MXMDX vs. MXIVX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West International Value Fund (MXIVX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXIVX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXMDX vs. MXIVX - Performance Comparison
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MXMDX vs. MXIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | -0.47% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly higher than MXIVX's -1.26% return. Over the past 10 years, MXMDX has outperformed MXIVX with an annualized return of 9.01%, while MXIVX has yielded a comparatively lower 8.52% annualized return.
MXMDX
- 1D
- -0.80%
- 1M
- -8.07%
- YTD
- -0.47%
- 6M
- 0.97%
- 1Y
- 13.42%
- 3Y*
- 10.38%
- 5Y*
- 5.69%
- 10Y*
- 9.01%
MXIVX
- 1D
- 0.38%
- 1M
- -10.51%
- YTD
- -1.26%
- 6M
- 4.58%
- 1Y
- 24.18%
- 3Y*
- 16.45%
- 5Y*
- 9.22%
- 10Y*
- 8.52%
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MXMDX vs. MXIVX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXIVX's 1.07% expense ratio.
Return for Risk
MXMDX vs. MXIVX — Risk / Return Rank
MXMDX
MXIVX
MXMDX vs. MXIVX - 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 Great-West International Value Fund (MXIVX). 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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.37 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.86 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.73 | -0.95 |
Martin ratioReturn relative to average drawdown | 3.41 | 7.32 | -3.91 |
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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.37 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.59 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.44 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.16 | +0.25 |
Correlation
The correlation between MXMDX and MXIVX is 0.72, 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. MXIVX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than MXIVX's 6.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.69% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
MXIVX Great-West International Value Fund | 6.04% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Drawdowns
MXMDX vs. MXIVX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXIVX.
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Drawdown Indicators
| MXMDX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -76.77% | +34.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.65% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -29.13% | +4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.18% | -8.62% |
Current DrawdownCurrent decline from peak | -8.87% | -10.51% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -22.30% | +16.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.22% | +0.23% |
Volatility
MXMDX vs. MXIVX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 5.75%, while Great-West International Value Fund (MXIVX) has a volatility of 6.34%. This indicates that MXMDX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 6.34% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 9.99% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 16.88% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 15.88% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 19.34% | +1.84% |