MXEQX vs. MXLGX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West Large Cap Growth Fund (MXLGX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXEQX vs. MXLGX - Performance Comparison
Loading graphics...
MXEQX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXEQX has outperformed MXLGX with an annualized return of 18.85%, while MXLGX has yielded a comparatively lower 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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. MXLGX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXEQX vs. MXLGX — Risk / Return Rank
MXEQX
MXLGX
MXEQX vs. MXLGX - 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 Large Cap Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.56 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.99 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.75 | +0.50 |
Martin ratioReturn relative to average drawdown | 5.45 | 2.29 | +3.15 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.56 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.45 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.63 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.05 |
Correlation
The correlation between MXEQX and MXLGX is 0.77, 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. MXLGX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXEQX vs. MXLGX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXLGX's maximum drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXLGX.
Loading graphics...
Drawdown Indicators
| MXEQX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -62.98% | -3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -14.95% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -38.07% | +21.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -38.07% | +0.34% |
Current DrawdownCurrent decline from peak | -5.23% | -12.28% | +7.05% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -25.98% | +12.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.89% | -2.01% |
Volatility
MXEQX vs. MXLGX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXEQX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.00% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 11.40% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 21.59% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 21.88% | -6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 23.42% | +14.31% |