MXMVX vs. MXLGX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Great-West Large Cap Growth Fund (MXLGX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXMVX vs. MXLGX - Performance Comparison
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MXMVX vs. MXLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 0.64% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
MXLGX Great-West Large Cap Growth Fund | -11.42% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXMVX achieves a 0.64% return, which is significantly higher than MXLGX's -11.42% return. Over the past 10 years, MXMVX has underperformed MXLGX with an annualized return of 6.77%, while MXLGX has yielded a comparatively higher 14.23% annualized return.
MXMVX
- 1D
- -0.63%
- 1M
- -7.27%
- YTD
- 0.64%
- 6M
- 2.86%
- 1Y
- 12.36%
- 3Y*
- 12.07%
- 5Y*
- 4.26%
- 10Y*
- 6.77%
MXLGX
- 1D
- -0.32%
- 1M
- -8.07%
- YTD
- -11.42%
- 6M
- -11.47%
- 1Y
- 8.04%
- 3Y*
- 15.76%
- 5Y*
- 9.08%
- 10Y*
- 14.23%
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MXMVX vs. MXLGX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXLGX's 1.00% expense ratio.
Return for Risk
MXMVX vs. MXLGX — Risk / Return Rank
MXMVX
MXLGX
MXMVX vs. MXLGX - 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 Large Cap Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.32 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.63 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.09 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.54 | +0.22 |
Martin ratioReturn relative to average drawdown | 3.47 | 1.67 | +1.80 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.32 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.42 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.61 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.23 | -0.04 |
Correlation
The correlation between MXMVX and MXLGX is 0.78, 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. MXLGX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.95%, less than MXLGX's 14.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 5.95% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
MXLGX Great-West Large Cap Growth Fund | 14.56% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXMVX vs. MXLGX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXLGX.
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Drawdown Indicators
| MXMVX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -62.98% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -14.95% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -38.07% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -38.07% | -7.39% |
Current DrawdownCurrent decline from peak | -7.45% | -14.95% | +7.50% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -25.99% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.83% | -1.60% |
Volatility
MXMVX vs. MXLGX - Volatility Comparison
The current volatility for Great-West Mid Cap Value Fund (MXMVX) is 4.44%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 4.87%. This indicates that MXMVX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMVX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.87% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 10.95% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 21.40% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 21.84% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 23.40% | -2.85% |