MXMGX vs. VLISX

In the year-to-date period, MXMGX achieves a -2.18% return, which is significantly lower than VLISX's -0.09% return. Over the past 10 years, MXMGX has underperformed VLISX with an annualized return of 4.49%, while VLISX has yielded a comparatively higher 12.60% annualized return.

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MXMGX has a 1.02% expense ratio, which is higher than VLISX's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Vanguard Large-Cap Index Fund Institutional Shares (VLISX). 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.

The current MXMGX Sharpe Ratio is -0.09, which is lower than the VLISX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of MXMGX and VLISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MXMGX has not paid dividends to shareholders, while VLISX's dividend yield for the trailing twelve months is around 1.27%.

The maximum MXMGX drawdown since its inception was -60.97%, which is greater than VLISX's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for MXMGX and VLISX. For additional features, visit the drawdowns tool.

Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Vanguard Large-Cap Index Fund Institutional Shares (VLISX) have volatilities of 6.31% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.