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MXMVX vs. HWMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMVX vs. HWMIX - Performance Comparison

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

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MXMVX vs. HWMIX - 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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
6.74%7.87%3.62%19.87%1.63%39.18%0.49%12.97%-19.32%7.69%

Returns By Period

In the year-to-date period, MXMVX achieves a 2.99% return, which is significantly lower than HWMIX's 6.74% return. Over the past 10 years, MXMVX has underperformed HWMIX with an annualized return of 7.02%, while HWMIX has yielded a comparatively higher 9.08% 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%

HWMIX

1D
1.52%
1M
-2.06%
YTD
6.74%
6M
8.96%
1Y
22.13%
3Y*
12.01%
5Y*
9.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXMVX vs. HWMIX - Expense Ratio Comparison

MXMVX has a 1.15% expense ratio, which is higher than HWMIX's 1.01% expense ratio.


Return for Risk

MXMVX vs. HWMIX — 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

HWMIX
HWMIX Risk / Return Rank: 4444
Overall Rank
HWMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HWMIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
HWMIX Omega Ratio Rank: 4444
Omega Ratio Rank
HWMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HWMIX Martin Ratio Rank: 4949
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. HWMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Hotchkis & Wiley Mid-Cap Value Fund (HWMIX). 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.


MXMVXHWMIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.93

-0.16

Sortino ratio

Return per unit of downside risk

1.21

1.41

-0.20

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.01

1.35

-0.34

Martin ratio

Return relative to average drawdown

4.62

5.49

-0.88

MXMVX vs. HWMIX - Sharpe Ratio Comparison

The current MXMVX Sharpe Ratio is 0.77, which is comparable to the HWMIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of MXMVX and HWMIX, 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


MXMVXHWMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.93

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.44

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.36

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.47

-0.28

Correlation

The correlation between MXMVX and HWMIX is 0.88, 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. HWMIX - Dividend Comparison

MXMVX's dividend yield for the trailing twelve months is around 5.81%, more than HWMIX's 1.31% 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%
HWMIX
Hotchkis & Wiley Mid-Cap Value Fund
1.31%1.39%1.15%0.28%0.49%1.28%2.25%1.60%2.99%6.72%1.53%14.67%

Drawdowns

MXMVX vs. HWMIX - Drawdown Comparison

The maximum MXMVX drawdown since its inception was -57.13%, smaller than the maximum HWMIX drawdown of -69.84%. Use the drawdown chart below to compare losses from any high point for MXMVX and HWMIX.


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Drawdown Indicators


MXMVXHWMIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-69.84%

+12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-16.87%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-25.90%

-8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-63.21%

+17.75%

Current Drawdown

Current decline from peak

-5.29%

-3.32%

-1.97%

Average Drawdown

Average peak-to-trough decline

-12.62%

-10.89%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

4.15%

-0.91%

Volatility

MXMVX vs. HWMIX - Volatility Comparison

Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 5.17% compared to Hotchkis & Wiley Mid-Cap Value Fund (HWMIX) at 4.30%. This indicates that MXMVX's price experiences larger fluctuations and is considered to be riskier than HWMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMVXHWMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

4.30%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

12.42%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

23.86%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

22.34%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

25.62%

-5.06%