MXEQX vs. MXBIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West Bond Index Fund (MXBIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXEQX vs. MXBIX - Performance Comparison
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MXEQX vs. MXBIX - 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% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly higher than MXBIX's -0.08% return. Over the past 10 years, MXEQX has outperformed MXBIX with an annualized return of 18.85%, while MXBIX has yielded a comparatively lower 1.02% 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%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
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MXEQX vs. MXBIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXEQX vs. MXBIX — Risk / Return Rank
MXEQX
MXBIX
MXEQX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Great-West Bond Index Fund (MXBIX). 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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.93 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.34 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.55 | -0.31 |
Martin ratioReturn relative to average drawdown | 5.45 | 4.48 | +0.96 |
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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.93 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | -0.05 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.21 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.09 | +0.20 |
Correlation
The correlation between MXEQX and MXBIX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXEQX vs. MXBIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
Drawdowns
MXEQX vs. MXBIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXBIX.
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Drawdown Indicators
| MXEQX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -19.74% | -47.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -2.77% | -9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -18.70% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -19.74% | -17.99% |
Current DrawdownCurrent decline from peak | -5.23% | -5.63% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -5.88% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 0.96% | +1.92% |
Volatility
MXEQX vs. MXBIX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.54% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 2.50% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 4.43% | +12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 6.02% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 4.92% | +32.81% |