MXMVX vs. MXINX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Great-West International Index Fund (MXINX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXMVX vs. MXINX - Performance Comparison
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MXMVX vs. MXINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXMVX achieves a 2.99% return, which is significantly higher than MXINX's 0.95% return. Over the past 10 years, MXMVX has underperformed MXINX with an annualized return of 7.02%, while MXINX has yielded a comparatively higher 8.09% 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%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXMVX vs. MXINX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXINX's 0.65% expense ratio.
Return for Risk
MXMVX vs. MXINX — Risk / Return Rank
MXMVX
MXINX
MXMVX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Great-West International Index Fund (MXINX). 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.
| MXMVX | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.32 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.86 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.56 | -0.54 |
Martin ratioReturn relative to average drawdown | 4.62 | 6.51 | -1.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXMVX | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.32 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.48 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.48 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.29 | -0.10 |
Correlation
The correlation between MXMVX and MXINX is 0.76, 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. MXINX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.81%, more than MXINX's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXMVX vs. MXINX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXINX.
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Drawdown Indicators
| MXMVX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -34.59% | -22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -11.43% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -29.75% | -4.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -34.59% | -10.87% |
Current DrawdownCurrent decline from peak | -5.29% | -8.19% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -8.65% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.27% | -0.03% |
Volatility
MXMVX vs. MXINX - Volatility Comparison
The current volatility for Great-West Mid Cap Value Fund (MXMVX) is 5.17%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXMVX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMVX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 7.84% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 11.28% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.77% | 18.21% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 16.65% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 16.95% | +3.61% |