MXEQX vs. MXMDX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXEQX vs. MXMDX - Performance Comparison
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MXEQX vs. MXMDX - 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, MXEQX has outperformed MXMDX with an annualized return of 18.85%, while MXMDX has yielded a comparatively lower 9.32% 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%
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
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MXEQX vs. MXMDX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Return for Risk
MXEQX vs. MXMDX — Risk / Return Rank
MXEQX
MXMDX
MXEQX vs. MXMDX - 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 S&P Mid Cap 400 Index Fund (MXMDX). 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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.78 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.24 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.13 | +0.11 |
Martin ratioReturn relative to average drawdown | 5.45 | 4.93 | +0.51 |
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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.78 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.32 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.42 | -0.13 |
Correlation
The correlation between MXEQX and MXMDX is 0.90, 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. MXMDX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than MXMDX's 6.50% 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Drawdowns
MXEQX vs. MXMDX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXMDX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXMDX.
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Drawdown Indicators
| MXEQX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -41.80% | -25.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -14.12% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -24.15% | +7.34% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -41.80% | +4.07% |
Current DrawdownCurrent decline from peak | -5.23% | -6.26% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -6.00% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.47% | -0.59% |
Volatility
MXEQX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 6.50%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.50% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 11.83% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 22.79% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 20.00% | -5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 21.20% | +16.53% |