MXMDX vs. MXLSX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Small Cap Value Fund (MXLSX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXMDX vs. MXLSX - Performance Comparison
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MXMDX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, MXMDX has outperformed MXLSX with an annualized return of 9.01%, while MXLSX has yielded a comparatively lower 8.19% 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%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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MXMDX vs. MXLSX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXMDX vs. MXLSX — Risk / Return Rank
MXMDX
MXLSX
MXMDX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.54 | +0.03 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.92 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.77 | +0.01 |
Martin ratioReturn relative to average drawdown | 3.41 | 2.97 | +0.45 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.28 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.37 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.25 | +0.15 |
Correlation
The correlation between MXMDX and MXLSX is 0.95, 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. MXLSX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than MXLSX's 0.47% 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% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXMDX vs. MXLSX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXLSX.
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Drawdown Indicators
| MXMDX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -60.41% | +18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -15.02% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -26.04% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -43.52% | +1.72% |
Current DrawdownCurrent decline from peak | -8.87% | -8.88% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -12.20% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 4.19% | -0.74% |
Volatility
MXMDX vs. MXLSX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to Great-West Small Cap Value Fund (MXLSX) at 5.13%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.13% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 11.94% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 23.41% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 20.90% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 22.28% | -1.10% |