MXLGX vs. RYGRX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Rydex S&P 500 Pure Growth Fund (RYGRX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. RYGRX is managed by Rydex Funds. It was launched on Feb 20, 2004.
Performance
MXLGX vs. RYGRX - Performance Comparison
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MXLGX vs. RYGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLGX Great-West Large Cap Growth Fund | -7.77% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
RYGRX Rydex S&P 500 Pure Growth Fund | 2.10% | 11.00% | 25.73% | 5.80% | -28.71% | 26.61% | 26.34% | 34.13% | -6.28% | 23.74% |
Returns By Period
In the year-to-date period, MXLGX achieves a -7.77% return, which is significantly lower than RYGRX's 2.10% return. Over the past 10 years, MXLGX has outperformed RYGRX with an annualized return of 14.69%, while RYGRX has yielded a comparatively lower 10.63% annualized return.
MXLGX
- 1D
- 0.95%
- 1M
- -3.03%
- YTD
- -7.77%
- 6M
- -8.31%
- 1Y
- 11.10%
- 3Y*
- 17.33%
- 5Y*
- 9.96%
- 10Y*
- 14.69%
RYGRX
- 1D
- 2.31%
- 1M
- -1.31%
- YTD
- 2.10%
- 6M
- -1.26%
- 1Y
- 19.61%
- 3Y*
- 14.78%
- 5Y*
- 5.90%
- 10Y*
- 10.63%
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MXLGX vs. RYGRX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is lower than RYGRX's 2.26% expense ratio.
Return for Risk
MXLGX vs. RYGRX — Risk / Return Rank
MXLGX
RYGRX
MXLGX vs. RYGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and Rydex S&P 500 Pure Growth Fund (RYGRX). 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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 0.86 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.03 | 1.35 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.64 | -0.79 |
Martin ratioReturn relative to average drawdown | 2.57 | 6.47 | -3.90 |
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 | RYGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 0.86 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.25 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.47 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.39 | -0.15 |
Correlation
The correlation between MXLGX and RYGRX is 0.87, 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. RYGRX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 13.99%, more than RYGRX's 4.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLGX Great-West Large Cap Growth Fund | 13.99% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% | 0.00% | 0.00% |
RYGRX Rydex S&P 500 Pure Growth Fund | 4.99% | 5.09% | 0.00% | 0.00% | 0.00% | 2.81% | 4.43% | 12.10% | 7.15% | 6.26% | 0.05% | 2.96% |
Drawdowns
MXLGX vs. RYGRX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than RYGRX's maximum drawdown of -54.22%. Use the drawdown chart below to compare losses from any high point for MXLGX and RYGRX.
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Drawdown Indicators
| MXLGX | RYGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -54.22% | -8.76% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -11.17% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -36.57% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -36.63% | -1.44% |
Current DrawdownCurrent decline from peak | -11.45% | -4.82% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -9.48% | -16.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 3.51% | +1.43% |
Volatility
MXLGX vs. RYGRX - Volatility Comparison
The current volatility for Great-West Large Cap Growth Fund (MXLGX) is 6.05%, while Rydex S&P 500 Pure Growth Fund (RYGRX) has a volatility of 9.63%. This indicates that MXLGX experiences smaller price fluctuations and is considered to be less risky than RYGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | RYGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 9.63% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 15.42% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 25.49% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 23.35% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 22.72% | +0.70% |