MXLGX vs. MXEQX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Great-West Large Cap Value Fund (MXEQX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. MXEQX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXLGX vs. MXEQX - Performance Comparison
Loading graphics...
MXLGX vs. MXEQX - 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% |
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% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than MXEQX's 0.79% return. Over the past 10 years, MXLGX has underperformed MXEQX with an annualized return of 14.58%, while MXEQX has yielded a comparatively higher 18.85% 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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXLGX vs. MXEQX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is higher than MXEQX's 0.96% expense ratio.
Return for Risk
MXLGX vs. MXEQX — Risk / Return Rank
MXLGX
MXEQX
MXLGX vs. MXEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and Great-West Large Cap Value Fund (MXEQX). 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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.91 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.41 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.25 | -0.50 |
Martin ratioReturn relative to average drawdown | 2.29 | 5.45 | -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. | |||
Loading graphics...
Sharpe Ratios by Period
| MXLGX | MXEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.91 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.69 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.50 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.29 | -0.05 |
Correlation
The correlation between MXLGX and MXEQX 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. MXEQX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXEQX's 1.79% 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% |
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% |
Drawdowns
MXLGX vs. MXEQX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, smaller than the maximum MXEQX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXEQX.
Loading graphics...
Drawdown Indicators
| MXLGX | MXEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -66.85% | +3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -12.15% | -2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -16.81% | -21.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -37.73% | -0.34% |
Current DrawdownCurrent decline from peak | -12.28% | -5.23% | -7.05% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -13.36% | -12.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.88% | +2.01% |
Volatility
MXLGX vs. MXEQX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Great-West Large Cap Value Fund (MXEQX) at 4.20%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXLGX | MXEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.20% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 8.13% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 16.75% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 15.00% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 37.73% | -14.31% |