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MXLGX vs. FCGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXLGX vs. FCGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Large Cap Growth Fund (MXLGX) and Fidelity Series Growth Company Fund (FCGSX). The values are adjusted to include any dividend payments, if applicable.

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MXLGX vs. FCGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXLGX
Great-West Large Cap Growth Fund
-8.64%13.93%25.30%33.43%-34.08%41.30%40.72%36.20%-0.47%28.82%
FCGSX
Fidelity Series Growth Company Fund
-2.49%25.52%38.00%45.97%-32.15%25.13%70.01%39.75%-4.03%37.69%

Returns By Period

In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than FCGSX's -2.49% return. Over the past 10 years, MXLGX has underperformed FCGSX with an annualized return of 14.58%, while FCGSX has yielded a comparatively higher 21.96% annualized return.


MXLGX

1D
3.14%
1M
-4.90%
YTD
-8.64%
6M
-9.01%
1Y
10.97%
3Y*
16.96%
5Y*
9.76%
10Y*
14.58%

FCGSX

1D
4.44%
1M
-4.59%
YTD
-2.49%
6M
1.86%
1Y
38.78%
3Y*
28.90%
5Y*
14.89%
10Y*
21.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXLGX vs. FCGSX - Expense Ratio Comparison

MXLGX has a 1.00% expense ratio, which is higher than FCGSX's 0.00% expense ratio.


Return for Risk

MXLGX vs. FCGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXLGX
MXLGX Risk / Return Rank: 2020
Overall Rank
MXLGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MXLGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MXLGX Omega Ratio Rank: 2020
Omega Ratio Rank
MXLGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MXLGX Martin Ratio Rank: 1818
Martin Ratio Rank

FCGSX
FCGSX Risk / Return Rank: 8888
Overall Rank
FCGSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCGSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCGSX Omega Ratio Rank: 8282
Omega Ratio Rank
FCGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCGSX Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXLGX vs. FCGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and Fidelity Series Growth Company Fund (FCGSX). 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.


MXLGXFCGSXDifference

Sharpe ratio

Return per unit of total volatility

0.56

1.66

-1.09

Sortino ratio

Return per unit of downside risk

0.99

2.34

-1.35

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.20

Calmar ratio

Return relative to maximum drawdown

0.75

2.98

-2.24

Martin ratio

Return relative to average drawdown

2.29

13.43

-11.14

MXLGX vs. FCGSX - Sharpe Ratio Comparison

The current MXLGX Sharpe Ratio is 0.56, which is lower than the FCGSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of MXLGX and FCGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXLGXFCGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.66

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.63

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.95

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.88

-0.65

Correlation

The correlation between MXLGX and FCGSX is 0.90, 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

MXLGX vs. FCGSX - Dividend Comparison

MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than FCGSX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
MXLGX
Great-West Large Cap Growth Fund
14.12%12.90%9.72%2.95%9.29%21.33%30.57%17.96%25.47%5.25%0.00%0.00%
FCGSX
Fidelity Series Growth Company Fund
10.74%10.48%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%

Drawdowns

MXLGX vs. FCGSX - Drawdown Comparison

The maximum MXLGX drawdown since its inception was -62.98%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for MXLGX and FCGSX.


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Drawdown Indicators


MXLGXFCGSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.98%

-38.77%

-24.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-13.10%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-38.07%

-38.77%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-38.77%

+0.70%

Current Drawdown

Current decline from peak

-12.28%

-6.44%

-5.84%

Average Drawdown

Average peak-to-trough decline

-25.98%

-7.05%

-18.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

2.91%

+1.98%

Volatility

MXLGX vs. FCGSX - Volatility Comparison

The current volatility for Great-West Large Cap Growth Fund (MXLGX) is 6.00%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 8.15%. This indicates that MXLGX experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXLGXFCGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

8.15%

-2.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

14.39%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

24.14%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

23.69%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

23.19%

+0.23%