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MXMGX vs. MXMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMGX vs. MXMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). The values are adjusted to include any dividend payments, if applicable.

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MXMGX vs. MXMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
-4.17%2.99%9.02%19.61%-22.82%15.25%23.65%31.28%-2.80%23.89%
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%

Returns By Period

In the year-to-date period, MXMGX achieves a -4.17% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, MXMGX has underperformed MXMDX with an annualized return of 8.61%, while MXMDX has yielded a comparatively higher 9.32% annualized return.


MXMGX

1D
2.78%
1M
-6.55%
YTD
-4.17%
6M
-3.36%
1Y
6.23%
3Y*
6.27%
5Y*
2.05%
10Y*
8.61%

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

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MXMGX vs. MXMDX - Expense Ratio Comparison

MXMGX has a 1.02% expense ratio, which is higher than MXMDX's 0.55% expense ratio.


Return for Risk

MXMGX vs. MXMDX — Risk / Return Rank

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

MXMGX
MXMGX Risk / Return Rank: 1212
Overall Rank
MXMGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MXMGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MXMGX Omega Ratio Rank: 1212
Omega Ratio Rank
MXMGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MXMGX Martin Ratio Rank: 1414
Martin Ratio Rank

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
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.

MXMGX vs. MXMDX - Risk-Adjusted Trends 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 Mid Cap 400 Index Fund (MXMDX). 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.


MXMGXMXMDXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.78

-0.45

Sortino ratio

Return per unit of downside risk

0.64

1.24

-0.60

Omega ratio

Gain probability vs. loss probability

1.09

1.18

-0.09

Calmar ratio

Return relative to maximum drawdown

0.38

1.13

-0.76

Martin ratio

Return relative to average drawdown

1.54

4.93

-3.39

MXMGX vs. MXMDX - Sharpe Ratio Comparison

The current MXMGX Sharpe Ratio is 0.33, which is lower than the MXMDX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MXMGX and MXMDX, 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


MXMGXMXMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.78

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.32

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.44

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.42

-0.14

Correlation

The correlation between MXMGX and MXMDX 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

MXMGX vs. MXMDX - Dividend Comparison

MXMGX's dividend yield for the trailing twelve months is around 1.75%, less than MXMDX's 6.50% yield.


TTM202520242023202220212020201920182017
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
1.75%1.68%3.66%2.39%2.66%4.92%2.74%2.19%6.13%4.53%
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%

Drawdowns

MXMGX vs. MXMDX - Drawdown Comparison

The maximum MXMGX drawdown since its inception was -60.97%, which is greater than MXMDX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXMGX and MXMDX.


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Drawdown Indicators


MXMGXMXMDXDifference

Max Drawdown

Largest peak-to-trough decline

-60.97%

-41.80%

-19.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.47%

-14.12%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-32.33%

-24.15%

-8.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

-41.80%

+5.92%

Current Drawdown

Current decline from peak

-7.80%

-6.26%

-1.54%

Average Drawdown

Average peak-to-trough decline

-11.85%

-6.00%

-5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.47%

+0.02%

Volatility

MXMGX vs. MXMDX - Volatility Comparison

The current volatility for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) is 5.74%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 6.50%. This indicates that MXMGX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMGXMXMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

6.50%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

11.83%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

22.79%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

20.00%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

21.20%

-2.27%