Correlation
The correlation between MXMDX and VMCIX is 0.85, 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.
MXMDX vs. VMCIX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. VMCIX is managed by Vanguard. It was launched on May 21, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMDX or VMCIX.
Performance
MXMDX vs. VMCIX - Performance Comparison
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Key characteristics
MXMDX:
0.11
VMCIX:
0.68
MXMDX:
0.40
VMCIX:
1.18
MXMDX:
1.05
VMCIX:
1.17
MXMDX:
0.15
VMCIX:
0.74
MXMDX:
0.45
VMCIX:
2.69
MXMDX:
7.95%
VMCIX:
5.22%
MXMDX:
22.49%
VMCIX:
18.46%
MXMDX:
-41.80%
VMCIX:
-58.86%
MXMDX:
-11.19%
VMCIX:
-3.98%
Returns By Period
In the year-to-date period, MXMDX achieves a -3.67% return, which is significantly lower than VMCIX's 3.06% return. Over the past 10 years, MXMDX has underperformed VMCIX with an annualized return of 8.06%, while VMCIX has yielded a comparatively higher 9.39% annualized return.
MXMDX
-3.67%
2.22%
-10.35%
2.54%
6.99%
11.14%
8.06%
VMCIX
3.06%
3.80%
-3.66%
12.52%
9.28%
11.66%
9.39%
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MXMDX vs. VMCIX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than VMCIX's 0.04% expense ratio.
Risk-Adjusted Performance
MXMDX vs. VMCIX — Risk-Adjusted Performance Rank
MXMDX
VMCIX
MXMDX vs. VMCIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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.
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Dividends
MXMDX vs. VMCIX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 3.15%, more than VMCIX's 1.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 3.15% | 3.04% | 4.76% | 4.35% | 5.23% | 5.74% | 3.74% | 8.23% | 5.53% | 4.28% | 6.92% | 4.93% |
VMCIX Vanguard Mid-Cap Index Fund Institutional Shares | 1.53% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.83% | 1.36% | 1.46% | 1.48% | 1.29% |
Drawdowns
MXMDX vs. VMCIX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for MXMDX and VMCIX.
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Volatility
MXMDX vs. VMCIX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.99% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 4.51%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than VMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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