MXMVX vs. VMVIX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Vanguard Mid-Cap Value Index Fund (VMVIX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. VMVIX is managed by Vanguard. It was launched on Aug 17, 2006.
Performance
MXMVX vs. VMVIX - Performance Comparison
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MXMVX vs. VMVIX - 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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 2.87% | 11.22% | 13.48% | 10.00% | -8.00% | 28.60% | 2.33% | 27.85% | -12.57% | 16.91% |
Returns By Period
In the year-to-date period, MXMVX achieves a 0.64% return, which is significantly lower than VMVIX's 2.87% return. Over the past 10 years, MXMVX has underperformed VMVIX with an annualized return of 6.77%, while VMVIX has yielded a comparatively higher 9.82% 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%
VMVIX
- 1D
- -0.35%
- 1M
- -6.11%
- YTD
- 2.87%
- 6M
- 4.99%
- 1Y
- 15.27%
- 3Y*
- 12.77%
- 5Y*
- 8.26%
- 10Y*
- 9.82%
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MXMVX vs. VMVIX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than VMVIX's 0.19% expense ratio.
Return for Risk
MXMVX vs. VMVIX — Risk / Return Rank
MXMVX
VMVIX
MXMVX vs. VMVIX - 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 (VMVIX). 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 | VMVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.01 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.48 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.20 | -0.44 |
Martin ratioReturn relative to average drawdown | 3.47 | 5.63 | -2.16 |
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 | VMVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.01 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.52 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.52 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.41 | -0.23 |
Correlation
The correlation between MXMVX and VMVIX is 0.94, 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. VMVIX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.95%, more than VMVIX's 1.90% 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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 1.90% | 1.42% | 1.99% | 2.15% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% |
Drawdowns
MXMVX vs. VMVIX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, smaller than the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for MXMVX and VMVIX.
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Drawdown Indicators
| MXMVX | VMVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -61.61% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -12.43% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -19.81% | -14.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -43.08% | -2.38% |
Current DrawdownCurrent decline from peak | -7.45% | -6.20% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -8.52% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.65% | +0.58% |
Volatility
MXMVX vs. VMVIX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 4.44% compared to Vanguard Mid-Cap Value Index Fund (VMVIX) at 3.82%. This indicates that MXMVX's price experiences larger fluctuations and is considered to be riskier than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMVX | VMVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 3.82% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 8.62% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 16.33% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 16.08% | +3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 18.80% | +1.75% |