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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Great-West Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Great-West Small Cap Value Fund (MXLSX) has returned 1.81% so far this year and 13.81% over the past 12 months. Over the last ten years, MXLSX has returned 8.19% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Great-West Small Cap Value Fund
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 1, 1994, MXLSX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -23.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MXLSX closed higher 47% of trading days. The best single day was Oct 13, 2008 with a return of +8.5%, while the worst single day was Dec 29, 2014 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.45% | 2.45% | -6.65% | 1.81% | |||||||||
| 2025 | 4.32% | -7.68% | -3.32% | -3.97% | 5.03% | 3.32% | 2.28% | 5.64% | -1.50% | -1.92% | 2.06% | 0.68% | 4.08% |
| 2024 | -1.50% | 1.44% | 5.80% | -5.14% | 4.47% | -2.07% | 8.71% | -2.35% | -0.87% | -1.06% | 9.41% | -7.42% | 8.20% |
| 2023 | 8.60% | 0.09% | -6.38% | -2.02% | -1.48% | 9.03% | 6.11% | -3.16% | -4.54% | -5.34% | 7.36% | 10.33% | 17.81% |
| 2022 | -3.95% | 0.41% | 0.23% | -7.86% | 3.18% | -9.73% | 10.30% | -2.88% | -10.23% | 13.02% | 4.82% | -4.85% | -10.07% |
| 2021 | 2.73% | 11.10% | 5.48% | 3.41% | 2.64% | -1.92% | -1.85% | 1.80% | -0.99% | 3.96% | -2.76% | 4.62% | 31.12% |
Benchmark Metrics
Great-West Small Cap Value Fund has an annualized alpha of -1.74%, beta of 0.89, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 02, 1994.
- This fund participated in 102.11% of S&P 500 Index downside but only 86.61% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R² of 0.63, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.74%
- Beta
- 0.89
- R²
- 0.63
- Upside Capture
- 86.61%
- Downside Capture
- 102.11%
Expense Ratio
MXLSX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXLSX ranks 22 for risk / return — below 22% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and compare them to a chosen benchmark (S&P 500 Index).
| MXLSX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.90 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.39 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.40 | -0.63 |
Martin ratioReturn relative to average drawdown | 2.97 | 6.61 | -3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MXLSX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Great-West Small Cap Value Fund provided a 0.47% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.41 | $0.81 | $0.91 | $2.22 | $0.07 | $0.13 | $0.67 | $1.49 |
Dividend yield | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.30 | $0.41 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.64 | $0.81 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.50 | $0.91 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $1.18 | $2.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Great-West Small Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Great-West Small Cap Value Fund was 60.41%, occurring on Mar 9, 2009. Recovery took 990 trading sessions.
The current Great-West Small Cap Value Fund drawdown is 8.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.41% | Jul 13, 2007 | 417 | Mar 9, 2009 | 990 | Feb 12, 2013 | 1407 |
| -43.52% | Sep 4, 2018 | 387 | Mar 18, 2020 | 186 | Dec 10, 2020 | 573 |
| -37.91% | Oct 14, 1997 | 249 | Oct 8, 1998 | 863 | Mar 19, 2002 | 1112 |
| -35.41% | Dec 27, 2013 | 535 | Feb 11, 2016 | 483 | Jan 11, 2018 | 1018 |
| -33.51% | May 16, 2002 | 102 | Oct 9, 2002 | 288 | Dec 1, 2003 | 390 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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