MXLGX vs. GQEPX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018.
Performance
MXLGX vs. GQEPX - Performance Comparison
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MXLGX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -13.86% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 9.54% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than GQEPX's 9.54% 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%
GQEPX
- 1D
- -0.23%
- 1M
- -1.88%
- YTD
- 9.54%
- 6M
- 8.01%
- 1Y
- 5.34%
- 3Y*
- 17.73%
- 5Y*
- 12.35%
- 10Y*
- —
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MXLGX vs. GQEPX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Return for Risk
MXLGX vs. GQEPX — Risk / Return Rank
MXLGX
GQEPX
MXLGX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.
| MXLGX | GQEPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.43 | +0.13 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.66 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.74 | 0.00 |
Martin ratioReturn relative to average drawdown | 2.29 | 1.86 | +0.43 |
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
| MXLGX | GQEPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.43 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.78 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.75 | -0.52 |
Correlation
The correlation between MXLGX and GQEPX is 0.72, 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. GQEPX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than GQEPX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.37% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% |
Drawdowns
MXLGX vs. GQEPX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MXLGX and GQEPX.
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Drawdown Indicators
| MXLGX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -28.45% | -34.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -8.34% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -20.49% | -17.58% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | — | — |
Current DrawdownCurrent decline from peak | -12.28% | -6.50% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -5.75% | -20.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 3.49% | +1.40% |
Volatility
MXLGX vs. GQEPX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 2.77% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 7.29% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 12.41% | +9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 15.87% | +6.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 18.85% | +4.57% |