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ACMVX vs. MXMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACMVX vs. MXMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Mid Cap Value Fund (ACMVX) and Great-West Mid Cap Value Fund (MXMVX). The values are adjusted to include any dividend payments, if applicable.

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ACMVX vs. MXMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACMVX
American Century Mid Cap Value Fund
2.59%8.77%8.50%6.18%-1.34%23.41%1.63%28.89%-12.63%11.57%
MXMVX
Great-West Mid Cap Value Fund
2.99%8.32%15.59%15.15%-27.98%34.87%-0.99%20.49%-13.76%16.62%

Returns By Period

In the year-to-date period, ACMVX achieves a 2.59% return, which is significantly lower than MXMVX's 2.99% return. Over the past 10 years, ACMVX has outperformed MXMVX with an annualized return of 8.81%, while MXMVX has yielded a comparatively lower 7.02% annualized return.


ACMVX

1D
1.61%
1M
-6.28%
YTD
2.59%
6M
2.79%
1Y
9.57%
3Y*
8.29%
5Y*
6.75%
10Y*
8.81%

MXMVX

1D
2.33%
1M
-5.11%
YTD
2.99%
6M
5.26%
1Y
14.72%
3Y*
12.93%
5Y*
4.74%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACMVX vs. MXMVX - Expense Ratio Comparison

ACMVX has a 0.97% expense ratio, which is lower than MXMVX's 1.15% expense ratio.


Return for Risk

ACMVX vs. MXMVX — Risk / Return Rank

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

ACMVX
ACMVX Risk / Return Rank: 2424
Overall Rank
ACMVX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACMVX Sortino Ratio Rank: 2222
Sortino Ratio Rank
ACMVX Omega Ratio Rank: 1919
Omega Ratio Rank
ACMVX Calmar Ratio Rank: 3131
Calmar Ratio Rank
ACMVX Martin Ratio Rank: 3030
Martin Ratio Rank

MXMVX
MXMVX Risk / Return Rank: 3131
Overall Rank
MXMVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MXMVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MXMVX Omega Ratio Rank: 3131
Omega Ratio Rank
MXMVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MXMVX Martin Ratio Rank: 3737
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.

ACMVX vs. MXMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and Great-West Mid Cap Value Fund (MXMVX). 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.


ACMVXMXMVXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.77

-0.17

Sortino ratio

Return per unit of downside risk

0.97

1.21

-0.25

Omega ratio

Gain probability vs. loss probability

1.12

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

0.93

1.01

-0.08

Martin ratio

Return relative to average drawdown

3.44

4.62

-1.18

ACMVX vs. MXMVX - Sharpe Ratio Comparison

The current ACMVX Sharpe Ratio is 0.60, which is comparable to the MXMVX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ACMVX and MXMVX, 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


ACMVXMXMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.77

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.25

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.34

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.19

+0.35

Correlation

The correlation between ACMVX and MXMVX is 0.91, 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

ACMVX vs. MXMVX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 14.03%, more than MXMVX's 5.81% yield.


TTM20252024202320222021202020192018201720162015
ACMVX
American Century Mid Cap Value Fund
14.03%14.46%8.76%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%
MXMVX
Great-West Mid Cap Value Fund
5.81%5.98%9.03%0.49%2.55%3.29%0.71%0.17%7.06%12.00%0.00%0.00%

Drawdowns

ACMVX vs. MXMVX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -51.19%, smaller than the maximum MXMVX drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for ACMVX and MXMVX.


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Drawdown Indicators


ACMVXMXMVXDifference

Max Drawdown

Largest peak-to-trough decline

-51.19%

-57.13%

+5.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-14.03%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.46%

-34.69%

+17.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.24%

-45.46%

+6.22%

Current Drawdown

Current decline from peak

-6.51%

-5.29%

-1.22%

Average Drawdown

Average peak-to-trough decline

-5.95%

-12.62%

+6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.24%

-0.28%

Volatility

ACMVX vs. MXMVX - Volatility Comparison

The current volatility for American Century Mid Cap Value Fund (ACMVX) is 4.19%, while Great-West Mid Cap Value Fund (MXMVX) has a volatility of 5.17%. This indicates that ACMVX experiences smaller price fluctuations and is considered to be less risky than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACMVXMXMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

5.17%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

9.93%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

20.77%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

19.69%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.45%

20.56%

-3.11%