MXEQX vs. VALAX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Al Frank Fund (VALAX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. VALAX is managed by Al Frank. It was launched on May 1, 2006.
Performance
MXEQX vs. VALAX - Performance Comparison
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MXEQX vs. VALAX - 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% |
VALAX Al Frank Fund | 4.45% | 23.57% | 13.35% | 14.05% | -13.50% | 24.97% | 10.22% | 33.98% | -7.87% | 18.09% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than VALAX's 4.45% return. Over the past 10 years, MXEQX has outperformed VALAX with an annualized return of 18.85%, while VALAX has yielded a comparatively lower 12.70% 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%
VALAX
- 1D
- 2.86%
- 1M
- -3.93%
- YTD
- 4.45%
- 6M
- 10.22%
- 1Y
- 32.84%
- 3Y*
- 18.20%
- 5Y*
- 9.28%
- 10Y*
- 12.70%
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MXEQX vs. VALAX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is lower than VALAX's 1.24% expense ratio.
Return for Risk
MXEQX vs. VALAX — Risk / Return Rank
MXEQX
VALAX
MXEQX vs. VALAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Al Frank Fund (VALAX). 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 | VALAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.76 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.40 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.60 | -1.35 |
Martin ratioReturn relative to average drawdown | 5.45 | 10.90 | -5.45 |
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 | VALAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.76 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.53 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between MXEQX and VALAX is 0.91, 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. VALAX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than VALAX's 8.29% 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% |
VALAX Al Frank Fund | 8.29% | 8.65% | 10.32% | 5.95% | 8.62% | 6.83% | 7.17% | 13.51% | 10.73% | 10.66% | 5.32% | 9.53% |
Drawdowns
MXEQX vs. VALAX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than VALAX's maximum drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for MXEQX and VALAX.
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Drawdown Indicators
| MXEQX | VALAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -61.26% | -5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -13.03% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -25.81% | +9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -38.22% | +0.49% |
Current DrawdownCurrent decline from peak | -5.23% | -5.95% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -10.83% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.10% | -0.22% |
Volatility
MXEQX vs. VALAX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Al Frank Fund (VALAX) has a volatility of 5.58%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than VALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | VALAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.58% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 10.83% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 18.74% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 17.75% | -2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 19.31% | +18.42% |