- ISIN
- US39137C7920
- Issuer
- Great-West
- Inception Date
- May 21, 2003
- Category
- Large Cap Growth Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MXLGX Performance Chart
Great-West Large Cap Growth Fund (MXLGX) is up 5.3% since the beginning of the year. MXLGX is currently trading at $11 per share. Investors who bought $1,000 worth of MXLGX shares 5 years ago would now be looking at an investment worth $1,738.
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Returns By Period
Great-West Large Cap Growth Fund (MXLGX) has returned 5.28% so far this year and 17.67% over the past 12 months. Looking at the last ten years, MXLGX has achieved an annualized return of 16.45%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Great-West Large Cap Growth Fund
- 1D
- 1.48%
- 1M
- 1.01%
- YTD
- 5.28%
- 6M
- 4.49%
- 1Y
- 17.67%
- 3Y*
- 18.77%
- 5Y*
- 11.69%
- 10Y*
- 16.45%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MXLGX Monthly Returns History
Based on dividend-adjusted daily data since May 27, 2003, MXLGX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Dec 2021 with a return of +19.7%, while the worst month was Dec 2011 at -25.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 9 months.
On a daily basis, MXLGX closed higher 52% of trading days. The best single day was Dec 27, 2018 with a return of +24.5%, while the worst single day was Dec 29, 2011 at -24.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.58% | -3.09% | -5.18% | 10.50% | 4.75% | -0.45% | 5.28% | ||||||
| 2025 | 3.78% | -7.19% | -3.02% | 0.83% | 6.79% | 5.97% | 2.64% | 0.09% | 4.11% | 3.31% | -2.70% | -0.58% | 13.93% |
| 2024 | 5.65% | 5.14% | 2.30% | -4.39% | 4.49% | 5.57% | -2.13% | 2.65% | 1.69% | 1.09% | 3.34% | -2.04% | 25.30% |
| 2023 | 6.18% | -2.57% | 5.14% | 0.66% | 3.81% | 6.36% | 3.09% | 0.23% | -5.46% | -1.83% | 10.79% | 3.88% | 33.43% |
| 2022 | -20.99% | -4.06% | 4.46% | -11.94% | -0.25% | -8.23% | 11.14% | -4.28% | -8.09% | 7.06% | 5.11% | -6.16% | -34.08% |
| 2021 | -0.49% | 1.67% | 0.58% | 6.65% | -1.36% | 3.66% | 2.83% | 3.09% | -5.43% | 6.48% | -0.36% | 19.71% | 41.30% |
Benchmark Metrics
Great-West Large Cap Growth Fund has an annualized alpha of -1.86%, beta of 0.98, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 27, 2003.
- This fund participated in 109.06% of S&P 500 Index downside but only 93.39% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.98 and R2 of 0.61, 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
- -1.86%
- Beta
- 0.98
- R²
- 0.61
- Upside Capture
- 93.39%
- Downside Capture
- 109.06%
Expense Ratio
MXLGX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXLGX ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) 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.
| MXLGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.78 | -1.56 |
| Martin ratioReturn relative to average drawdown | 3.81 | 12.44 | -8.63 |
Dividends
Dividend History
Great-West Large Cap Growth Fund provided a 12.25% dividend yield over the last twelve months, with an annual payout of $1.34 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.34 | $1.34 | $1.00 | $0.27 | $0.65 | $2.46 | $3.12 | $1.70 | $2.09 | $0.55 |
Dividend yield | 12.25% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Large Cap Growth 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 | $0.27 | $0.00 | $0.00 | $1.08 | $1.34 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.93 | $1.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.26 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.37 | $0.65 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $1.56 | $2.46 |
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 Growth 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 Growth Fund was 62.98%, occurring on Mar 9, 2009. Recovery took 2861 trading sessions.
The current Great-West Large Cap Growth Fund drawdown is 0.72%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -62.98%Mar 2009 | 9mo 24d | 11y 4mo | 12y 2moMay 2008 - Jul 2020 |
Bear market2022 | -38.07%Jun 2022 | 5mo 13d | 1y 9mo | 2y 2moJan 2022 - Mar 2024 |
2007 bear market2007 | -26.94%Mar 2007 | 1y 2mo | 1y 2mo | 2y 4moDec 2005 - May 2008 |
2025 selloff2025 | -20.74%Apr 2025 | 1mo 19d | 2mo 23d | 4mo 12dFeb 2025 - Jun 2025 |
2026 correction2026 | -14.95%Mar 2026 | 5mo 1d | 1mo 15d | 6mo 16dOct 2025 - May 2026 |
Drawdown Indicators
| MXLGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -56.78% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -9.10% | -5.85% |
Max Drawdown (3Y)Largest decline over 3 years | -20.74% | -18.90% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -25.43% | -12.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -33.92% | -4.15% |
Current DrawdownCurrent decline from peak | -0.72% | -1.80% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -25.76% | -10.71% | -15.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 2.03% | +2.71% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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