BUFMX vs. MXMGX
BUFMX (Buffalo Mid Cap Fund) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, BUFMX returned 7.58%/yr vs 8.77%/yr for MXMGX. Their correlation of 0.90 means they have usually moved in the same direction. Both charge a 1.02% expense ratio.
Performance
BUFMX vs. MXMGX - Performance Comparison
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Returns By Period
In the year-to-date period, BUFMX achieves a -3.71% return, which is significantly lower than MXMGX's 3.41% return. Over the past 10 years, BUFMX has underperformed MXMGX with an annualized return of 7.58%, while MXMGX has yielded a comparatively higher 8.77% annualized return.
BUFMX
- 1D
- 2.41%
- 1M
- -1.75%
- 6M
- 1.74%
- YTD
- -3.71%
- 1Y
- -10.07%
- 3Y*
- 2.91%
- 5Y*
- -1.13%
- 10Y*
- 7.58%
- ALL TIME*
- 7.65%
MXMGX
- 1D
- 1.31%
- 1M
- -0.75%
- 6M
- 3.60%
- YTD
- 3.41%
- 1Y
- 4.53%
- 3Y*
- 6.84%
- 5Y*
- 1.88%
- 10Y*
- 8.77%
- ALL TIME*
- 5.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BUFMX Buffalo Mid Cap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
BUFMX vs. MXMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BUFMX Buffalo Mid Cap Fund | -3.71% | -1.68% | 6.73% | 26.92% | -27.89% | 14.39% | 34.24% | 37.96% | -7.29% | 13.59% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 3.41% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between BUFMX and MXMGX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2001 | 0.90 |
The correlation between BUFMX and MXMGX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
BUFMX vs. MXMGX — Risk / Return Rank
BUFMX
MXMGX
BUFMX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Buffalo Mid Cap Fund (BUFMX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.
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.
| BUFMX | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.07 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.49 | -1.01 |
| Martin ratioReturn relative to average drawdown | -1.03 | 1.63 | -2.66 |
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Drawdowns
BUFMX vs. MXMGX - Drawdown Comparison
The maximum BUFMX drawdown since its inception was -58.44%, roughly equal to the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for BUFMX and MXMGX.
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Drawdown Indicators
| BUFMX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.44% | -60.97% | +2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -10.29% | -7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -23.17% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -35.58% | -32.33% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.58% | -35.88% | +0.30% |
Current DrawdownCurrent decline from peak | -11.71% | -1.18% | -10.53% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -11.74% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 3.09% | +5.82% |
Volatility
BUFMX vs. MXMGX - Volatility Comparison
Buffalo Mid Cap Fund (BUFMX) has a higher volatility of 6.15% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.89%. This indicates that BUFMX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BUFMX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 2.89% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 10.56% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 13.63% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 19.06% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 18.90% | +0.90% |
BUFMX vs. MXMGX - Expense Ratio Comparison
Both BUFMX and MXMGX have an expense ratio of 1.02%.
Dividends
BUFMX vs. MXMGX - Dividend Comparison
BUFMX's dividend yield for the trailing twelve months is around 10.71%, more than MXMGX's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUFMX Buffalo Mid Cap Fund | 10.71% | 10.31% | 6.93% | 5.21% | 5.46% | 11.45% | 6.91% | 8.20% | 4.47% | 25.22% | 8.49% | 13.06% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.63% | 1.68% | 3.66% | 2.39% | 2.66% | 4.92% | 2.74% | 2.19% | 6.13% | 4.53% | 0.00% | 0.00% |
Frequently Asked Questions
BUFMX and MXMGX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUFMX has higher volatility (6.15%) compared to MXMGX (2.89%). In terms of maximum drawdown, BUFMX dropped -58.44% vs MXMGX's -60.97%.
MXMGX currently has the higher Sharpe Ratio (0.37 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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