MXMDX vs. FZFLX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. FZFLX is managed by Fidelity. It was launched on Aug 12, 2015.
Performance
MXMDX vs. FZFLX - Performance Comparison
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MXMDX vs. FZFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 7.81% | 10.76% | 15.52% | 17.75% | -15.62% | 20.40% | 19.78% | 31.96% | -9.25% | 18.41% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly lower than FZFLX's 7.81% return. Over the past 10 years, MXMDX has underperformed FZFLX with an annualized return of 9.32%, while FZFLX has yielded a comparatively higher 12.08% annualized return.
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
FZFLX
- 1D
- 5.00%
- 1M
- -6.21%
- YTD
- 7.81%
- 6M
- 9.60%
- 1Y
- 26.35%
- 3Y*
- 16.05%
- 5Y*
- 8.15%
- 10Y*
- 12.08%
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MXMDX vs. FZFLX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than FZFLX's 0.05% expense ratio.
Return for Risk
MXMDX vs. FZFLX — Risk / Return Rank
MXMDX
FZFLX
MXMDX vs. FZFLX - 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 SAI Small-Mid Cap 500 Index Fund (FZFLX). 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 | FZFLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.13 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.66 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.73 | -0.59 |
Martin ratioReturn relative to average drawdown | 4.93 | 7.43 | -2.50 |
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 | FZFLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.13 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.40 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.58 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.54 | -0.12 |
Correlation
The correlation between MXMDX and FZFLX 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. FZFLX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, less than FZFLX's 53.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% | 0.00% | 0.00% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 53.58% | 57.77% | 10.20% | 2.35% | 79.79% | 50.77% | 7.19% | 6.49% | 7.69% | 1.68% | 0.93% | 0.67% |
Drawdowns
MXMDX vs. FZFLX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, roughly equal to the maximum FZFLX drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for MXMDX and FZFLX.
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Drawdown Indicators
| MXMDX | FZFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -42.03% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.54% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -24.77% | +0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -42.03% | +0.23% |
Current DrawdownCurrent decline from peak | -6.26% | -6.21% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.81% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.38% | +0.09% |
Volatility
MXMDX vs. FZFLX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 6.50%, while Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a volatility of 11.32%. This indicates that MXMDX experiences smaller price fluctuations and is considered to be less risky than FZFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | FZFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 11.32% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 16.31% | -4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 24.32% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 20.78% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 20.91% | +0.29% |