MXLGX vs. MXMVX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Great-West Mid Cap Value Fund (MXMVX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. MXMVX is managed by Great-West. It was launched on May 15, 2008.
Performance
MXLGX vs. MXMVX - Performance Comparison
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MXLGX vs. MXMVX - 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% |
MXMVX Great-West Mid Cap Value Fund | 2.99% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than MXMVX's 2.99% return. Over the past 10 years, MXLGX has outperformed MXMVX with an annualized return of 14.58%, while MXMVX has yielded a comparatively lower 7.02% 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%
MXMVX
- 1D
- 2.33%
- 1M
- -5.11%
- YTD
- 2.99%
- 6M
- 5.26%
- 1Y
- 14.72%
- 3Y*
- 12.93%
- 5Y*
- 4.74%
- 10Y*
- 7.02%
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MXLGX vs. MXMVX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is lower than MXMVX's 1.15% expense ratio.
Return for Risk
MXLGX vs. MXMVX — Risk / Return Rank
MXLGX
MXMVX
MXLGX vs. MXMVX - 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 Mid Cap Value Fund (MXMVX). 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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.77 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.21 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.01 | -0.26 |
Martin ratioReturn relative to average drawdown | 2.29 | 4.62 | -2.33 |
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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.25 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.34 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.19 | +0.04 |
Correlation
The correlation between MXLGX and MXMVX is 0.78, 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. MXMVX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXMVX's 5.81% 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% |
MXMVX Great-West Mid Cap Value Fund | 5.81% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
Drawdowns
MXLGX vs. MXMVX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than MXMVX's maximum drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXMVX.
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Drawdown Indicators
| MXLGX | MXMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -57.13% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -14.03% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -34.69% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -45.46% | +7.39% |
Current DrawdownCurrent decline from peak | -12.28% | -5.29% | -6.99% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -12.62% | -13.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 3.24% | +1.65% |
Volatility
MXLGX vs. MXMVX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Great-West Mid Cap Value Fund (MXMVX) at 5.17%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | MXMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.17% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 9.93% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 20.77% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 19.69% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 20.56% | +2.86% |