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MXLGX vs. ONERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXLGX vs. ONERX - Performance Comparison

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

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MXLGX vs. ONERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MXLGX
Great-West Large Cap Growth Fund
-8.64%13.93%25.30%33.43%-34.08%41.30%57.67%
ONERX
One Rock Fund
1.87%49.37%21.76%72.41%-42.06%45.70%104.46%

Returns By Period

In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than ONERX's 1.87% return.


MXLGX

1D
3.14%
1M
-3.94%
YTD
-8.64%
6M
-9.16%
1Y
10.06%
3Y*
16.96%
5Y*
9.76%
10Y*
14.58%

ONERX

1D
3.41%
1M
1.40%
YTD
1.87%
6M
-1.39%
1Y
81.16%
3Y*
37.48%
5Y*
21.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXLGX vs. ONERX - Expense Ratio Comparison

MXLGX has a 1.00% expense ratio, which is lower than ONERX's 1.75% expense ratio.


Return for Risk

MXLGX vs. ONERX — 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

ONERX
ONERX Risk / Return Rank: 9191
Overall Rank
ONERX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ONERX Sortino Ratio Rank: 8686
Sortino Ratio Rank
ONERX Omega Ratio Rank: 8282
Omega Ratio Rank
ONERX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ONERX 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. ONERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and One Rock Fund (ONERX). 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.


MXLGXONERXDifference

Sharpe ratio

Return per unit of total volatility

0.56

2.04

-1.48

Sortino ratio

Return per unit of downside risk

0.99

2.49

-1.50

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

0.75

4.99

-4.24

Martin ratio

Return relative to average drawdown

2.29

16.74

-14.45

MXLGX vs. ONERX - Sharpe Ratio Comparison

The current MXLGX Sharpe Ratio is 0.56, which is lower than the ONERX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of MXLGX and ONERX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXLGXONERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

2.04

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.03

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.04

+0.19

Correlation

The correlation between MXLGX and ONERX 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. ONERX - Dividend Comparison

MXLGX's dividend yield for the trailing twelve months is around 14.12%, less than ONERX's 23.67% 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%
ONERX
One Rock Fund
23.67%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%

Drawdowns

MXLGX vs. ONERX - Drawdown Comparison

The maximum MXLGX drawdown since its inception was -62.98%, smaller than the maximum ONERX drawdown of -96.43%. Use the drawdown chart below to compare losses from any high point for MXLGX and ONERX.


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Drawdown Indicators


MXLGXONERXDifference

Max Drawdown

Largest peak-to-trough decline

-62.98%

-96.43%

+33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-17.63%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.07%

-96.43%

+58.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

Current Drawdown

Current decline from peak

-12.28%

-92.33%

+80.05%

Average Drawdown

Average peak-to-trough decline

-25.98%

-30.66%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

5.25%

-0.36%

Volatility

MXLGX vs. ONERX - Volatility Comparison

The current volatility for Great-West Large Cap Growth Fund (MXLGX) is 6.00%, while One Rock Fund (ONERX) has a volatility of 17.86%. This indicates that MXLGX experiences smaller price fluctuations and is considered to be less risky than ONERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXLGXONERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

17.86%

-11.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

31.25%

-19.85%

Volatility (1Y)

Calculated over the trailing 1-year period

21.59%

42.03%

-20.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

821.63%

-799.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

747.15%

-723.73%