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 0.91, 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
Key characteristics
MXMDX:
1.02
FTHNX:
0.59
MXMDX:
1.48
FTHNX:
0.90
MXMDX:
1.18
FTHNX:
1.12
MXMDX:
1.16
FTHNX:
0.70
MXMDX:
4.46
FTHNX:
1.98
MXMDX:
3.66%
FTHNX:
5.52%
MXMDX:
16.08%
FTHNX:
18.50%
MXMDX:
-45.17%
FTHNX:
-37.78%
MXMDX:
-5.32%
FTHNX:
-12.78%
Returns By Period
In the year-to-date period, MXMDX achieves a 3.95% return, which is significantly higher than FTHNX's 2.82% return.
MXMDX
3.95%
3.41%
3.77%
15.08%
6.64%
4.95%
FTHNX
2.82%
2.09%
-2.52%
9.37%
11.78%
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.
Dividends
MXMDX vs. FTHNX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 1.04%, more than FTHNX's 0.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 1.04% | 1.09% | 0.44% | 0.46% | 1.41% | 0.88% | 0.28% | 0.83% | 0.59% | 0.55% | 1.03% | 1.42% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.43% | 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.
Volatility
MXMDX vs. FTHNX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 4.28%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 4.54%. This indicates that MXMDX experiences smaller price fluctuations and is considered to be less risky than FTHNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.