MXEQX vs. SVAIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Federated Hermes Strategic Value Dividend Fund (SVAIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. SVAIX is managed by Federated. It was launched on Mar 30, 2005.
Performance
MXEQX vs. SVAIX - Performance Comparison
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MXEQX vs. SVAIX - 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% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 9.22% | 15.26% | 16.47% | -1.81% | 8.47% | 21.52% | -7.88% | 19.59% | -8.23% | 15.10% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than SVAIX's 9.22% return. Over the past 10 years, MXEQX has outperformed SVAIX with an annualized return of 18.85%, while SVAIX has yielded a comparatively lower 8.47% 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%
SVAIX
- 1D
- 0.87%
- 1M
- -2.83%
- YTD
- 9.22%
- 6M
- 10.97%
- 1Y
- 17.94%
- 3Y*
- 13.83%
- 5Y*
- 11.63%
- 10Y*
- 8.47%
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MXEQX vs. SVAIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than SVAIX's 0.81% expense ratio.
Return for Risk
MXEQX vs. SVAIX — Risk / Return Rank
MXEQX
SVAIX
MXEQX vs. SVAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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 | SVAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.36 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.02 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.83 | -0.59 |
Martin ratioReturn relative to average drawdown | 5.45 | 8.69 | -3.24 |
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 | SVAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.36 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.90 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.56 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.52 | -0.23 |
Correlation
The correlation between MXEQX and SVAIX is 0.80, 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. SVAIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than SVAIX's 5.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SVAIX Federated Hermes Strategic Value Dividend Fund | 5.93% | 6.41% | 7.58% | 4.32% | 9.68% | 3.72% | 4.28% | 8.75% | 8.54% | 10.36% | 5.24% | 8.67% |
Drawdowns
MXEQX vs. SVAIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than SVAIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for MXEQX and SVAIX.
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Drawdown Indicators
| MXEQX | SVAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -50.62% | -16.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.78% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -16.13% | -0.68% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -36.53% | -1.20% |
Current DrawdownCurrent decline from peak | -5.23% | -2.83% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -7.75% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.67% | +0.21% |
Volatility
MXEQX vs. SVAIX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.88%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | SVAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 2.88% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 6.99% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 15.76% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 13.57% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 15.42% | +22.31% |