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MXMVX vs. VVOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMVX vs. VVOIX - Performance Comparison

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

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MXMVX vs. VVOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VVOIX
Invesco Value Opportunities Fund Class Y
3.31%20.54%30.36%15.40%1.68%35.87%5.73%30.20%-19.74%17.36%

Returns By Period

In the year-to-date period, MXMVX achieves a 0.64% return, which is significantly lower than VVOIX's 3.31% return. Over the past 10 years, MXMVX has underperformed VVOIX with an annualized return of 6.77%, while VVOIX has yielded a comparatively higher 14.60% 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%

VVOIX

1D
-1.81%
1M
-8.35%
YTD
3.31%
6M
9.61%
1Y
31.08%
3Y*
24.96%
5Y*
16.69%
10Y*
14.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXMVX vs. VVOIX - Expense Ratio Comparison

MXMVX has a 1.15% expense ratio, which is higher than VVOIX's 0.77% expense ratio.


Return for Risk

MXMVX vs. VVOIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXMVX
MXMVX Risk / Return Rank: 2626
Overall Rank
MXMVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MXMVX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXMVX Omega Ratio Rank: 2525
Omega Ratio Rank
MXMVX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MXMVX Martin Ratio Rank: 3232
Martin Ratio Rank

VVOIX
VVOIX Risk / Return Rank: 7575
Overall Rank
VVOIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VVOIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
VVOIX Omega Ratio Rank: 7474
Omega Ratio Rank
VVOIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VVOIX Martin Ratio Rank: 7777
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. VVOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) and Invesco Value Opportunities Fund Class Y (VVOIX). 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.


MXMVXVVOIXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.37

-0.77

Sortino ratio

Return per unit of downside risk

0.99

1.88

-0.89

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.76

1.74

-0.99

Martin ratio

Return relative to average drawdown

3.47

7.46

-4.00

MXMVX vs. VVOIX - Sharpe Ratio Comparison

The current MXMVX Sharpe Ratio is 0.60, which is lower than the VVOIX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of MXMVX and VVOIX, 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


MXMVXVVOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.37

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.80

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.61

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.37

-0.19

Correlation

The correlation between MXMVX and VVOIX is 0.87, 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. VVOIX - Dividend Comparison

MXMVX's dividend yield for the trailing twelve months is around 5.95%, less than VVOIX's 10.25% yield.


TTM20252024202320222021202020192018201720162015
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%
VVOIX
Invesco Value Opportunities Fund Class Y
10.25%10.59%7.94%2.26%10.02%9.16%0.49%1.94%15.42%5.12%1.10%16.04%

Drawdowns

MXMVX vs. VVOIX - Drawdown Comparison

The maximum MXMVX drawdown since its inception was -57.13%, smaller than the maximum VVOIX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for MXMVX and VVOIX.


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Drawdown Indicators


MXMVXVVOIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-61.77%

+4.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-15.06%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-24.01%

-10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-51.52%

+6.06%

Current Drawdown

Current decline from peak

-7.45%

-9.17%

+1.72%

Average Drawdown

Average peak-to-trough decline

-12.62%

-11.99%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.54%

-0.31%

Volatility

MXMVX vs. VVOIX - Volatility Comparison

The current volatility for Great-West Mid Cap Value Fund (MXMVX) is 4.44%, while Invesco Value Opportunities Fund Class Y (VVOIX) has a volatility of 6.64%. This indicates that MXMVX experiences smaller price fluctuations and is considered to be less risky than VVOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXMVXVVOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

6.64%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

14.10%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

22.83%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

21.03%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

24.17%

-3.62%