MXMDX vs. MXMVX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Mid Cap Value Fund (MXMVX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXMVX is managed by Great-West. It was launched on May 15, 2008.
Performance
MXMDX vs. MXMVX - Performance Comparison
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MXMDX vs. MXMVX - 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% |
MXMVX Great-West Mid Cap Value Fund | 2.99% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly lower than MXMVX's 2.99% return. Over the past 10 years, MXMDX has outperformed MXMVX with an annualized return of 9.32%, while MXMVX has yielded a comparatively lower 7.02% 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%
MXMVX
- 1D
- 2.33%
- 1M
- -5.11%
- YTD
- 2.99%
- 6M
- 5.26%
- 1Y
- 14.72%
- 3Y*
- 12.93%
- 5Y*
- 4.74%
- 10Y*
- 7.02%
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MXMDX vs. MXMVX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXMVX's 1.15% expense ratio.
Return for Risk
MXMDX vs. MXMVX — Risk / Return Rank
MXMDX
MXMVX
MXMDX vs. MXMVX - 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 Mid Cap Value Fund (MXMVX). 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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.77 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.21 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.01 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.62 | +0.32 |
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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.77 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.25 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.34 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.19 | +0.22 |
Correlation
The correlation between MXMDX and MXMVX is 0.96, 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. MXMVX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than MXMVX's 5.81% 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% |
MXMVX Great-West Mid Cap Value Fund | 5.81% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
Drawdowns
MXMDX vs. MXMVX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXMVX drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXMVX.
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Drawdown Indicators
| MXMDX | MXMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -57.13% | +15.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.03% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -34.69% | +10.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -45.46% | +3.66% |
Current DrawdownCurrent decline from peak | -6.26% | -5.29% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -12.62% | +6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.24% | +0.23% |
Volatility
MXMDX vs. MXMVX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Mid Cap Value Fund (MXMVX) at 5.17%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.17% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.93% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 20.77% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 19.69% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 20.56% | +0.64% |