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MXMDX vs. VMCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXMDX and VMCIX is 1.00, 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.


Performance

MXMDX vs. VMCIX - 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 Mid-Cap Index Fund Institutional Shares (VMCIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MXMDX:

17.60%

VMCIX:

10.20%

Max Drawdown

MXMDX:

-0.66%

VMCIX:

-0.60%

Current Drawdown

MXMDX:

-0.10%

VMCIX:

0.00%

Returns By Period


MXMDX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VMCIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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

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

MXMDX
The Risk-Adjusted Performance Rank of MXMDX is 1717
Overall Rank
The Sharpe Ratio Rank of MXMDX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of MXMDX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MXMDX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MXMDX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MXMDX is 1717
Martin Ratio Rank

VMCIX
The Risk-Adjusted Performance Rank of VMCIX is 6060
Overall Rank
The Sharpe Ratio Rank of VMCIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VMCIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VMCIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VMCIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VMCIX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.15%, less than VMCIX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
MXMDX
Great-West S&P Mid Cap 400 Index Fund
1.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MXMDX vs. VMCIX - Drawdown Comparison

The maximum MXMDX drawdown since its inception was -0.66%, which is greater than VMCIX's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for MXMDX and VMCIX. For additional features, visit the drawdowns tool.


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Volatility

MXMDX vs. VMCIX - Volatility Comparison


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