MXEQX vs. FXAIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Fidelity 500 Index Fund (FXAIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
MXEQX vs. FXAIX - Performance Comparison
Loading graphics...
MXEQX vs. FXAIX - 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% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly higher than FXAIX's -4.34% return. Over the past 10 years, MXEQX has outperformed FXAIX with an annualized return of 18.85%, while FXAIX has yielded a comparatively lower 14.08% 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%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXEQX vs. FXAIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
MXEQX vs. FXAIX — Risk / Return Rank
MXEQX
FXAIX
MXEQX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Fidelity 500 Index Fund (FXAIX). 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 | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.97 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.49 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.52 | -0.27 |
Martin ratioReturn relative to average drawdown | 5.45 | 7.30 | -1.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXEQX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.97 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.70 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.76 | -0.47 |
Correlation
The correlation between MXEQX and FXAIX is 0.85, 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. FXAIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, more than FXAIX's 1.16% 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% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
MXEQX vs. FXAIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MXEQX and FXAIX.
Loading graphics...
Drawdown Indicators
| MXEQX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -33.79% | -33.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.13% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -24.50% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -33.79% | -3.94% |
Current DrawdownCurrent decline from peak | -5.23% | -6.23% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -3.83% | -9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.53% | +0.35% |
Volatility
MXEQX vs. FXAIX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.34%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXEQX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.34% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.53% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 18.32% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 16.92% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 18.05% | +19.68% |