MXEQX vs. AUXFX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Auxier Focus Fund (AUXFX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. AUXFX is managed by Auxier Funds. It was launched on Jul 9, 1999.
Performance
MXEQX vs. AUXFX - Performance Comparison
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MXEQX vs. AUXFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
AUXFX Auxier Focus Fund | 1.73% | 15.23% | 11.31% | 9.76% | -4.52% | 20.03% | 6.04% | 20.20% | -4.13% | 17.75% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than AUXFX's 1.73% return. Over the past 10 years, MXEQX has outperformed AUXFX with an annualized return of 18.85%, while AUXFX has yielded a comparatively lower 9.60% annualized return.
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
AUXFX
- 1D
- 1.45%
- 1M
- -3.79%
- YTD
- 1.73%
- 6M
- 3.90%
- 1Y
- 12.14%
- 3Y*
- 12.45%
- 5Y*
- 8.60%
- 10Y*
- 9.60%
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MXEQX vs. AUXFX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than AUXFX's 0.92% expense ratio.
Return for Risk
MXEQX vs. AUXFX — Risk / Return Rank
MXEQX
AUXFX
MXEQX vs. AUXFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Auxier Focus Fund (AUXFX). 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 | AUXFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.00 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.45 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.62 | -0.37 |
Martin ratioReturn relative to average drawdown | 5.45 | 6.96 | -1.51 |
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 | AUXFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.00 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.63 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.57 | -0.29 |
Correlation
The correlation between MXEQX and AUXFX is 0.87, 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
MXEQX vs. AUXFX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than AUXFX's 2.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% | 0.00% | 0.00% |
AUXFX Auxier Focus Fund | 2.79% | 2.84% | 3.41% | 4.38% | 3.02% | 2.49% | 2.36% | 6.03% | 6.82% | 5.52% | 2.77% | 5.76% |
Drawdowns
MXEQX vs. AUXFX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for MXEQX and AUXFX.
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Drawdown Indicators
| MXEQX | AUXFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -39.82% | -27.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -8.19% | -3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -15.73% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -33.69% | -4.04% |
Current DrawdownCurrent decline from peak | -5.23% | -3.90% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -4.44% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.90% | +0.98% |
Volatility
MXEQX vs. AUXFX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to Auxier Focus Fund (AUXFX) at 3.37%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | AUXFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.37% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 6.55% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 12.14% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 12.22% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 15.20% | +22.53% |