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MXMVX vs. RSVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMVX vs. RSVAX - Performance Comparison

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

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MXMVX vs. RSVAX - 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%
RSVAX
Victory RS Value Fund
1.67%4.58%12.58%7.63%-2.98%27.30%-2.60%31.36%-10.84%17.37%

Returns By Period

In the year-to-date period, MXMVX achieves a 2.99% return, which is significantly higher than RSVAX's 1.67% return. Over the past 10 years, MXMVX has underperformed RSVAX with an annualized return of 7.02%, while RSVAX has yielded a comparatively higher 8.92% 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%

RSVAX

1D
1.80%
1M
-6.09%
YTD
1.67%
6M
3.14%
1Y
7.80%
3Y*
8.50%
5Y*
7.01%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXMVX vs. RSVAX - Expense Ratio Comparison

MXMVX has a 1.15% expense ratio, which is lower than RSVAX's 1.30% expense ratio.


Return for Risk

MXMVX vs. RSVAX — 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

RSVAX
RSVAX Risk / Return Rank: 1717
Overall Rank
RSVAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
RSVAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSVAX Omega Ratio Rank: 1414
Omega Ratio Rank
RSVAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSVAX Martin Ratio Rank: 2222
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. RSVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Victory RS Value Fund (RSVAX). 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.


MXMVXRSVAXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.50

+0.26

Sortino ratio

Return per unit of downside risk

1.21

0.81

+0.40

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.01

0.72

+0.29

Martin ratio

Return relative to average drawdown

4.62

2.97

+1.65

MXMVX vs. RSVAX - Sharpe Ratio Comparison

The current MXMVX Sharpe Ratio is 0.77, which is higher than the RSVAX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MXMVX and RSVAX, 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


MXMVXRSVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.50

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.39

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.47

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.40

-0.21

Correlation

The correlation between MXMVX and RSVAX is 0.91, 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. RSVAX - Dividend Comparison

MXMVX's dividend yield for the trailing twelve months is around 5.81%, less than RSVAX's 8.69% 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%
RSVAX
Victory RS Value Fund
8.69%8.83%9.89%6.48%6.33%14.14%1.93%7.38%15.47%25.04%12.47%9.35%

Drawdowns

MXMVX vs. RSVAX - Drawdown Comparison

The maximum MXMVX drawdown since its inception was -57.13%, roughly equal to the maximum RSVAX drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for MXMVX and RSVAX.


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Drawdown Indicators


MXMVXRSVAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-59.23%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-12.06%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-23.58%

-11.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-43.49%

-1.97%

Current Drawdown

Current decline from peak

-5.29%

-6.16%

+0.87%

Average Drawdown

Average peak-to-trough decline

-12.62%

-13.88%

+1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.92%

+0.32%

Volatility

MXMVX vs. RSVAX - Volatility Comparison

Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 5.17% compared to Victory RS Value Fund (RSVAX) at 4.16%. This indicates that MXMVX's price experiences larger fluctuations and is considered to be riskier than RSVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMVXRSVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

4.16%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

9.05%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

16.29%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

18.18%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

19.20%

+1.36%