IBGIX vs. MXMGX
IBGIX (VY Baron Growth Portfolio) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, IBGIX returned 14.33%/yr vs 8.68%/yr for MXMGX. Their correlation of 0.87 means they have usually moved in the same direction. IBGIX charges 0.99%/yr vs 1.02%/yr for MXMGX.
Performance
IBGIX vs. MXMGX - Performance Comparison
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Returns By Period
In the year-to-date period, IBGIX achieves a -14.46% return, which is significantly lower than MXMGX's 2.39% return. Over the past 10 years, IBGIX has outperformed MXMGX with an annualized return of 14.33%, while MXMGX has yielded a comparatively lower 8.68% annualized return.
IBGIX
- 1D
- -0.73%
- 1M
- -5.19%
- 6M
- -10.65%
- YTD
- -14.46%
- 1Y
- -19.23%
- 3Y*
- -7.10%
- 5Y*
- -4.62%
- 10Y*
- 14.33%
- ALL TIME*
- 8.56%
MXMGX
- 1D
- 0.49%
- 1M
- -1.74%
- 6M
- 2.12%
- YTD
- 2.39%
- 1Y
- 3.95%
- 3Y*
- 5.58%
- 5Y*
- 1.73%
- 10Y*
- 8.68%
- ALL TIME*
- 5.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IBGIX vs. MXMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -14.46% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | 166.57% | -1.63% | 28.50% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 2.39% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between IBGIX and MXMGX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2002 | 0.87 |
Over the past year, the correlation between IBGIX and MXMGX has dropped to 0.59 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
IBGIX vs. MXMGX — Risk / Return Rank
IBGIX
MXMGX
IBGIX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) 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.
| IBGIX | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.05 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.32 | -1.27 |
| Martin ratioReturn relative to average drawdown | -1.60 | 1.07 | -2.67 |
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Drawdowns
IBGIX vs. MXMGX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for IBGIX and MXMGX.
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Drawdown Indicators
| IBGIX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -60.97% | +3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -10.29% | -12.84% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -23.17% | -6.85% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -32.33% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | -35.88% | -4.94% |
Current DrawdownCurrent decline from peak | -30.18% | -2.15% | -28.03% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -11.74% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.37% | 3.09% | +11.28% |
Volatility
IBGIX vs. MXMGX - Volatility Comparison
VY Baron Growth Portfolio (IBGIX) has a higher volatility of 6.58% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that IBGIX'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
| IBGIX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 2.53% | +4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 10.53% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 13.59% | +5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 19.05% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.99% | 18.89% | +17.10% |
IBGIX vs. MXMGX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is lower than MXMGX's 1.02% expense ratio.
Dividends
IBGIX vs. MXMGX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 301.33%, more than MXMGX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | 301.33% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 107.13% | 11.51% | 12.13% | 11.71% | 8.93% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.64% | 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
IBGIX and MXMGX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBGIX has higher volatility (6.58%) compared to MXMGX (2.53%). In terms of maximum drawdown, IBGIX dropped -57.44% vs MXMGX's -60.97%.
MXMGX currently has the higher Sharpe Ratio (0.25 vs -1.15), 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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