MXVIX vs. MXLGX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Large Cap Growth Fund (MXLGX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXVIX vs. MXLGX - Performance Comparison
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MXVIX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXVIX has underperformed MXLGX with an annualized return of 13.12%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXVIX vs. MXLGX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXVIX vs. MXLGX — Risk / Return Rank
MXVIX
MXLGX
MXVIX vs. MXLGX - 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 Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.56 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.99 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.75 | +0.50 |
Martin ratioReturn relative to average drawdown | 5.89 | 2.29 | +3.60 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.56 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.45 | +0.23 |
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 | 0.23 | +0.21 |
Correlation
The correlation between MXVIX and MXLGX is 0.91, 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. MXLGX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXLGX's 14.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXVIX vs. MXLGX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXLGX.
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Drawdown Indicators
| MXVIX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -62.98% | +4.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -14.95% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -38.07% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -38.07% | +4.25% |
Current DrawdownCurrent decline from peak | -6.29% | -12.28% | +5.99% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -25.98% | +17.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.89% | -1.97% |
Volatility
MXVIX vs. MXLGX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 5.33%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 6.00% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.40% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 21.59% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 21.88% | -4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 23.42% | -5.22% |