MXEQX vs. MXVIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West S&P 500 Index Fund (MXVIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXEQX vs. MXVIX - Performance Comparison
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MXEQX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly higher than MXVIX's -4.44% return. Over the past 10 years, MXEQX has outperformed MXVIX with an annualized return of 18.85%, while MXVIX has yielded a comparatively lower 13.12% 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%
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
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MXEQX vs. MXVIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXEQX vs. MXVIX — Risk / Return Rank
MXEQX
MXVIX
MXEQX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.94 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.51 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.25 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.45 | 5.89 | -0.44 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.94 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.73 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.45 | -0.16 |
Correlation
The correlation between MXEQX and MXVIX is 0.92, 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. MXVIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, more than MXVIX's 0.40% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXEQX vs. MXVIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXVIX's maximum drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXVIX.
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Drawdown Indicators
| MXEQX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -58.12% | -8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.13% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -24.74% | +7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -33.82% | -3.91% |
Current DrawdownCurrent decline from peak | -5.23% | -6.29% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -8.74% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.92% | -0.04% |
Volatility
MXEQX vs. MXVIX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Great-West S&P 500 Index Fund (MXVIX) has a volatility of 5.33%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.33% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.52% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 19.39% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 17.21% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 18.20% | +19.53% |