MXEBX vs. MXMDX
MXEBX (Great-West Core Strategies: U.S. Equity Fund) and MXMDX (Great-West S&P Mid Cap 400 Index Fund) are both mutual funds - MXEBX is a Large Cap Blend Equities fund managed by Great-West, while MXMDX is a Mid Cap Blend Equities fund managed by Great-West. Over the past 5 years, MXEBX returned 12.44%/yr vs 8.44%/yr for MXMDX. Their correlation of 0.92 means they have usually moved in the same direction. Both charge a 0.55% expense ratio.
Performance
MXEBX vs. MXMDX - Performance Comparison
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Returns By Period
In the year-to-date period, MXEBX achieves a 15.17% return, which is significantly lower than MXMDX's 17.56% return.
MXEBX
- 1D
- 1.56%
- 1M
- 2.57%
- 6M
- 12.01%
- YTD
- 15.17%
- 1Y
- 24.89%
- 3Y*
- 19.85%
- 5Y*
- 12.44%
- 10Y*
- —
- ALL TIME*
- 13.52%
MXMDX
- 1D
- 1.81%
- 1M
- 1.35%
- 6M
- 11.08%
- YTD
- 17.56%
- 1Y
- 24.14%
- 3Y*
- 14.05%
- 5Y*
- 8.44%
- 10Y*
- 10.03%
- ALL TIME*
- 9.14%
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 |
MXEBX vs. MXMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXEBX Great-West Core Strategies: U.S. Equity Fund | 15.17% | 15.39% | 21.55% | 23.27% | -15.57% | 26.53% | 16.92% | 30.28% | -14.15% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 17.56% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -16.74% |
Correlation
The correlation between MXEBX and MXMDX 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. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2018 | 0.92 |
The correlation between MXEBX and MXMDX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
MXEBX vs. MXMDX — Risk / Return Rank
MXEBX
MXMDX
MXEBX vs. MXMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Core Strategies: U.S. Equity Fund (MXEBX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). 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.
| MXEBX | MXMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.76 | +0.07 |
| Martin ratioReturn relative to average drawdown | 12.16 | 9.99 | +2.17 |
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Drawdowns
MXEBX vs. MXMDX - Drawdown Comparison
The maximum MXEBX drawdown since its inception was -35.75%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXEBX and MXMDX.
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Drawdown Indicators
| MXEBX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.75% | -41.80% | +6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -8.87% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -24.15% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.94% | -24.15% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -5.90% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.45% | -0.42% |
Volatility
MXEBX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Core Strategies: U.S. Equity Fund (MXEBX) is 3.76%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 3.98%. This indicates that MXEBX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEBX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.98% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 11.64% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 15.45% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 19.94% | -2.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 21.18% | -1.49% |
MXEBX vs. MXMDX - Expense Ratio Comparison
Both MXEBX and MXMDX have an expense ratio of 0.55%.
Dividends
MXEBX vs. MXMDX - Dividend Comparison
MXEBX's dividend yield for the trailing twelve months is around 4.65%, less than MXMDX's 5.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXEBX Great-West Core Strategies: U.S. Equity Fund | 4.65% | 5.24% | 8.63% | 4.31% | 7.75% | 10.25% | 0.50% | 1.95% | 0.62% | 0.00% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 5.66% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Frequently Asked Questions
MXEBX and MXMDX 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.
MXMDX has higher volatility (3.98%) compared to MXEBX (3.76%). In terms of maximum drawdown, MXEBX dropped -35.75% vs MXMDX's -41.80%.
MXEBX currently has the higher Sharpe Ratio (1.97 vs 1.58), 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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