- ISIN
- US39137C8670
- Issuer
- Great-West
- Inception Date
- Nov 1, 1994
- Category
- Small Cap Value Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
MXLSX Performance Chart
Great-West Small Cap Value Fund (MXLSX) is up 18.6% since the beginning of the year. MXLSX is currently trading at $47 per share. Investors who bought $1,000 worth of MXLSX shares 5 years ago would now be looking at an investment worth $1,482.
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Returns By Period
Great-West Small Cap Value Fund (MXLSX) has returned 18.63% so far this year and 29.15% over the past 12 months. Over the last ten years, MXLSX has returned 9.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Great-West Small Cap Value Fund
- 1D
- -0.13%
- 1M
- 4.26%
- YTD
- 18.63%
- 6M
- 16.56%
- 1Y
- 29.15%
- 3Y*
- 15.05%
- 5Y*
- 8.19%
- 10Y*
- 9.79%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
MXLSX Monthly Returns History
Based on dividend-adjusted daily data since Nov 1, 1994, MXLSX's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 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% | -4.47% | 9.74% | -0.04% | 3.80% | 18.63% | ||||||
| 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 -1.67%, beta of 0.89, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 01, 1994.
- This fund participated in 101.31% of S&P 500 Index downside but only 86.02% 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
- -1.67%
- Beta
- 0.89
- R²
- 0.63
- Upside Capture
- 86.02%
- Downside Capture
- 101.31%
Expense Ratio
MXLSX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXLSX ranks 54 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and compare them to S&P 500 Index.
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.
| MXLSX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.46 | +0.72 |
| Martin ratioReturn relative to average drawdown | 10.06 | 10.92 | -0.86 |
Dividends
Dividend History
Great-West Small Cap Value Fund provided a 0.40% 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 | 0.40% | 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 | $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 0.44%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.41%Mar 2009 | 1y 8mo | 3y 11mo | 5y 7moJul 2007 - Feb 2013 |
COVID crash2020 | -43.52%Mar 2020 | 1y 6mo | 8mo 27d | 2y 3moSep 2018 - Dec 2020 |
1998 bear market1998 | -37.91%Oct 1998 | 11mo 29d | 3y 5mo | 4y 5moOct 1997 - Mar 2002 |
2016 bear market2016 | -35.41%Feb 2016 | 2y 1mo | 1y 11mo | 4y 16dDec 2013 - Jan 2018 |
Dot-com crash2000–2002 | -33.51%Oct 2002 | 4mo 26d | 1y 1mo | 1y 6moMay 2002 - Dec 2003 |
Drawdown Indicators
| MXLSX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -56.78% | -3.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -9.10% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -18.90% | -7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.43% | -0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -33.92% | -9.60% |
Current DrawdownCurrent decline from peak | -0.44% | -3.21% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -10.71% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.04% | +1.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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