MXEQX vs. ACTIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Advisors Capital Tactical Fixed Income Fund (ACTIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. ACTIX is managed by American Century. It was launched on Feb 1, 2021.
Performance
MXEQX vs. ACTIX - Performance Comparison
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MXEQX vs. ACTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | -1.13% | 16.92% | 15.35% | 12.28% | -5.50% | 13.39% |
ACTIX Advisors Capital Tactical Fixed Income Fund | -1.36% | 6.08% | 3.07% | 5.97% | -9.94% | 0.75% |
Returns By Period
In the year-to-date period, MXEQX achieves a -1.13% return, which is significantly higher than ACTIX's -1.36% return.
MXEQX
- 1D
- -0.03%
- 1M
- -6.61%
- YTD
- -1.13%
- 6M
- 3.65%
- 1Y
- 12.15%
- 3Y*
- 14.21%
- 5Y*
- 9.70%
- 10Y*
- 18.62%
ACTIX
- 1D
- 0.43%
- 1M
- -2.39%
- YTD
- -1.36%
- 6M
- -0.92%
- 1Y
- 3.08%
- 3Y*
- 3.94%
- 5Y*
- 0.71%
- 10Y*
- —
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MXEQX vs. ACTIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is lower than ACTIX's 2.09% expense ratio.
Return for Risk
MXEQX vs. ACTIX — Risk / Return Rank
MXEQX
ACTIX
MXEQX vs. ACTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.
| MXEQX | ACTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.69 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.22 | 0.97 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.11 | -0.02 |
Martin ratioReturn relative to average drawdown | 4.81 | 4.03 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXEQX | ACTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.69 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.00 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.00 | +0.28 |
Correlation
The correlation between MXEQX and ACTIX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXEQX vs. ACTIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.82%, less than ACTIX's 3.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | 1.82% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% |
ACTIX Advisors Capital Tactical Fixed Income Fund | 3.13% | 3.09% | 3.18% | 2.44% | 1.10% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXEQX vs. ACTIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for MXEQX and ACTIX.
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Drawdown Indicators
| MXEQX | ACTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -96.41% | +29.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -3.07% | -9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -96.41% | +79.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | — | — |
Current DrawdownCurrent decline from peak | -7.03% | -96.20% | +89.17% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -27.55% | +14.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 0.85% | +2.01% |
Volatility
MXEQX vs. ACTIX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 3.54% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | ACTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 1.82% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 2.51% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 4.68% | +11.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 1,202.55% | -1,187.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.72% | 1,201.12% | -1,163.40% |