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:
0.43
FTHNX:
-0.01
MXMDX:
0.71
FTHNX:
0.11
MXMDX:
1.09
FTHNX:
1.01
MXMDX:
0.64
FTHNX:
-0.01
MXMDX:
1.61
FTHNX:
-0.03
MXMDX:
4.23%
FTHNX:
6.95%
MXMDX:
15.86%
FTHNX:
18.27%
MXMDX:
-45.17%
FTHNX:
-37.78%
MXMDX:
-9.61%
FTHNX:
-16.81%
Returns By Period
In the year-to-date period, MXMDX achieves a -0.76% return, which is significantly higher than FTHNX's -1.93% return.
MXMDX
-0.76%
-5.23%
-1.40%
5.20%
7.51%
3.97%
FTHNX
-1.93%
-5.51%
-7.82%
-1.06%
12.64%
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 1.09%, 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 | 1.09% | 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 | 0.45% | 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.
Volatility
MXMDX vs. FTHNX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 4.12%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 4.44%. 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.