Correlation
The correlation between MXMVX and MXREX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
MXMVX vs. MXREX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Great-West Real Estate Index Fund (MXREX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMVX or MXREX.
Performance
MXMVX vs. MXREX - Performance Comparison
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Key characteristics
MXMVX:
0.42
MXREX:
0.65
MXMVX:
0.70
MXREX:
1.02
MXMVX:
1.10
MXREX:
1.15
MXMVX:
0.38
MXREX:
0.63
MXMVX:
1.31
MXREX:
2.39
MXMVX:
6.01%
MXREX:
5.83%
MXMVX:
19.40%
MXREX:
20.72%
MXMVX:
-45.46%
MXREX:
-43.89%
MXMVX:
-7.37%
MXREX:
-10.38%
Returns By Period
In the year-to-date period, MXMVX achieves a -1.16% return, which is significantly lower than MXREX's 0.08% return. Over the past 10 years, MXMVX has outperformed MXREX with an annualized return of 7.69%, while MXREX has yielded a comparatively lower 4.33% annualized return.
MXMVX
-1.16%
4.85%
-7.37%
6.69%
6.78%
14.07%
7.69%
MXREX
0.08%
1.77%
-7.64%
13.43%
1.69%
8.37%
4.33%
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MXMVX vs. MXREX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXREX's 0.70% expense ratio.
Risk-Adjusted Performance
MXMVX vs. MXREX — Risk-Adjusted Performance Rank
MXMVX
MXREX
MXMVX vs. MXREX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Great-West Real Estate Index Fund (MXREX). 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.
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Dividends
MXMVX vs. MXREX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 9.14%, more than MXREX's 6.73% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 9.14% | 9.03% | 0.49% | 2.56% | 18.85% | 0.71% | 0.17% | 8.52% | 12.87% | 2.81% | 8.61% | 17.67% |
MXREX Great-West Real Estate Index Fund | 6.73% | 6.73% | 1.83% | 4.68% | 1.93% | 1.60% | 4.55% | 4.11% | 4.31% | 8.97% | 6.32% | 3.28% |
Drawdowns
MXMVX vs. MXREX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -45.46%, roughly equal to the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXREX.
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Volatility
MXMVX vs. MXREX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 5.34% compared to Great-West Real Estate Index Fund (MXREX) at 4.94%. This indicates that MXMVX's price experiences larger fluctuations and is considered to be riskier than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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