MXMVX vs. VMFVX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. VMFVX is managed by Vanguard. It was launched on Nov 2, 2010.
Performance
MXMVX vs. VMFVX - Performance Comparison
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MXMVX vs. VMFVX - 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% |
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares | 1.00% | 7.57% | 10.59% | 16.49% | -7.03% | 30.54% | 3.68% | 26.18% | -11.90% | 12.27% |
Returns By Period
In the year-to-date period, MXMVX achieves a 0.64% return, which is significantly lower than VMFVX's 1.00% return. Over the past 10 years, MXMVX has underperformed VMFVX with an annualized return of 6.77%, while VMFVX has yielded a comparatively higher 10.07% 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%
VMFVX
- 1D
- 2.29%
- 1M
- -5.52%
- YTD
- 1.00%
- 6M
- 2.62%
- 1Y
- 12.45%
- 3Y*
- 10.94%
- 5Y*
- 7.21%
- 10Y*
- 10.07%
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MXMVX vs. VMFVX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than VMFVX's 0.08% expense ratio.
Return for Risk
MXMVX vs. VMFVX — Risk / Return Rank
MXMVX
VMFVX
MXMVX vs. VMFVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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 | VMFVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.63 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.03 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 0.91 | -0.15 |
Martin ratioReturn relative to average drawdown | 3.47 | 3.44 | +0.03 |
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 | VMFVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.63 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.37 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.46 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.50 | -0.31 |
Correlation
The correlation between MXMVX and VMFVX is 0.92, 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. VMFVX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.95%, more than VMFVX's 1.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares | 1.86% | 1.88% | 1.81% | 1.58% | 2.04% | 1.81% | 2.48% | 1.94% | 2.01% | 1.56% | 1.42% | 1.73% |
Drawdowns
MXMVX vs. VMFVX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, which is greater than VMFVX's maximum drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for MXMVX and VMFVX.
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Drawdown Indicators
| MXMVX | VMFVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -45.79% | -11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -14.52% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -22.46% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -45.79% | +0.33% |
Current DrawdownCurrent decline from peak | -7.45% | -7.59% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -5.52% | -7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.84% | -0.61% |
Volatility
MXMVX vs. VMFVX - Volatility Comparison
The current volatility for Great-West Mid Cap Value Fund (MXMVX) is 4.44%, while Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a volatility of 5.31%. This indicates that MXMVX experiences smaller price fluctuations and is considered to be less risky than VMFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMVX | VMFVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 5.31% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 11.35% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 20.59% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 19.55% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 21.88% | -1.33% |