MXMGX vs. VSCIX
Compare and contrast key facts about Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX).
MXMGX is managed by T. Rowe Price. It was launched on Jul 1, 1997. VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMGX or VSCIX.
Key characteristics
| MXMGX | VSCIX | |
|---|---|---|
| YTD Return | 12.60% | 19.88% |
| 1Y Return | 26.58% | 41.71% |
| 3Y Return (Ann) | -2.02% | 3.58% |
| 5Y Return (Ann) | 6.20% | 11.26% |
| 10Y Return (Ann) | 5.43% | 9.82% |
| Sharpe Ratio | 1.82 | 2.26 |
| Sortino Ratio | 2.49 | 3.16 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 0.92 | 1.83 |
| Martin Ratio | 8.38 | 12.94 |
| Ulcer Index | 3.01% | 3.08% |
| Daily Std Dev | 13.83% | 17.62% |
| Max Drawdown | -35.88% | -59.66% |
| Current Drawdown | -8.01% | 0.00% |
Correlation
The correlation between MXMGX and VSCIX is 0.91, 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. VSCIX - Performance Comparison
In the year-to-date period, MXMGX achieves a 12.60% return, which is significantly lower than VSCIX's 19.88% return. Over the past 10 years, MXMGX has underperformed VSCIX with an annualized return of 5.43%, while VSCIX has yielded a comparatively higher 9.82% 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. VSCIX - Expense Ratio Comparison
MXMGX has a 1.02% expense ratio, which is higher than VSCIX's 0.04% expense ratio.
Risk-Adjusted Performance
MXMGX vs. VSCIX - 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 Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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. VSCIX - Dividend Comparison
MXMGX has not paid dividends to shareholders, while VSCIX's dividend yield for the trailing twelve months is around 1.31%.
| 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% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.31% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% | 1.31% |
Drawdowns
MXMGX vs. VSCIX - Drawdown Comparison
The maximum MXMGX drawdown since its inception was -35.88%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for MXMGX and VSCIX. For additional features, visit the drawdowns tool.
Volatility
MXMGX vs. VSCIX - Volatility Comparison
The current volatility for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) is 3.65%, while Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a volatility of 5.35%. This indicates that MXMGX experiences smaller price fluctuations and is considered to be less risky than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.