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MXMDX vs. AMDVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMDX vs. AMDVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P Mid Cap 400 Index Fund (MXMDX) and American Century Mid Cap Value R6 (AMDVX). The values are adjusted to include any dividend payments, if applicable.

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MXMDX vs. AMDVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXMDX
Great-West S&P Mid Cap 400 Index Fund
-0.47%6.90%13.23%15.75%-13.60%24.25%12.84%25.48%-12.02%15.01%
AMDVX
American Century Mid Cap Value R6
1.04%9.21%8.87%6.54%-0.35%23.83%1.99%29.32%-12.18%11.95%

Returns By Period

In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly lower than AMDVX's 1.04% return. Both investments have delivered pretty close results over the past 10 years, with MXMDX having a 9.01% annualized return and AMDVX not far ahead at 9.11%.


MXMDX

1D
-0.80%
1M
-8.07%
YTD
-0.47%
6M
0.97%
1Y
13.42%
3Y*
10.38%
5Y*
5.69%
10Y*
9.01%

AMDVX

1D
-0.33%
1M
-7.87%
YTD
1.04%
6M
1.15%
1Y
7.98%
3Y*
8.10%
5Y*
7.08%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXMDX vs. AMDVX - Expense Ratio Comparison

MXMDX has a 0.55% expense ratio, which is lower than AMDVX's 0.63% expense ratio.


Return for Risk

MXMDX vs. AMDVX — Risk / Return Rank

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

MXMDX
MXMDX Risk / Return Rank: 2626
Overall Rank
MXMDX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 2424
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 3131
Martin Ratio Rank

AMDVX
AMDVX Risk / Return Rank: 2323
Overall Rank
AMDVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AMDVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
AMDVX Omega Ratio Rank: 2020
Omega Ratio Rank
AMDVX Calmar Ratio Rank: 2525
Calmar Ratio Rank
AMDVX Martin Ratio Rank: 2525
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.

MXMDX vs. AMDVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and American Century Mid Cap Value R6 (AMDVX). 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.


MXMDXAMDVXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.57

0.00

Sortino ratio

Return per unit of downside risk

0.97

0.92

+0.05

Omega ratio

Gain probability vs. loss probability

1.14

1.12

+0.02

Calmar ratio

Return relative to maximum drawdown

0.78

0.73

+0.05

Martin ratio

Return relative to average drawdown

3.41

2.74

+0.67

MXMDX vs. AMDVX - Sharpe Ratio Comparison

The current MXMDX Sharpe Ratio is 0.57, which is comparable to the AMDVX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MXMDX and AMDVX, 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


MXMDXAMDVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.57

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.49

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.52

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.55

-0.15

Correlation

The correlation between MXMDX and AMDVX is 0.86, 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

MXMDX vs. AMDVX - Dividend Comparison

MXMDX's dividend yield for the trailing twelve months is around 6.69%, less than AMDVX's 14.60% yield.


TTM20252024202320222021202020192018201720162015
MXMDX
Great-West S&P Mid Cap 400 Index Fund
6.69%6.66%3.04%4.76%4.35%5.24%5.74%3.74%8.13%4.51%0.00%0.00%
AMDVX
American Century Mid Cap Value R6
14.60%14.83%9.13%5.59%15.97%16.32%2.14%1.79%15.04%9.85%4.38%11.43%

Drawdowns

MXMDX vs. AMDVX - Drawdown Comparison

The maximum MXMDX drawdown since its inception was -41.80%, which is greater than AMDVX's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for MXMDX and AMDVX.


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Drawdown Indicators


MXMDXAMDVXDifference

Max Drawdown

Largest peak-to-trough decline

-41.80%

-39.21%

-2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.12%

-10.95%

-3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-24.15%

-16.96%

-7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.80%

-39.21%

-2.59%

Current Drawdown

Current decline from peak

-8.87%

-7.98%

-0.89%

Average Drawdown

Average peak-to-trough decline

-6.00%

-4.00%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

2.91%

+0.54%

Volatility

MXMDX vs. AMDVX - Volatility Comparison

Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to American Century Mid Cap Value R6 (AMDVX) at 3.70%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than AMDVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMDXAMDVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.70%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

8.54%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

15.54%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

14.62%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

17.47%

+3.71%