MXLGX vs. JPM

In the year-to-date period, MXLGX achieves a 0.58% return, which is significantly lower than JPM's 11.54% return. Over the past 10 years, MXLGX has underperformed JPM with an annualized return of 14.78%, while JPM has yielded a comparatively higher 18.07% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and JPMorgan Chase & Co. (JPM). 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.

The current MXLGX Sharpe Ratio is 0.38, which is lower than the JPM Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MXLGX and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MXLGX's dividend yield for the trailing twelve months is around 9.67%, more than JPM's 1.91% yield.

The maximum MXLGX drawdown since its inception was -62.96%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MXLGX and JPM.

Great-West Large Cap Growth Fund (MXLGX) and JPMorgan Chase & Co. (JPM) have volatilities of 5.04% and 5.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.