MXEQX vs. MXREX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West Real Estate Index Fund (MXREX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXEQX vs. MXREX - Performance Comparison
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MXEQX vs. MXREX - 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% |
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%
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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
MXEQX
MXREX
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.
| MXEQX | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.39 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.67 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.45 | +0.80 |
Martin ratioReturn relative to average drawdown | 5.45 | 1.96 | +3.49 |
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 | MXREX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| MXEQX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.23% | -6.11% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -11.77% | -1.59% |
Ulcer IndexDepth 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
| MXEQX | MXREX | Difference | |
|---|---|---|---|
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% |