PortfoliosLab logoPortfoliosLab logo
MXLGX vs. MXSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXLGX vs. MXSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Large Cap Growth Fund (MXLGX) and Great-West Short Duration Bond Fund (MXSDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXLGX vs. MXSDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXSDX
Great-West Short Duration Bond Fund
0.19%5.30%4.24%5.67%-4.25%-0.03%4.64%5.40%0.73%1.39%

Returns By Period

In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than MXSDX's 0.19% return. Over the past 10 years, MXLGX has outperformed MXSDX with an annualized return of 14.58%, while MXSDX has yielded a comparatively lower 2.25% 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%

MXSDX

1D
0.10%
1M
-0.38%
YTD
0.19%
6M
1.20%
1Y
3.88%
3Y*
4.57%
5Y*
2.17%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. MXSDX - Expense Ratio Comparison

MXLGX has a 1.00% expense ratio, which is higher than MXSDX's 0.60% expense ratio.


Return for Risk

MXLGX vs. MXSDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXLGX
MXLGX Risk / Return Rank: 2020
Overall Rank
MXLGX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MXLGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MXLGX Omega Ratio Rank: 2020
Omega Ratio Rank
MXLGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MXLGX Martin Ratio Rank: 1818
Martin Ratio Rank

MXSDX
MXSDX Risk / Return Rank: 9696
Overall Rank
MXSDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9696
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXLGX vs. MXSDX - 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 Short Duration Bond Fund (MXSDX). 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.


MXLGXMXSDXDifference

Sharpe ratio

Return per unit of total volatility

0.56

2.30

-1.74

Sortino ratio

Return per unit of downside risk

0.99

3.45

-2.46

Omega ratio

Gain probability vs. loss probability

1.14

1.60

-0.46

Calmar ratio

Return relative to maximum drawdown

0.75

3.98

-3.23

Martin ratio

Return relative to average drawdown

2.29

18.30

-16.01

MXLGX vs. MXSDX - Sharpe Ratio Comparison

The current MXLGX Sharpe Ratio is 0.56, which is lower than the MXSDX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MXLGX and MXSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXLGXMXSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

2.30

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.05

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.13

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.32

-0.08

Correlation

The correlation between MXLGX and MXSDX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MXLGX vs. MXSDX - Dividend Comparison

MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXSDX's 3.08% yield.


TTM202520242023202220212020201920182017
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%
MXSDX
Great-West Short Duration Bond Fund
3.08%3.08%4.43%2.31%1.51%1.87%2.14%2.06%1.90%0.70%

Drawdowns

MXLGX vs. MXSDX - Drawdown Comparison

The maximum MXLGX drawdown since its inception was -62.98%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXSDX.


Loading graphics...

Drawdown Indicators


MXLGXMXSDXDifference

Max Drawdown

Largest peak-to-trough decline

-62.98%

-10.81%

-52.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-1.05%

-13.90%

Max Drawdown (5Y)

Largest decline over 5 years

-38.07%

-6.63%

-31.44%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-7.78%

-30.29%

Current Drawdown

Current decline from peak

-12.28%

-0.57%

-11.71%

Average Drawdown

Average peak-to-trough decline

-25.98%

-3.05%

-22.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

0.23%

+4.66%

Volatility

MXLGX vs. MXSDX - Volatility Comparison

Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.49%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXLGXMXSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

0.49%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

0.84%

+10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

1.80%

+19.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

2.10%

+19.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

2.00%

+21.42%