MXMDX vs. JNVSX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Jensen Quality Value Fund (JNVSX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. JNVSX is managed by Jensen. It was launched on Mar 31, 2010.
Performance
MXMDX vs. JNVSX - Performance Comparison
Loading graphics...
MXMDX vs. JNVSX - 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% |
JNVSX Jensen Quality Value Fund | -2.61% | -2.58% | 9.40% | 18.58% | -15.83% | 60.71% | 14.79% | 27.58% | -9.03% | 15.08% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than JNVSX's -2.61% return. Over the past 10 years, MXMDX has underperformed JNVSX with an annualized return of 9.32%, while JNVSX has yielded a comparatively higher 10.78% 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%
JNVSX
- 1D
- 1.20%
- 1M
- -7.83%
- YTD
- -2.61%
- 6M
- -6.59%
- 1Y
- -2.89%
- 3Y*
- 5.33%
- 5Y*
- 8.67%
- 10Y*
- 10.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXMDX vs. JNVSX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than JNVSX's 1.05% expense ratio.
Return for Risk
MXMDX vs. JNVSX — Risk / Return Rank
MXMDX
JNVSX
MXMDX vs. JNVSX - 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 Jensen Quality Value Fund (JNVSX). 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 | JNVSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | -0.16 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.24 | -0.11 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | -0.16 | +1.29 |
Martin ratioReturn relative to average drawdown | 4.93 | -0.38 | +5.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXMDX | JNVSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | -0.16 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.43 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.56 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.57 | -0.16 |
Correlation
The correlation between MXMDX and JNVSX is 0.86, 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. JNVSX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, less than JNVSX's 11.51% 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% |
JNVSX Jensen Quality Value Fund | 11.51% | 11.31% | 6.15% | 0.56% | 2.69% | 22.40% | 1.27% | 5.13% | 6.15% | 4.14% | 1.34% | 17.62% |
Drawdowns
MXMDX vs. JNVSX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than JNVSX's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for MXMDX and JNVSX.
Loading graphics...
Drawdown Indicators
| MXMDX | JNVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -34.52% | -7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -10.62% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -24.56% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -34.52% | -7.28% |
Current DrawdownCurrent decline from peak | -6.26% | -10.92% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.13% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.49% | -1.02% |
Volatility
MXMDX vs. JNVSX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Jensen Quality Value Fund (JNVSX) at 3.78%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than JNVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXMDX | JNVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 3.78% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.33% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 16.24% | +6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 20.45% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 19.26% | +1.94% |