MXEQX vs. TWEIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and American Century Equity Income Fund (TWEIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. TWEIX is managed by American Century. It was launched on Aug 1, 1994.
Performance
MXEQX vs. TWEIX - Performance Comparison
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MXEQX vs. TWEIX - 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% |
TWEIX American Century Equity Income Fund | 3.53% | 11.84% | 10.51% | 3.92% | -3.06% | 16.83% | 1.10% | 24.14% | -3.77% | 13.35% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than TWEIX's 3.53% return. Over the past 10 years, MXEQX has outperformed TWEIX with an annualized return of 18.85%, while TWEIX has yielded a comparatively lower 8.76% 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%
TWEIX
- 1D
- 0.92%
- 1M
- -4.70%
- YTD
- 3.53%
- 6M
- 5.61%
- 1Y
- 11.13%
- 3Y*
- 9.80%
- 5Y*
- 7.37%
- 10Y*
- 8.76%
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MXEQX vs. TWEIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than TWEIX's 0.94% expense ratio.
Return for Risk
MXEQX vs. TWEIX — Risk / Return Rank
MXEQX
TWEIX
MXEQX vs. TWEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and American Century Equity Income Fund (TWEIX). 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 | TWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.92 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.35 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.27 | -0.02 |
Martin ratioReturn relative to average drawdown | 5.45 | 4.91 | +0.54 |
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 | TWEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.92 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.69 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.66 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.75 | -0.46 |
Correlation
The correlation between MXEQX and TWEIX is 0.87, 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. TWEIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than TWEIX's 10.02% 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% |
TWEIX American Century Equity Income Fund | 10.02% | 10.35% | 11.51% | 8.02% | 8.76% | 6.83% | 2.00% | 7.38% | 8.79% | 11.95% | 7.88% | 10.49% |
Drawdowns
MXEQX vs. TWEIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for MXEQX and TWEIX.
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Drawdown Indicators
| MXEQX | TWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -39.30% | -27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -8.86% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -13.69% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -32.82% | -4.91% |
Current DrawdownCurrent decline from peak | -5.23% | -4.90% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -4.17% | -9.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.35% | +0.53% |
Volatility
MXEQX vs. TWEIX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to American Century Equity Income Fund (TWEIX) at 3.04%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | TWEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.04% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 6.12% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 11.60% | +5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 10.71% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 13.35% | +24.38% |