- ISIN
- US39137C7680
- Issuer
- Great-West
- Inception Date
- Nov 1, 1994
- Category
- Large Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
MXEQX Performance Chart
Great-West Large Cap Value Fund (MXEQX) is up 11.7% since the beginning of the year. MXEQX is currently trading at $40 per share. Investors who bought $1,000 worth of MXEQX shares 5 years ago would now be looking at an investment worth $1,696.
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Returns By Period
Great-West Large Cap Value Fund (MXEQX) has returned 11.66% so far this year and 24.65% over the past 12 months. Over the last ten years, MXEQX has returned 11.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.91% annually.
Great-West Large Cap Value Fund
- 1D
- 0.13%
- 1M
- 1.18%
- YTD
- 11.66%
- 6M
- 10.64%
- 1Y
- 24.65%
- 3Y*
- 18.34%
- 5Y*
- 11.14%
- 10Y*
- 11.80%
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
MXEQX Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 1994, MXEQX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MXEQX closed higher 47% of trading days. The best single day was Oct 28, 2008 with a return of +10.2%, 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 | 3.56% | 2.24% | -4.80% | 6.95% | 2.20% | 1.36% | 11.66% | ||||||
| 2025 | 5.97% | -2.26% | -0.47% | -3.84% | 4.06% | 3.14% | 0.15% | 3.62% | 1.02% | 0.29% | 2.62% | 1.86% | 16.92% |
| 2024 | 1.58% | 3.19% | 5.77% | -2.79% | 3.71% | -0.58% | 3.72% | 2.25% | 0.65% | -0.33% | 4.33% | -6.47% | 15.35% |
| 2023 | 5.22% | -2.89% | -1.63% | 1.81% | -4.13% | 6.82% | 3.74% | -3.24% | -2.82% | -2.52% | 7.07% | 5.24% | 12.28% |
| 2022 | -0.44% | -0.30% | 3.58% | -6.45% | 2.81% | -8.55% | 5.65% | -1.78% | -8.62% | 10.59% | 6.47% | -6.40% | -5.50% |
| 2021 | 0.55% | 6.04% | 6.04% | 3.84% | 2.96% | -1.40% | 0.08% | 2.38% | -2.96% | 5.07% | -3.57% | 5.75% | 26.96% |
Benchmark Metrics
Great-West Large Cap Value Fund has an annualized alpha of -2.04%, beta of 0.86, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since November 02, 1994.
- This fund participated in 91.80% of S&P 500 Index downside but only 76.55% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.04% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.86 and R2 of 0.78, 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
- -2.04%
- Beta
- 0.86
- R²
- 0.78
- Upside Capture
- 76.55%
- Downside Capture
- 91.80%
Expense Ratio
MXEQX has a high expense ratio of 0.96%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXEQX ranks 83 for risk / return — in the top 83% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and compare them to S&P 500 Index.
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.
| MXEQX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.29 | +1.24 |
| Martin ratioReturn relative to average drawdown | 13.39 | 10.09 | +3.30 |
Dividends
Dividend History
Great-West Large Cap Value Fund provided a 1.61% dividend yield over the last twelve months, with an annual payout of $0.64 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.64 | $0.64 | $1.23 | $0.60 | $0.23 | $0.78 | $0.38 | $1.03 | $1.17 | $0.88 |
Dividend yield | 1.61% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 4.75% | 6.51% | 4.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Large Cap Value 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 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.53 | $0.64 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $1.21 | $1.23 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.56 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.23 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.66 | $0.78 |
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 Large Cap Value 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 Large Cap Value Fund was 66.85%, occurring on Mar 9, 2009. Recovery took 2219 trading sessions.
The current Great-West Large Cap Value Fund drawdown is 1.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -66.85%Mar 2009 | 1y 9mo | 8y 9mo | 10y 6moJun 2007 - Dec 2017 |
Dot-com crash2000–2002 | -40.20%Oct 2002 | 3y 4mo | 4y 5d | 7y 5moMay 1999 - Oct 2006 |
COVID crash2020 | -37.73%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -19.76%Dec 2018 | 10mo 29d | 7mo 2d | 1y 5moJan 2018 - Jul 2019 |
Bear market2022 | -16.81%Sep 2022 | 6mo 4d | 1y 2mo | 1y 8moMar 2022 - Dec 2023 |
Drawdown Indicators
| MXEQX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -56.78% | -10.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.03% | -9.10% | +2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.90% | -18.90% | +4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -25.43% | +8.62% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -33.92% | -3.81% |
Current DrawdownCurrent decline from peak | -1.15% | -3.32% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -13.26% | -10.71% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.06% | -0.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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