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

Correlation

The correlation between MXVIX and MXMGX is 0.95, 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. MXMGX - 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 T. Rowe Price Mid Cap Growth Fund (MXMGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

MXVIX:

14.40%

MXMGX:

19.96%

Max Drawdown

MXVIX:

-0.77%

MXMGX:

-60.97%

Current Drawdown

MXVIX:

-0.06%

MXMGX:

-18.95%

Returns By Period


MXVIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MXMGX

YTD

-5.71%

1M

7.64%

6M

-11.89%

1Y

-5.28%

5Y*

5.46%

10Y*

4.13%

*Annualized

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MXVIX vs. MXMGX - Expense Ratio Comparison

MXVIX has a 0.51% expense ratio, which is lower than MXMGX's 1.02% expense ratio.


Risk-Adjusted Performance

MXVIX vs. MXMGX — 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

MXMGX
The Risk-Adjusted Performance Rank of MXMGX is 1111
Overall Rank
The Sharpe Ratio Rank of MXMGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of MXMGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of MXMGX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of MXMGX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MXMGX is 1010
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. MXMGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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. MXMGX - Dividend Comparison

MXVIX's dividend yield for the trailing twelve months is around 0.54%, while MXMGX has not paid dividends to shareholders.


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%
MXMGX
Great-West T. Rowe Price Mid Cap Growth Fund
0.00%0.00%0.00%0.02%0.18%0.00%0.01%0.10%0.31%0.05%0.02%0.82%

Drawdowns

MXVIX vs. MXMGX - Drawdown Comparison

The maximum MXVIX drawdown since its inception was -0.77%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXMGX. For additional features, visit the drawdowns tool.


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Volatility

MXVIX vs. MXMGX - Volatility Comparison


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