MXMDX vs. FTHNX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. FTHNX is managed by Fuller & Thaler Asset Mgmt. It was launched on Sep 8, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMDX or FTHNX.
Correlation
The correlation between MXMDX and FTHNX is 0.80, 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.
Performance
MXMDX vs. FTHNX - Performance Comparison
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Key characteristics
MXMDX:
0.04
FTHNX:
-0.13
MXMDX:
0.27
FTHNX:
0.03
MXMDX:
1.04
FTHNX:
1.00
MXMDX:
0.07
FTHNX:
-0.07
MXMDX:
0.21
FTHNX:
-0.18
MXMDX:
8.23%
FTHNX:
11.91%
MXMDX:
22.25%
FTHNX:
22.85%
MXMDX:
-45.17%
FTHNX:
-37.78%
MXMDX:
-10.74%
FTHNX:
-16.90%
Returns By Period
The year-to-date returns for both stocks are quite close, with MXMDX having a -2.00% return and FTHNX slightly lower at -2.04%.
MXMDX
-2.00%
12.03%
-8.98%
0.82%
11.33%
3.64%
FTHNX
-2.04%
11.11%
-16.73%
-3.05%
16.92%
N/A
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MXMDX vs. FTHNX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than FTHNX's 1.03% expense ratio.
Risk-Adjusted Performance
MXMDX vs. FTHNX — Risk-Adjusted Performance Rank
MXMDX
FTHNX
MXMDX vs. FTHNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX). 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.
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Dividends
MXMDX vs. FTHNX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 1.11%, more than FTHNX's 0.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 1.11% | 1.09% | 0.44% | 0.46% | 1.41% | 0.88% | 0.28% | 0.84% | 0.59% | 0.54% | 1.03% | 1.42% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.45% | 0.44% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% | 0.00% |
Drawdowns
MXMDX vs. FTHNX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -45.17%, which is greater than FTHNX's maximum drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for MXMDX and FTHNX. For additional features, visit the drawdowns tool.
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Volatility
MXMDX vs. FTHNX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.11% compared to Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) at 5.61%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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