MXLGX vs. IOLZX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and ICON Equity Fund (IOLZX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. IOLZX is managed by ICON Funds. It was launched on Oct 17, 2002.
Performance
MXLGX vs. IOLZX - Performance Comparison
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MXLGX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IOLZX ICON Equity Fund | 2.04% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than IOLZX's 2.04% return. Over the past 10 years, MXLGX has outperformed IOLZX with an annualized return of 14.58%, while IOLZX has yielded a comparatively lower 12.17% 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%
IOLZX
- 1D
- 3.78%
- 1M
- -4.73%
- YTD
- 2.04%
- 6M
- 4.94%
- 1Y
- 23.81%
- 3Y*
- 15.83%
- 5Y*
- 7.18%
- 10Y*
- 12.17%
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MXLGX vs. IOLZX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Return for Risk
MXLGX vs. IOLZX — Risk / Return Rank
MXLGX
IOLZX
MXLGX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and ICON Equity Fund (IOLZX). 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 | IOLZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.02 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.52 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.54 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.29 | 5.07 | -2.78 |
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 | IOLZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.02 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.34 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.55 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.36 | -0.12 |
Correlation
The correlation between MXLGX and IOLZX 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
MXLGX vs. IOLZX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than IOLZX's 10.48% 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% |
IOLZX ICON Equity Fund | 10.48% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% |
Drawdowns
MXLGX vs. IOLZX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than IOLZX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for MXLGX and IOLZX.
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Drawdown Indicators
| MXLGX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -56.03% | -6.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -15.69% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -27.77% | -10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -41.04% | +2.97% |
Current DrawdownCurrent decline from peak | -12.28% | -10.48% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -12.71% | -13.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 4.76% | +0.13% |
Volatility
MXLGX vs. IOLZX - Volatility Comparison
The current volatility for Great-West Large Cap Growth Fund (MXLGX) is 6.00%, while ICON Equity Fund (IOLZX) has a volatility of 7.90%. This indicates that MXLGX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 7.90% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 14.56% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 23.81% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 21.38% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 22.28% | +1.14% |