MXMDX vs. VEMPX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Performance
MXMDX vs. VEMPX - Performance Comparison
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MXMDX vs. VEMPX - 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -1.26% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than VEMPX's -1.26% return. Over the past 10 years, MXMDX has underperformed VEMPX with an annualized return of 9.32%, while VEMPX has yielded a comparatively higher 10.95% 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%
VEMPX
- 1D
- 3.43%
- 1M
- -5.35%
- YTD
- -1.26%
- 6M
- -1.36%
- 1Y
- 20.17%
- 3Y*
- 15.09%
- 5Y*
- 4.01%
- 10Y*
- 10.95%
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MXMDX vs. VEMPX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Return for Risk
MXMDX vs. VEMPX — Risk / Return Rank
MXMDX
VEMPX
MXMDX vs. VEMPX - 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 Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.91 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.41 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.39 | -0.26 |
Martin ratioReturn relative to average drawdown | 4.93 | 5.71 | -0.78 |
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 | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.91 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.18 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.49 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.50 | -0.09 |
Correlation
The correlation between MXMDX and VEMPX is 0.92, 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. VEMPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than VEMPX's 1.19% 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% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.19% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Drawdowns
MXMDX vs. VEMPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, roughly equal to the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for MXMDX and VEMPX.
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Drawdown Indicators
| MXMDX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -41.62% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.63% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -36.32% | +12.17% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -41.62% | -0.18% |
Current DrawdownCurrent decline from peak | -6.26% | -7.17% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -8.04% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.57% | -0.10% |
Volatility
MXMDX vs. VEMPX - Volatility Comparison
The current volatility for Great-West S&P Mid Cap 400 Index Fund (MXMDX) is 6.50%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 7.02%. This indicates that MXMDX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 7.02% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 13.51% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 22.99% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 22.38% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 22.33% | -1.13% |