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MXEQX vs. MXREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXEQX vs. MXREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Large Cap Value Fund (MXEQX) and Great-West Real Estate Index Fund (MXREX). The values are adjusted to include any dividend payments, if applicable.

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MXEQX vs. MXREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXREX
Great-West Real Estate Index Fund
4.34%3.16%7.47%13.31%-26.44%45.80%-12.52%22.41%-4.92%2.25%

Returns By Period

In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than MXREX's 4.34% return. Over the past 10 years, MXEQX has outperformed MXREX with an annualized return of 18.85%, while MXREX has yielded a comparatively lower 3.08% 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%

MXREX

1D
1.43%
1M
-6.11%
YTD
4.34%
6M
3.29%
1Y
6.67%
3Y*
8.48%
5Y*
4.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXEQX vs. MXREX - Expense Ratio Comparison

MXEQX has a 0.96% expense ratio, which is higher than MXREX's 0.70% expense ratio.


Return for Risk

MXEQX vs. MXREX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXEQX
MXEQX Risk / Return Rank: 4141
Overall Rank
MXEQX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MXEQX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXEQX Omega Ratio Rank: 4141
Omega Ratio Rank
MXEQX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MXEQX Martin Ratio Rank: 4747
Martin Ratio Rank

MXREX
MXREX Risk / Return Rank: 1212
Overall Rank
MXREX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MXREX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MXREX Omega Ratio Rank: 1111
Omega Ratio Rank
MXREX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MXREX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXEQX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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.


MXEQXMXREXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.39

+0.51

Sortino ratio

Return per unit of downside risk

1.41

0.67

+0.74

Omega ratio

Gain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.25

0.45

+0.80

Martin ratio

Return relative to average drawdown

5.45

1.96

+3.49

MXEQX vs. MXREX - Sharpe Ratio Comparison

The current MXEQX Sharpe Ratio is 0.91, which is higher than the MXREX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MXEQX and MXREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXEQXMXREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.39

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.26

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.14

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.19

+0.10

Correlation

The correlation between MXEQX and MXREX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MXEQX vs. MXREX - Dividend Comparison

MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than MXREX's 1.98% yield.


TTM202520242023202220212020201920182017
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%
MXREX
Great-West Real Estate Index Fund
1.98%2.07%6.74%1.85%4.69%1.93%1.60%4.51%4.10%3.36%

Drawdowns

MXEQX vs. MXREX - Drawdown Comparison

The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXREX's maximum drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXREX.


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Drawdown Indicators


MXEQXMXREXDifference

Max Drawdown

Largest peak-to-trough decline

-66.85%

-43.89%

-22.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-13.36%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.81%

-33.06%

+16.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.73%

-43.89%

+6.16%

Current Drawdown

Current decline from peak

-5.23%

-6.11%

+0.88%

Average Drawdown

Average peak-to-trough decline

-13.36%

-11.77%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.05%

-0.17%

Volatility

MXEQX vs. MXREX - Volatility Comparison

The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.48%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXEQXMXREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.48%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

9.21%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

17.89%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.00%

19.36%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.73%

21.94%

+15.79%