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MXMDX vs. VEMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMDX vs. VEMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). The values are adjusted to include any dividend payments, if applicable.

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MXMDX vs. VEMPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXMDX
MXMDX Risk / Return Rank: 3535
Overall Rank
MXMDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 3333
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 4444
Martin Ratio Rank

VEMPX
VEMPX Risk / Return Rank: 4949
Overall Rank
VEMPX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VEMPX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VEMPX Omega Ratio Rank: 4141
Omega Ratio Rank
VEMPX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEMPX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MXMDXVEMPXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.91

-0.13

Sortino ratio

Return per unit of downside risk

1.24

1.41

-0.16

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.39

-0.26

Martin ratio

Return relative to average drawdown

4.93

5.71

-0.78

MXMDX vs. VEMPX - Sharpe Ratio Comparison

The current MXMDX Sharpe Ratio is 0.78, which is comparable to the VEMPX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MXMDX and VEMPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXMDXVEMPXDifference

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.


TTM20252024202320222021202020192018201720162015
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


MXMDXVEMPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.26%

-7.17%

+0.91%

Average Drawdown

Average peak-to-trough decline

-6.00%

-8.04%

+2.04%

Ulcer Index

Depth 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


MXMDXVEMPXDifference

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%