MXLGX vs. MXLSX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Great-West Small Cap Value Fund (MXLSX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXLGX vs. MXLSX - Performance Comparison
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MXLGX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 4.19% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than MXLSX's 4.19% return. Over the past 10 years, MXLGX has outperformed MXLSX with an annualized return of 14.58%, while MXLSX has yielded a comparatively lower 8.44% 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%
MXLSX
- 1D
- 2.34%
- 1M
- -4.97%
- YTD
- 4.19%
- 6M
- 5.09%
- 1Y
- 16.02%
- 3Y*
- 10.75%
- 5Y*
- 6.25%
- 10Y*
- 8.44%
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MXLGX vs. MXLSX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXLGX vs. MXLSX — Risk / Return Rank
MXLGX
MXLSX
MXLGX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.75 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.20 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.00 | -0.25 |
Martin ratioReturn relative to average drawdown | 2.29 | 3.84 | -1.55 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.75 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.30 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.38 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.26 | -0.02 |
Correlation
The correlation between MXLGX and MXLSX is 0.75, 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. MXLSX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXLSX's 0.46% 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% |
MXLSX Great-West Small Cap Value Fund | 0.46% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXLGX vs. MXLSX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, roughly equal to the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXLSX.
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Drawdown Indicators
| MXLGX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -60.41% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -15.02% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -26.04% | -12.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -43.52% | +5.45% |
Current DrawdownCurrent decline from peak | -12.28% | -6.74% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -12.19% | -13.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 4.21% | +0.68% |
Volatility
MXLGX vs. MXLSX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) and Great-West Small Cap Value Fund (MXLSX) have volatilities of 6.00% and 5.72%, 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.
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Volatility by Period
| MXLGX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.72% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 12.15% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 23.48% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 20.92% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 22.29% | +1.13% |