MXMDX vs. FSMDX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Fidelity Mid Cap Index Fund (FSMDX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. FSMDX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
MXMDX vs. FSMDX - Performance Comparison
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MXMDX vs. FSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSMDX Fidelity Mid Cap Index Fund | -1.30% | 10.58% | 15.55% | 17.20% | -17.27% | 22.56% | 17.13% | 30.53% | -9.38% | 18.04% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly higher than FSMDX's -1.30% return. Over the past 10 years, MXMDX has underperformed FSMDX with an annualized return of 9.01%, while FSMDX has yielded a comparatively higher 10.52% annualized return.
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%
FSMDX
- 1D
- -0.76%
- 1M
- -7.77%
- YTD
- -1.30%
- 6M
- -1.14%
- 1Y
- 13.02%
- 3Y*
- 12.41%
- 5Y*
- 6.74%
- 10Y*
- 10.52%
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MXMDX vs. FSMDX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than FSMDX's 0.03% expense ratio.
Return for Risk
MXMDX vs. FSMDX — Risk / Return Rank
MXMDX
FSMDX
MXMDX vs. FSMDX - 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 Fidelity Mid Cap Index Fund (FSMDX). 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.
| MXMDX | FSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.72 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.13 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.16 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.87 | -0.09 |
Martin ratioReturn relative to average drawdown | 3.41 | 4.07 | -0.66 |
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
| MXMDX | FSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.72 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.37 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.55 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.65 | -0.24 |
Correlation
The correlation between MXMDX and FSMDX is 0.93, 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. FSMDX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than FSMDX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSMDX Fidelity Mid Cap Index Fund | 1.12% | 1.10% | 2.46% | 1.39% | 2.07% | 3.35% | 2.34% | 2.86% | 2.21% | 2.17% | 2.23% | 2.84% |
Drawdowns
MXMDX vs. FSMDX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, roughly equal to the maximum FSMDX drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for MXMDX and FSMDX.
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Drawdown Indicators
| MXMDX | FSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -40.35% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -13.42% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -26.07% | +1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -40.35% | -1.45% |
Current DrawdownCurrent decline from peak | -8.87% | -8.16% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.00% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.86% | +0.59% |
Volatility
MXMDX vs. FSMDX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to Fidelity Mid Cap Index Fund (FSMDX) at 4.74%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | FSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.74% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 10.17% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 18.96% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 18.23% | +1.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 19.28% | +1.90% |