MXMDX vs. MXMGX

In the year-to-date period, MXMDX achieves a -2.00% return, which is significantly higher than MXMGX's -2.18% return. Over the past 10 years, MXMDX has underperformed MXMGX with an annualized return of 3.64%, while MXMGX has yielded a comparatively higher 4.49% annualized return.

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MXMDX has a 0.55% expense ratio, which is lower than MXMGX's 1.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.

The current MXMDX Sharpe Ratio is 0.04, which is higher than the MXMGX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of MXMDX and MXMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MXMDX's dividend yield for the trailing twelve months is around 1.11%, while MXMGX has not paid dividends to shareholders.

The maximum MXMDX drawdown since its inception was -45.17%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXMGX. For additional features, visit the drawdowns tool.

Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) have volatilities of 6.11% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.