MXEQX vs. HFCVX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Hennessy Cornerstone Value Fund (HFCVX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. HFCVX is managed by Hennessy. It was launched on Nov 1, 1996.
Performance
MXEQX vs. HFCVX - Performance Comparison
Loading graphics...
MXEQX vs. HFCVX - 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% |
HFCVX Hennessy Cornerstone Value Fund | 9.21% | 18.27% | 9.59% | 5.81% | 6.12% | 29.94% | -6.39% | 20.84% | -9.50% | 19.21% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than HFCVX's 9.21% return. Over the past 10 years, MXEQX has outperformed HFCVX with an annualized return of 18.85%, while HFCVX has yielded a comparatively lower 10.85% 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%
HFCVX
- 1D
- 0.83%
- 1M
- -1.38%
- YTD
- 9.21%
- 6M
- 12.87%
- 1Y
- 18.71%
- 3Y*
- 14.74%
- 5Y*
- 12.33%
- 10Y*
- 10.85%
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. HFCVX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is lower than HFCVX's 1.23% expense ratio.
Return for Risk
MXEQX vs. HFCVX — Risk / Return Rank
MXEQX
HFCVX
MXEQX vs. HFCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Hennessy Cornerstone Value Fund (HFCVX). 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 | HFCVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.44 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.95 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.72 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.45 | 7.47 | -2.03 |
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 | HFCVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.44 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between MXEQX and HFCVX is 0.89, 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. HFCVX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than HFCVX's 6.77% 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% |
HFCVX Hennessy Cornerstone Value Fund | 6.77% | 7.39% | 4.56% | 3.57% | 10.33% | 4.81% | 2.58% | 6.58% | 17.16% | 14.97% | 2.26% | 2.57% |
Drawdowns
MXEQX vs. HFCVX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, roughly equal to the maximum HFCVX drawdown of -65.75%. Use the drawdown chart below to compare losses from any high point for MXEQX and HFCVX.
Loading graphics...
Drawdown Indicators
| MXEQX | HFCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -65.75% | -1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.00% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -16.81% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -39.39% | +1.66% |
Current DrawdownCurrent decline from peak | -5.23% | -1.46% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -8.28% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.61% | +0.27% |
Volatility
MXEQX vs. HFCVX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to Hennessy Cornerstone Value Fund (HFCVX) at 3.06%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than HFCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXEQX | HFCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.06% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 6.83% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 12.75% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 13.28% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 16.48% | +21.25% |