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:
0.81
FTHNX:
0.41
MXMDX:
1.22
FTHNX:
0.66
MXMDX:
1.15
FTHNX:
1.09
MXMDX:
0.85
FTHNX:
0.50
MXMDX:
4.12
FTHNX:
1.80
MXMDX:
3.16%
FTHNX:
4.17%
MXMDX:
16.14%
FTHNX:
18.38%
MXMDX:
-45.17%
FTHNX:
-37.78%
MXMDX:
-6.44%
FTHNX:
-14.93%
Returns By Period
In the year-to-date period, MXMDX achieves a 14.08% return, which is significantly higher than FTHNX's 8.81% return.
MXMDX
14.08%
-5.71%
7.81%
13.01%
6.23%
4.59%
FTHNX
8.81%
-14.07%
2.02%
7.82%
10.94%
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 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
Neither MXMDX nor FTHNX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 0.00% | 0.44% | 0.46% | 1.41% | 0.88% | 0.28% | 0.83% | 0.59% | 0.55% | 1.03% | 1.42% | 1.46% |
FTHNX Fuller & Thaler Behavioral Small-Cap Equity Fund | 0.00% | 0.76% | 0.45% | 0.15% | 0.11% | 0.11% | 0.21% | 0.09% | 0.36% | 1.65% | 0.00% | 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 4.44%, while Fuller & Thaler Behavioral Small-Cap Equity Fund (FTHNX) has a volatility of 8.39%. 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.