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MXVIX vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

MXVIX vs. JPM

Last updated May 12, 2025

Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and JPMorgan Chase & Co. (JPM).

MXVIX is managed by Great-West. It was launched on Sep 8, 2003.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXVIX or JPM.

Correlation

The correlation between MXVIX and JPM is 1.00, 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.

Performance

MXVIX vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P 500 Index Fund (MXVIX) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MXVIX:

14.40%

JPM:

28.66%

Max Drawdown

MXVIX:

-0.77%

JPM:

-74.02%

Current Drawdown

MXVIX:

-0.06%

JPM:

-9.04%

Returns By Period

MXVIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPM

YTD

6.78%

1M

7.15%

6M

8.01%

1Y

30.28%

5Y*

27.41%

10Y*

17.62%

*Annualized

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Risk-Adjusted Performance

MXVIX vs. JPM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MXVIX
The Risk-Adjusted Performance Rank of MXVIX is 6060
Overall Rank
The Sharpe Ratio Rank of MXVIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of MXVIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of MXVIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MXVIX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MXVIX is 6161
Martin Ratio Rank
JPM
The Risk-Adjusted Performance Rank of JPM is 8585
Overall Rank
The Sharpe Ratio Rank of JPM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 8383
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8989
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MXVIX vs. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and JPMorgan Chase & Co. (JPM). 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.

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Dividends

MXVIX vs. JPM - Dividend Comparison

MXVIX's dividend yield for the trailing twelve months is around 0.54%, less than JPM's 2.00% yield.

TTM20242023202220212020201920182017201620152014
MXVIX
Great-West S&P 500 Index Fund		0.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.		2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

MXVIX vs. JPM - Drawdown Comparison

The maximum MXVIX drawdown since its inception was -0.77%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for MXVIX and JPM. For additional features, visit the drawdowns tool.

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Volatility

MXVIX vs. JPM - Volatility Comparison

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