VHCOX vs. MXMGX
VHCOX (Vanguard Capital Opportunity Fund Investor Shares) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, VHCOX returned 15.98%/yr vs 8.68%/yr for MXMGX. Their correlation of 0.86 means they have usually moved in the same direction. VHCOX charges 0.40%/yr vs 1.02%/yr for MXMGX.
Performance
VHCOX vs. MXMGX - Performance Comparison
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Returns By Period
In the year-to-date period, VHCOX achieves a 20.17% return, which is significantly higher than MXMGX's 2.39% return. Over the past 10 years, VHCOX has outperformed MXMGX with an annualized return of 15.98%, while MXMGX has yielded a comparatively lower 8.68% annualized return.
VHCOX
- 1D
- 3.32%
- 1M
- -3.88%
- 6M
- 14.36%
- YTD
- 20.17%
- 1Y
- 43.29%
- 3Y*
- 22.22%
- 5Y*
- 12.69%
- 10Y*
- 15.98%
- ALL TIME*
- 13.24%
MXMGX
- 1D
- 0.49%
- 1M
- -1.74%
- 6M
- 2.12%
- YTD
- 2.39%
- 1Y
- 3.95%
- 3Y*
- 5.58%
- 5Y*
- 1.73%
- 10Y*
- 8.68%
- ALL TIME*
- 5.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VHCOX vs. MXMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 20.17% | 25.74% | 14.00% | 25.55% | -17.61% | 20.85% | 22.73% | 27.20% | -3.76% | 28.28% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 2.39% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between VHCOX and MXMGX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 1997 | 0.86 |
The correlation between VHCOX and MXMGX shifts across timeframes, from 0.72 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VHCOX vs. MXMGX — Risk / Return Rank
VHCOX
MXMGX
VHCOX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VHCOX | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.05 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 0.32 | +2.89 |
| Martin ratioReturn relative to average drawdown | 11.76 | 1.07 | +10.69 |
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Drawdowns
VHCOX vs. MXMGX - Drawdown Comparison
The maximum VHCOX drawdown since its inception was -54.76%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for VHCOX and MXMGX.
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Drawdown Indicators
| VHCOX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.76% | -60.97% | +6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -10.29% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -23.87% | -23.17% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -32.33% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -35.88% | +2.10% |
Current DrawdownCurrent decline from peak | -7.92% | -2.15% | -5.77% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -11.74% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 3.09% | +0.31% |
Volatility
VHCOX vs. MXMGX - Volatility Comparison
Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 6.81% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that VHCOX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VHCOX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 2.53% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 10.53% | +6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 13.59% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.40% | 19.05% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.51% | 18.89% | +1.62% |
VHCOX vs. MXMGX - Expense Ratio Comparison
VHCOX has a 0.40% expense ratio, which is lower than MXMGX's 1.02% expense ratio.
Dividends
VHCOX vs. MXMGX - Dividend Comparison
VHCOX's dividend yield for the trailing twelve months is around 8.00%, more than MXMGX's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.64% | 1.68% | 3.66% | 2.39% | 2.66% | 4.92% | 2.74% | 2.19% | 6.13% | 4.53% | 0.00% | 0.00% |
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 8.00% | 9.62% | 8.16% | 2.33% | 9.26% | 10.44% | 9.10% | 6.41% | 12.11% | 3.87% | 5.66% | 5.30% |
Frequently Asked Questions
VHCOX and MXMGX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VHCOX has higher volatility (6.81%) compared to MXMGX (2.53%). In terms of maximum drawdown, VHCOX dropped -54.76% vs MXMGX's -60.97%.
VHCOX currently has the higher Sharpe Ratio (1.98 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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