MXVIX vs. VPMAX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
MXVIX vs. VPMAX - Performance Comparison
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MXVIX vs. VPMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 28.28% |
Returns By Period
In the year-to-date period, MXVIX achieves a -7.14% return, which is significantly lower than VPMAX's -5.86% return. Over the past 10 years, MXVIX has underperformed VPMAX with an annualized return of 12.80%, while VPMAX has yielded a comparatively higher 16.53% annualized return.
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
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MXVIX vs. VPMAX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
MXVIX vs. VPMAX — Risk / Return Rank
MXVIX
VPMAX
MXVIX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.64 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.07 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.44 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.21 | -2.22 |
Martin ratioReturn relative to average drawdown | 4.71 | 14.01 | -9.30 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.64 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.83 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.61 | -0.17 |
Correlation
The correlation between MXVIX and VPMAX 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. VPMAX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than VPMAX's 33.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% | 0.00% | 0.00% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
MXVIX vs. VPMAX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for MXVIX and VPMAX.
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Drawdown Indicators
| MXVIX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -48.32% | -9.80% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -13.75% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -25.21% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -32.65% | -1.17% |
Current DrawdownCurrent decline from peak | -8.94% | -11.72% | +2.78% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -6.61% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.15% | -0.25% |
Volatility
MXVIX vs. VPMAX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 4.23%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.57% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 21.87% | -12.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 28.87% | -9.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 20.12% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 20.09% | -1.91% |