MXMDX vs. MXVIX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West S&P 500 Index Fund (MXVIX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXMDX vs. MXVIX - Performance Comparison
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MXMDX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXMDX has underperformed MXVIX with an annualized return of 9.01%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXMDX vs. MXVIX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXMDX vs. MXVIX — Risk / Return Rank
MXMDX
MXVIX
MXMDX vs. MXVIX - 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 S&P 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.70 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.17 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.99 | -0.22 |
Martin ratioReturn relative to average drawdown | 3.41 | 4.71 | -1.30 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.70 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.64 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.71 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.44 | -0.03 |
Correlation
The correlation between MXMDX and MXVIX is 0.87, 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. MXVIX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXMDX vs. MXVIX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXVIX.
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Drawdown Indicators
| MXMDX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -58.12% | +16.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -12.13% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -24.74% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.82% | -7.98% |
Current DrawdownCurrent decline from peak | -8.87% | -8.94% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -8.74% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.90% | +0.55% |
Volatility
MXMDX vs. MXVIX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to Great-West S&P 500 Index Fund (MXVIX) at 4.23%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.23% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 9.07% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 19.21% | +3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 17.17% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 18.18% | +3.00% |