MXEQX vs. YAFFX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and AMG Yacktman Focused Fund (YAFFX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. YAFFX is managed by AMG. It was launched on May 1, 1997.
Performance
MXEQX vs. YAFFX - Performance Comparison
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MXEQX vs. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 10.26% | 3.89% | 9.30% | 16.53% | -8.20% | 16.48% | 17.22% | 19.21% | 2.99% | 20.07% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than YAFFX's 10.26% return. Over the past 10 years, MXEQX has outperformed YAFFX with an annualized return of 18.85%, while YAFFX has yielded a comparatively lower 11.08% 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%
YAFFX
- 1D
- 1.53%
- 1M
- -7.23%
- YTD
- 10.26%
- 6M
- 0.19%
- 1Y
- 12.84%
- 3Y*
- 12.23%
- 5Y*
- 7.51%
- 10Y*
- 11.08%
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MXEQX vs. YAFFX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Return for Risk
MXEQX vs. YAFFX — Risk / Return Rank
MXEQX
YAFFX
MXEQX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.58 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.76 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.65 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.45 | 2.29 | +3.15 |
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 | YAFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.58 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.42 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.68 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.30 |
Correlation
The correlation between MXEQX and YAFFX is 0.77, 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. YAFFX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, while YAFFX has not paid dividends to shareholders.
| 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% |
YAFFX AMG Yacktman Focused Fund | 0.00% | 0.00% | 18.44% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Drawdowns
MXEQX vs. YAFFX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than YAFFX's maximum drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for MXEQX and YAFFX.
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Drawdown Indicators
| MXEQX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -43.80% | -23.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -17.08% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -21.31% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -30.62% | -7.11% |
Current DrawdownCurrent decline from peak | -5.23% | -7.31% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -6.24% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 4.85% | -1.97% |
Volatility
MXEQX vs. YAFFX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while AMG Yacktman Focused Fund (YAFFX) has a volatility of 8.00%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 8.00% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 21.56% | -13.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 22.92% | -6.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 17.86% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 16.40% | +21.33% |