MXEQX vs. SWLVX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Performance
MXEQX vs. SWLVX - Performance Comparison
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MXEQX vs. SWLVX - 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% | 0.43% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 2.09% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 26.49% | -8.39% | 0.30% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than SWLVX's 2.09% 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%
SWLVX
- 1D
- 2.15%
- 1M
- -4.65%
- YTD
- 2.09%
- 6M
- 5.83%
- 1Y
- 15.94%
- 3Y*
- 14.29%
- 5Y*
- 9.20%
- 10Y*
- —
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MXEQX vs. SWLVX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Return for Risk
MXEQX vs. SWLVX — Risk / Return Rank
MXEQX
SWLVX
MXEQX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.01 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.47 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.44 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.45 | 6.76 | -1.31 |
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 | SWLVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.01 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.62 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.50 | -0.21 |
Correlation
The correlation between MXEQX and SWLVX 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. SWLVX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than SWLVX'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% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.98% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% | 0.00% |
Drawdowns
MXEQX vs. SWLVX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for MXEQX and SWLVX.
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Drawdown Indicators
| MXEQX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -38.34% | -28.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.82% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -19.05% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | — | — |
Current DrawdownCurrent decline from peak | -5.23% | -4.82% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -4.93% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.51% | +0.37% |
Volatility
MXEQX vs. SWLVX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Schwab U.S. Large-Cap Value Index Fund (SWLVX) has a volatility of 4.47%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.47% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 8.30% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 15.74% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 14.85% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 18.67% | +19.06% |