosen benchmark (S&P 500 Index).
| MXEBX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 0.90 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.39 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.40 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.86 | 6.61 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MXEBX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Great-West Core Strategies: U.S. Equity Fund provided a 5.51% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.89 | $1.34 | $0.60 | $0.91 | $1.52 | $0.06 | $0.22 | $0.05 |
Dividend yield | 5.51% | 5.24% | 8.63% | 4.31% | 7.75% | 10.25% | 0.50% | 1.95% | 0.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Core Strategies: U.S. Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.09 | $0.00 | $0.00 | $0.76 | $0.89 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $1.26 | $1.34 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.55 | $0.60 |
| 2022 | $0.00 | $0.91 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 |
| 2021 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.49 | $1.52 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Great-West Core Strategies: U.S. Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Great-West Core Strategies: U.S. Equity Fund was 35.75%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Great-West Core Strategies: U.S. Equity Fund drawdown is 8.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -22.94% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -22.67% | Sep 21, 2018 | 65 | Dec 24, 2018 | 131 | Jul 3, 2019 | 196 |
| -18.77% | Feb 18, 2025 | 34 | Apr 8, 2025 | 51 | Jul 1, 2025 | 85 |
| -9.61% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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