MXEQX vs. VIVIX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
MXEQX vs. VIVIX - Performance Comparison
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MXEQX vs. VIVIX - 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 3.31% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than VIVIX's 3.31% return. Over the past 10 years, MXEQX has outperformed VIVIX with an annualized return of 18.85%, while VIVIX has yielded a comparatively lower 11.80% 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%
VIVIX
- 1D
- 1.65%
- 1M
- -4.61%
- YTD
- 3.31%
- 6M
- 6.13%
- 1Y
- 16.30%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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MXEQX vs. VIVIX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
MXEQX vs. VIVIX — Risk / Return Rank
MXEQX
VIVIX
MXEQX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.09 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.56 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.53 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.45 | 6.90 | -1.46 |
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 | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.09 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.78 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.71 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.40 | -0.11 |
Correlation
The correlation between MXEQX and VIVIX is 0.93, 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. VIVIX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than VIVIX's 2.02% 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% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.02% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
MXEQX vs. VIVIX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for MXEQX and VIVIX.
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Drawdown Indicators
| MXEQX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -59.30% | -7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.29% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -17.12% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -36.80% | -0.93% |
Current DrawdownCurrent decline from peak | -5.23% | -4.82% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -9.31% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.50% | +0.38% |
Volatility
MXEQX vs. VIVIX - Volatility Comparison
Great-West Large Cap Value Fund (MXEQX) has a higher volatility of 4.20% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 3.80%. This indicates that MXEQX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.80% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 7.69% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 14.88% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 13.92% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 16.74% | +20.99% |