MXMGX vs. MXISX
Compare and contrast key facts about Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXMGX is managed by T. Rowe Price. It was launched on Jul 1, 1997. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMGX or MXISX.
Key characteristics
| MXMGX | MXISX | |
|---|---|---|
| YTD Return | 11.96% | 13.23% |
| 1Y Return | 21.17% | 25.57% |
| 3Y Return (Ann) | -2.42% | -3.50% |
| 5Y Return (Ann) | 5.82% | 3.80% |
| 10Y Return (Ann) | 5.35% | 2.08% |
| Sharpe Ratio | 1.81 | 1.55 |
| Sortino Ratio | 2.47 | 2.32 |
| Omega Ratio | 1.32 | 1.28 |
| Calmar Ratio | 1.01 | 1.09 |
| Martin Ratio | 8.27 | 8.11 |
| Ulcer Index | 3.01% | 4.00% |
| Daily Std Dev | 13.77% | 20.98% |
| Max Drawdown | -35.88% | -53.77% |
| Current Drawdown | -8.54% | -10.75% |
Correlation
The correlation between MXMGX and MXISX is 0.86, 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
MXMGX vs. MXISX - Performance Comparison
In the year-to-date period, MXMGX achieves a 11.96% return, which is significantly lower than MXISX's 13.23% return. Over the past 10 years, MXMGX has outperformed MXISX with an annualized return of 5.35%, while MXISX has yielded a comparatively lower 2.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXMGX vs. MXISX - Expense Ratio Comparison
MXMGX has a 1.02% expense ratio, which is higher than MXISX's 0.56% expense ratio.
Risk-Adjusted Performance
MXMGX vs. MXISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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.
Dividends
MXMGX vs. MXISX - Dividend Comparison
MXMGX has not paid dividends to shareholders, while MXISX's dividend yield for the trailing twelve months is around 0.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 0.00% | 0.00% | 0.02% | 0.18% | 0.00% | 0.01% | 0.10% | 0.31% | 0.05% | 0.02% | 0.82% | 0.05% |
MXISX Great-West S&P Small Cap 600 Index Fund | 0.17% | 0.52% | 0.54% | 2.10% | 1.26% | 0.61% | 1.49% | 1.61% | 0.92% | 1.26% | 1.22% | 1.24% |
Drawdowns
MXMGX vs. MXISX - Drawdown Comparison
The maximum MXMGX drawdown since its inception was -35.88%, smaller than the maximum MXISX drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for MXMGX and MXISX. For additional features, visit the drawdowns tool.
Volatility
MXMGX vs. MXISX - Volatility Comparison
The current volatility for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) is 3.60%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 7.60%. This indicates that MXMGX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.