MXVIX vs. JLGMX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
MXVIX vs. JLGMX - Performance Comparison
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MXVIX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -3.75% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -7.59% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, MXVIX achieves a -3.75% return, which is significantly higher than JLGMX's -7.59% return. Over the past 10 years, MXVIX has underperformed JLGMX with an annualized return of 13.20%, while JLGMX has yielded a comparatively higher 18.35% annualized return.
MXVIX
- 1D
- 0.71%
- 1M
- -3.47%
- YTD
- -3.75%
- 6M
- -1.74%
- 1Y
- 16.81%
- 3Y*
- 17.97%
- 5Y*
- 11.65%
- 10Y*
- 13.20%
JLGMX
- 1D
- 0.97%
- 1M
- -2.80%
- YTD
- -7.59%
- 6M
- -9.68%
- 1Y
- 12.81%
- 3Y*
- 20.94%
- 5Y*
- 10.92%
- 10Y*
- 18.35%
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MXVIX vs. JLGMX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
MXVIX vs. JLGMX — Risk / Return Rank
MXVIX
JLGMX
MXVIX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| MXVIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.65 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.07 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.87 | +0.51 |
Martin ratioReturn relative to average drawdown | 6.44 | 2.61 | +3.83 |
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
| MXVIX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.65 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.54 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.85 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.80 | -0.35 |
Correlation
The correlation between MXVIX and JLGMX 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
MXVIX vs. JLGMX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than JLGMX's 11.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% | 0.00% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 11.95% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
MXVIX vs. JLGMX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for MXVIX and JLGMX.
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Drawdown Indicators
| MXVIX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -31.82% | -26.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -16.73% | +7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -31.13% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -31.82% | -2.00% |
Current DrawdownCurrent decline from peak | -5.62% | -13.00% | +7.38% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -5.83% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 5.57% | -2.63% |
Volatility
MXVIX vs. JLGMX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 5.36%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.50%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 6.50% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.54% | 12.58% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 21.16% | -1.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 20.25% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 21.54% | -3.35% |