MXMDX vs. PFSLX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Paradigm Select Fund (PFSLX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. PFSLX is managed by Paradigm Funds. It was launched on Jan 3, 2005.
Performance
MXMDX vs. PFSLX - Performance Comparison
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MXMDX vs. PFSLX - 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% |
PFSLX Paradigm Select Fund | 11.83% | 13.27% | 16.73% | 26.94% | -26.44% | 31.16% | 26.05% | 38.32% | -9.93% | 16.13% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly lower than PFSLX's 11.83% return. Over the past 10 years, MXMDX has underperformed PFSLX with an annualized return of 9.32%, while PFSLX has yielded a comparatively higher 14.28% 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%
PFSLX
- 1D
- 4.93%
- 1M
- -5.75%
- YTD
- 11.83%
- 6M
- 22.96%
- 1Y
- 45.46%
- 3Y*
- 19.79%
- 5Y*
- 9.58%
- 10Y*
- 14.28%
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MXMDX vs. PFSLX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than PFSLX's 1.16% expense ratio.
Return for Risk
MXMDX vs. PFSLX — Risk / Return Rank
MXMDX
PFSLX
MXMDX vs. PFSLX - 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 Paradigm Select Fund (PFSLX). 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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.65 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.30 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.36 | -2.23 |
Martin ratioReturn relative to average drawdown | 4.93 | 12.98 | -8.04 |
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 | PFSLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.65 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.02 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.04 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.05 | +0.37 |
Correlation
The correlation between MXMDX and PFSLX is 0.88, 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. PFSLX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than PFSLX's 0.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PFSLX Paradigm Select Fund | 0.13% | 0.14% | 0.02% | 0.31% | 0.01% | 0.17% | 0.11% | 0.58% | 2.93% | 3.89% | 0.74% | 9.40% |
Drawdowns
MXMDX vs. PFSLX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum PFSLX drawdown of -93.50%. Use the drawdown chart below to compare losses from any high point for MXMDX and PFSLX.
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Drawdown Indicators
| MXMDX | PFSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -93.50% | +51.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -13.70% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -93.50% | +69.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -93.50% | +51.70% |
Current DrawdownCurrent decline from peak | -6.26% | -89.23% | +82.97% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -13.35% | +7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.55% | -0.08% |
Volatility
MXMDX vs. PFSLX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 6.50%, while Paradigm Select Fund (PFSLX) has a volatility of 11.60%. This indicates that MXMDX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | PFSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 11.60% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 18.65% | -6.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 28.15% | -5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 475.26% | -455.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 336.39% | -315.19% |