MXVIX vs. MUHLX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Muhlenkamp Fund (MUHLX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MUHLX is managed by Muhlenkamp. It was launched on Nov 1, 1988.
Performance
MXVIX vs. MUHLX - Performance Comparison
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MXVIX vs. MUHLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
MUHLX Muhlenkamp Fund | 9.11% | 17.82% | 3.38% | 13.92% | 2.89% | 28.98% | 11.96% | 14.39% | -13.29% | 18.78% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly lower than MUHLX's 9.11% return. Over the past 10 years, MXVIX has outperformed MUHLX with an annualized return of 13.12%, while MUHLX has yielded a comparatively lower 10.68% annualized return.
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
MUHLX
- 1D
- 2.42%
- 1M
- -5.65%
- YTD
- 9.11%
- 6M
- 10.37%
- 1Y
- 22.96%
- 3Y*
- 14.41%
- 5Y*
- 12.05%
- 10Y*
- 10.68%
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MXVIX vs. MUHLX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MUHLX's 1.14% expense ratio.
Return for Risk
MXVIX vs. MUHLX — Risk / Return Rank
MXVIX
MUHLX
MXVIX vs. MUHLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Muhlenkamp Fund (MUHLX). 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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.42 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.97 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.37 | -1.12 |
Martin ratioReturn relative to average drawdown | 5.89 | 8.57 | -2.68 |
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 | MUHLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.42 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.82 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.63 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.51 | -0.07 |
Correlation
The correlation between MXVIX and MUHLX is 0.84, 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. MUHLX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MUHLX's 3.06% 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% |
MUHLX Muhlenkamp Fund | 3.06% | 3.34% | 0.58% | 0.89% | 6.80% | 7.77% | 10.28% | 1.26% | 14.70% | 4.30% | 0.00% | 11.02% |
Drawdowns
MXVIX vs. MUHLX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, smaller than the maximum MUHLX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for MXVIX and MUHLX.
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Drawdown Indicators
| MXVIX | MUHLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -62.05% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -10.23% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -18.63% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -40.85% | +7.03% |
Current DrawdownCurrent decline from peak | -6.29% | -5.65% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -10.81% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.83% | +0.09% |
Volatility
MXVIX vs. MUHLX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 5.33%, while Muhlenkamp Fund (MUHLX) has a volatility of 6.01%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than MUHLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | MUHLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 6.01% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 12.06% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 16.85% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 14.77% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 17.04% | +1.16% |