MXVIX vs. TRBCX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and T. Rowe Price Blue Chip Growth Fund (TRBCX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. TRBCX is managed by T. Rowe Price. It was launched on Jun 30, 1993.
Performance
MXVIX vs. TRBCX - Performance Comparison
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MXVIX vs. TRBCX - 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -11.24% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly higher than TRBCX's -11.24% return. Over the past 10 years, MXVIX has underperformed TRBCX with an annualized return of 13.12%, while TRBCX has yielded a comparatively higher 15.86% 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%
TRBCX
- 1D
- 3.90%
- 1M
- -5.48%
- YTD
- -11.24%
- 6M
- -10.00%
- 1Y
- 15.04%
- 3Y*
- 26.18%
- 5Y*
- 10.52%
- 10Y*
- 15.86%
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MXVIX vs. TRBCX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than TRBCX's 0.69% expense ratio.
Return for Risk
MXVIX vs. TRBCX — Risk / Return Rank
MXVIX
TRBCX
MXVIX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 | TRBCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.69 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.14 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.76 | +0.49 |
Martin ratioReturn relative to average drawdown | 5.89 | 2.68 | +3.21 |
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 | TRBCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.69 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.44 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.70 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.57 | -0.13 |
Correlation
The correlation between MXVIX and TRBCX is 0.90, 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. TRBCX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than TRBCX's 5.91% 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.91% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Drawdowns
MXVIX vs. TRBCX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MXVIX and TRBCX.
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Drawdown Indicators
| MXVIX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -54.56% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -17.01% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -43.63% | +18.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -43.63% | +9.81% |
Current DrawdownCurrent decline from peak | -6.29% | -13.77% | +7.48% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -11.35% | +2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.86% | -1.94% |
Volatility
MXVIX vs. TRBCX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 5.33%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 7.01%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 7.01% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 13.72% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 23.49% | -4.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 24.05% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 22.76% | -4.56% |