MXMDX vs. QCGDX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Quantified Common Ground Fund (QCGDX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019.
Performance
MXMDX vs. QCGDX - Performance Comparison
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MXMDX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 0.12% |
QCGDX Quantified Common Ground Fund | 5.59% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly lower than QCGDX's 5.59% 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%
QCGDX
- 1D
- 2.59%
- 1M
- -2.22%
- YTD
- 5.59%
- 6M
- 7.10%
- 1Y
- 8.34%
- 3Y*
- 10.05%
- 5Y*
- 7.31%
- 10Y*
- —
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MXMDX vs. QCGDX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Return for Risk
MXMDX vs. QCGDX — Risk / Return Rank
MXMDX
QCGDX
MXMDX vs. QCGDX - 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 Quantified Common Ground Fund (QCGDX). 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 | QCGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.65 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.99 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.14 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.13 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.42 | +0.52 |
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 | QCGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.50 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.59 | -0.18 |
Correlation
The correlation between MXMDX and QCGDX is 0.75, 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. QCGDX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than QCGDX's 0.66% 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% |
QCGDX Quantified Common Ground Fund | 0.66% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXMDX vs. QCGDX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for MXMDX and QCGDX.
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Drawdown Indicators
| MXMDX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -22.37% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -8.85% | -5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -20.18% | -3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -2.22% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -6.27% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.26% | +1.21% |
Volatility
MXMDX vs. QCGDX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Quantified Common Ground Fund (QCGDX) at 5.64%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.64% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.86% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 13.74% | +9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 14.81% | +5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 16.56% | +4.64% |