MXMGX vs. ^GSPC

In the year-to-date period, MXMGX achieves a -2.18% return, which is significantly lower than ^GSPC's -0.64% return. Over the past 10 years, MXMGX has underperformed ^GSPC with an annualized return of 4.49%, while ^GSPC has yielded a comparatively higher 10.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and S&P 500 (^GSPC). 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 ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MXMGX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum MXMGX drawdown since its inception was -60.97%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MXMGX and ^GSPC. For additional features, visit the drawdowns tool.

Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) and S&P 500 (^GSPC) have volatilities of 6.31% and 6.29%, 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.