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MXMGX vs. MXVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXMGX and MXVIX 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

MXMGX vs. MXVIX - 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 500 Index Fund (MXVIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MXMGX:

23.62%

MXVIX:

14.40%

Max Drawdown

MXMGX:

-1.08%

MXVIX:

-0.77%

Current Drawdown

MXMGX:

0.00%

MXVIX:

-0.06%

Returns By Period


MXMGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MXVIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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MXMGX vs. MXVIX - Expense Ratio Comparison

MXMGX has a 1.02% expense ratio, which is higher than MXVIX's 0.51% expense ratio.


Risk-Adjusted Performance

MXMGX vs. MXVIX — Risk-Adjusted Performance Rank

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

MXMGX
The Risk-Adjusted Performance Rank of MXMGX is 1010
Overall Rank
The Sharpe Ratio Rank of MXMGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MXMGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of MXMGX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MXMGX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MXMGX is 1010
Martin Ratio Rank

MXVIX
The Risk-Adjusted Performance Rank of MXVIX is 6060
Overall Rank
The Sharpe Ratio Rank of MXVIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of MXVIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MXVIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MXVIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MXVIX is 6161
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.

MXMGX vs. MXVIX - 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 500 Index Fund (MXVIX). 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

MXMGX vs. MXVIX - Dividend Comparison

MXMGX has not paid dividends to shareholders, while MXVIX's dividend yield for the trailing twelve months is around 0.54%.


TTM20242023202220212020201920182017201620152014
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MXVIX
Great-West S&P 500 Index Fund
0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MXMGX vs. MXVIX - Drawdown Comparison

The maximum MXMGX drawdown since its inception was -1.08%, which is greater than MXVIX's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for MXMGX and MXVIX. For additional features, visit the drawdowns tool.


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Volatility

MXMGX vs. MXVIX - Volatility Comparison


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