MXMVX vs. VMVAX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. VMVAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
MXMVX vs. VMVAX - Performance Comparison
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MXMVX vs. VMVAX - 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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 4.50% | 12.06% | 13.63% | 10.12% | -7.89% | 28.77% | 2.45% | 28.03% | -12.44% | 17.04% |
Returns By Period
In the year-to-date period, MXMVX achieves a 2.99% return, which is significantly lower than VMVAX's 4.50% return. Over the past 10 years, MXMVX has underperformed VMVAX with an annualized return of 7.02%, while VMVAX has yielded a comparatively higher 10.19% 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%
VMVAX
- 1D
- 1.57%
- 1M
- -4.65%
- YTD
- 4.50%
- 6M
- 6.96%
- 1Y
- 17.12%
- 3Y*
- 13.73%
- 5Y*
- 8.62%
- 10Y*
- 10.19%
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MXMVX vs. VMVAX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than VMVAX's 0.07% expense ratio.
Return for Risk
MXMVX vs. VMVAX — Risk / Return Rank
MXMVX
VMVAX
MXMVX vs. VMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.06 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.54 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.47 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.62 | 6.86 | -2.25 |
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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.06 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.54 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.54 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.68 | -0.48 |
Correlation
The correlation between MXMVX and VMVAX 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. VMVAX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.81%, more than VMVAX's 1.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 1.99% | 2.10% | 2.11% | 2.26% | 2.27% | 1.78% | 2.36% | 2.08% | 2.75% | 1.86% | 1.91% | 2.04% |
Drawdowns
MXMVX vs. VMVAX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, which is greater than VMVAX's maximum drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for MXMVX and VMVAX.
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Drawdown Indicators
| MXMVX | VMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -43.07% | -14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -12.42% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -19.75% | -14.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -43.07% | -2.39% |
Current DrawdownCurrent decline from peak | -5.29% | -4.72% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -4.41% | -8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 2.67% | +0.57% |
Volatility
MXMVX vs. VMVAX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 5.17% compared to Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) at 4.24%. This indicates that MXMVX's price experiences larger fluctuations and is considered to be riskier than VMVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMVX | VMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 4.24% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 8.75% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.77% | 16.36% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 16.09% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 18.80% | +1.76% |