MXLGX vs. MXXLX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Great-West Lifetime 2055 Fund (MXXLX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. MXXLX is managed by Great-West. It was launched on Apr 30, 2009.
Performance
MXLGX vs. MXXLX - Performance Comparison
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MXLGX vs. MXXLX - 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% |
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than MXXLX's -1.40% return. Over the past 10 years, MXLGX has outperformed MXXLX with an annualized return of 14.58%, while MXXLX has yielded a comparatively lower 8.61% 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%
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
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MXLGX vs. MXXLX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is higher than MXXLX's 0.57% expense ratio.
Return for Risk
MXLGX vs. MXXLX — Risk / Return Rank
MXLGX
MXXLX
MXLGX vs. MXXLX - 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 Lifetime 2055 Fund (MXXLX). 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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.02 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.51 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.42 | -0.67 |
Martin ratioReturn relative to average drawdown | 2.29 | 6.39 | -4.10 |
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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.02 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.41 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.44 | -0.21 |
Correlation
The correlation between MXLGX and MXXLX 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. MXXLX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXXLX's 3.02% 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% |
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Drawdowns
MXLGX vs. MXXLX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than MXXLX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXXLX.
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Drawdown Indicators
| MXLGX | MXXLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -33.59% | -29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -11.36% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -28.94% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -33.59% | -4.48% |
Current DrawdownCurrent decline from peak | -12.28% | -6.66% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -7.09% | -18.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.53% | +2.36% |
Volatility
MXLGX vs. MXXLX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Great-West Lifetime 2055 Fund (MXXLX) at 5.71%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | MXXLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.71% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 9.11% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 15.85% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 15.57% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 16.41% | +7.01% |