MXMGX vs. MXMDX
Compare and contrast key facts about Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXMGX is managed by T. Rowe Price. It was launched on Jul 1, 1997. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXMGX vs. MXMDX - Performance Comparison
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MXMGX vs. MXMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MXMGX
MXMDX
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.
| MXMGX | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.78 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.24 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.18 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.13 | -0.76 |
Martin ratioReturn relative to average drawdown | 1.54 | 4.93 | -3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXMGX | MXMDX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
| MXMGX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.80% | -6.26% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -6.00% | -5.85% |
Ulcer IndexDepth 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
| MXMGX | MXMDX | Difference | |
|---|---|---|---|
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% |