MXMDX vs. MXLGX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Large Cap Growth Fund (MXLGX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXMDX vs. MXLGX - Performance Comparison
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MXMDX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXMDX has underperformed MXLGX with an annualized return of 9.32%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXMDX vs. MXLGX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXMDX vs. MXLGX — Risk / Return Rank
MXMDX
MXLGX
MXMDX vs. MXLGX - 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 Large Cap Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.56 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.99 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.75 | +0.38 |
Martin ratioReturn relative to average drawdown | 4.93 | 2.29 | +2.64 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.56 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.45 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.63 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.23 | +0.18 |
Correlation
The correlation between MXMDX and MXLGX is 0.78, 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. MXLGX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, less than MXLGX's 14.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXMDX vs. MXLGX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXLGX.
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Drawdown Indicators
| MXMDX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -62.98% | +21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.95% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -38.07% | +13.92% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -38.07% | -3.73% |
Current DrawdownCurrent decline from peak | -6.26% | -12.28% | +6.02% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -25.98% | +19.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 4.89% | -1.42% |
Volatility
MXMDX vs. MXLGX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Large Cap Growth Fund (MXLGX) at 6.00%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 6.00% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 11.40% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 21.59% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 21.88% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 23.42% | -2.22% |