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MXMVX vs. FIUSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMVX vs. FIUSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Mid Cap Value Fund (MXMVX) and Delaware Opportunity Fund (FIUSX). The values are adjusted to include any dividend payments, if applicable.

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MXMVX vs. FIUSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXMVX
Great-West Mid Cap Value Fund
2.99%8.32%15.59%15.15%-27.98%34.87%-0.99%20.49%-13.76%16.62%
FIUSX
Delaware Opportunity Fund
8.09%12.60%14.07%11.68%-9.62%30.95%0.88%29.58%-15.71%18.67%

Returns By Period

In the year-to-date period, MXMVX achieves a 2.99% return, which is significantly lower than FIUSX's 8.09% return. Over the past 10 years, MXMVX has underperformed FIUSX with an annualized return of 7.02%, while FIUSX has yielded a comparatively higher 10.06% annualized return.


MXMVX

1D
2.33%
1M
-5.11%
YTD
2.99%
6M
5.26%
1Y
14.72%
3Y*
12.93%
5Y*
4.74%
10Y*
7.02%

FIUSX

1D
2.44%
1M
-4.39%
YTD
8.09%
6M
10.83%
1Y
27.38%
3Y*
16.22%
5Y*
9.58%
10Y*
10.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXMVX vs. FIUSX - Expense Ratio Comparison

Both MXMVX and FIUSX have an expense ratio of 1.15%.


Return for Risk

MXMVX vs. FIUSX — Risk / Return Rank

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

MXMVX
MXMVX Risk / Return Rank: 3131
Overall Rank
MXMVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
MXMVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MXMVX Omega Ratio Rank: 3131
Omega Ratio Rank
MXMVX Calmar Ratio Rank: 2828
Calmar Ratio Rank
MXMVX Martin Ratio Rank: 3737
Martin Ratio Rank

FIUSX
FIUSX Risk / Return Rank: 8080
Overall Rank
FIUSX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FIUSX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FIUSX Omega Ratio Rank: 7777
Omega Ratio Rank
FIUSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FIUSX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXMVX vs. FIUSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Delaware Opportunity Fund (FIUSX). 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.


MXMVXFIUSXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.50

-0.73

Sortino ratio

Return per unit of downside risk

1.21

2.14

-0.93

Omega ratio

Gain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratio

Return relative to maximum drawdown

1.01

2.05

-1.03

Martin ratio

Return relative to average drawdown

4.62

9.84

-5.22

MXMVX vs. FIUSX - Sharpe Ratio Comparison

The current MXMVX Sharpe Ratio is 0.77, which is lower than the FIUSX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MXMVX and FIUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXMVXFIUSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.50

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.53

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.49

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.44

-0.25

Correlation

The correlation between MXMVX and FIUSX 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

MXMVX vs. FIUSX - Dividend Comparison

MXMVX's dividend yield for the trailing twelve months is around 5.81%, less than FIUSX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
MXMVX
Great-West Mid Cap Value Fund
5.81%5.98%9.03%0.49%2.55%3.29%0.71%0.17%7.06%12.00%0.00%0.00%
FIUSX
Delaware Opportunity Fund
10.67%11.53%12.68%2.85%8.96%5.62%1.60%40.65%12.11%6.00%4.23%1.14%

Drawdowns

MXMVX vs. FIUSX - Drawdown Comparison

The maximum MXMVX drawdown since its inception was -57.13%, roughly equal to the maximum FIUSX drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for MXMVX and FIUSX.


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Drawdown Indicators


MXMVXFIUSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-56.30%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-12.92%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-21.69%

-13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-46.38%

+0.92%

Current Drawdown

Current decline from peak

-5.29%

-4.39%

-0.90%

Average Drawdown

Average peak-to-trough decline

-12.62%

-9.50%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.69%

+0.55%

Volatility

MXMVX vs. FIUSX - Volatility Comparison

The current volatility for Great-West Mid Cap Value Fund (MXMVX) is 5.17%, while Delaware Opportunity Fund (FIUSX) has a volatility of 5.70%. This indicates that MXMVX experiences smaller price fluctuations and is considered to be less risky than FIUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMVXFIUSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.70%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

10.26%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

18.63%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

18.14%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

20.54%

+0.02%