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MXVIX vs. MXEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXVIX vs. MXEQX - Performance Comparison

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

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MXVIX vs. MXEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXEQX
Great-West Large Cap Value Fund
0.79%16.92%15.35%12.28%-5.50%26.96%2.91%159.33%-9.91%15.41%

Returns By Period

In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly lower than MXEQX's 0.79% return. Over the past 10 years, MXVIX has underperformed MXEQX with an annualized return of 13.12%, while MXEQX has yielded a comparatively higher 18.85% 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%

MXEQX

1D
1.94%
1M
-4.67%
YTD
0.79%
6M
5.45%
1Y
14.47%
3Y*
14.94%
5Y*
10.12%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXVIX vs. MXEQX - Expense Ratio Comparison

MXVIX has a 0.51% expense ratio, which is lower than MXEQX's 0.96% expense ratio.


Return for Risk

MXVIX vs. MXEQX — Risk / Return Rank

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

MXVIX
MXVIX Risk / Return Rank: 5151
Overall Rank
MXVIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MXVIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
MXVIX Omega Ratio Rank: 5353
Omega Ratio Rank
MXVIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
MXVIX Martin Ratio Rank: 5959
Martin Ratio Rank

MXEQX
MXEQX Risk / Return Rank: 4141
Overall Rank
MXEQX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MXEQX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXEQX Omega Ratio Rank: 4141
Omega Ratio Rank
MXEQX Calmar Ratio Rank: 3939
Calmar Ratio Rank
MXEQX Martin Ratio Rank: 4747
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.

MXVIX vs. MXEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West Large Cap Value Fund (MXEQX). 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.


MXVIXMXEQXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.91

+0.04

Sortino ratio

Return per unit of downside risk

1.51

1.41

+0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.25

1.25

+0.01

Martin ratio

Return relative to average drawdown

5.89

5.45

+0.44

MXVIX vs. MXEQX - Sharpe Ratio Comparison

The current MXVIX Sharpe Ratio is 0.94, which is comparable to the MXEQX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MXVIX and MXEQX, 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


MXVIXMXEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.91

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.69

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.50

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.29

+0.16

Correlation

The correlation between MXVIX and MXEQX is 0.92, 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. MXEQX - Dividend Comparison

MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXEQX's 1.79% yield.


TTM202520242023202220212020201920182017
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%
MXEQX
Great-West Large Cap Value Fund
1.79%1.80%3.99%2.17%0.93%2.87%1.72%2.89%6.51%4.13%

Drawdowns

MXVIX vs. MXEQX - Drawdown Comparison

The maximum MXVIX drawdown since its inception was -58.12%, smaller than the maximum MXEQX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXEQX.


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Drawdown Indicators


MXVIXMXEQXDifference

Max Drawdown

Largest peak-to-trough decline

-58.12%

-66.85%

+8.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-12.15%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-16.81%

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-37.73%

+3.91%

Current Drawdown

Current decline from peak

-6.29%

-5.23%

-1.06%

Average Drawdown

Average peak-to-trough decline

-8.74%

-13.36%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.88%

+0.04%

Volatility

MXVIX vs. MXEQX - Volatility Comparison

Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 5.33% compared to Great-West Large Cap Value Fund (MXEQX) at 4.20%. This indicates that MXVIX's price experiences larger fluctuations and is considered to be riskier than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXVIXMXEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

4.20%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

8.13%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

16.75%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

15.00%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

37.73%

-19.53%