MXLGX vs. TVRIX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Guggenheim Directional Allocation Fund (TVRIX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. TVRIX is managed by Guggenheim. It was launched on Jun 18, 2012.
Performance
MXLGX vs. TVRIX - Performance Comparison
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MXLGX vs. TVRIX - 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% |
TVRIX Guggenheim Directional Allocation Fund | -4.87% | 13.83% | 7.87% | 11.00% | -17.53% | 27.30% | 5.08% | 30.45% | -7.53% | 23.45% |
Returns By Period
In the year-to-date period, MXLGX achieves a -8.64% return, which is significantly lower than TVRIX's -4.87% return. Over the past 10 years, MXLGX has outperformed TVRIX with an annualized return of 14.58%, while TVRIX has yielded a comparatively lower 8.72% 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%
TVRIX
- 1D
- 2.44%
- 1M
- -4.44%
- YTD
- -4.87%
- 6M
- -2.48%
- 1Y
- 11.69%
- 3Y*
- 8.78%
- 5Y*
- 4.76%
- 10Y*
- 8.72%
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MXLGX vs. TVRIX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is lower than TVRIX's 1.09% expense ratio.
Return for Risk
MXLGX vs. TVRIX — Risk / Return Rank
MXLGX
TVRIX
MXLGX vs. TVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and Guggenheim Directional Allocation Fund (TVRIX). 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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.97 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.43 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.48 | -0.73 |
Martin ratioReturn relative to average drawdown | 2.29 | 6.06 | -3.77 |
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 | TVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.97 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.33 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.49 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.55 | -0.31 |
Correlation
The correlation between MXLGX and TVRIX is 0.82, 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. TVRIX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than TVRIX's 10.13% 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% |
TVRIX Guggenheim Directional Allocation Fund | 10.13% | 9.64% | 0.00% | 2.03% | 0.71% | 14.34% | 0.30% | 16.62% | 14.33% | 0.00% |
Drawdowns
MXLGX vs. TVRIX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than TVRIX's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for MXLGX and TVRIX.
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Drawdown Indicators
| MXLGX | TVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -39.36% | -23.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -8.45% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -24.87% | -13.20% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -39.36% | +1.29% |
Current DrawdownCurrent decline from peak | -12.28% | -9.20% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -6.10% | -19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.06% | +2.83% |
Volatility
MXLGX vs. TVRIX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Guggenheim Directional Allocation Fund (TVRIX) at 4.44%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than TVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLGX | TVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.44% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 7.84% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 12.61% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 14.46% | +7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 17.80% | +5.62% |