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ISIN
US39137G7447
Inception Date
Sep 10, 2015
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MXMTX Performance Chart

Great-West Small Cap Growth Fund (MXMTX) is up 12.1% since the beginning of the year. MXMTX is currently trading at $12 per share. Investors who bought $1,000 worth of MXMTX shares 5 years ago would now be looking at an investment worth $1,201.


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S&P 500 Index

Returns By Period

Great-West Small Cap Growth Fund (MXMTX) has returned 12.10% so far this year and 26.31% over the past 12 months. Over the last ten years, MXMTX has returned 11.58% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Great-West Small Cap Growth Fund

1D
0.41%
1M
4.62%
YTD
12.10%
6M
11.87%
1Y
26.31%
3Y*
12.51%
5Y*
3.73%
10Y*
11.58%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXMTX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, MXMTX's average daily return is +0.06%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Dec 2021 with a return of +20.3%, while the worst month was Jan 2022 at -23.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MXMTX closed higher 51% of trading days. The best single day was Dec 27, 2018 with a return of +25.7%, while the worst single day was Dec 28, 2018 at -19.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.56%1.08%-6.34%10.77%4.82%0.41%12.10%
20255.66%-12.22%-4.98%-0.96%7.45%4.82%1.34%4.07%0.87%2.28%1.52%-0.73%7.79%
20240.78%5.49%1.83%-6.82%4.23%0.83%4.40%0.09%-0.39%-0.70%7.36%-6.15%10.40%
20239.78%-0.10%-2.66%-1.37%-0.43%6.86%3.61%-3.78%-6.82%-7.78%9.02%10.63%15.76%
2022-23.34%-0.18%0.73%-10.82%-2.04%-5.62%9.70%-2.41%-8.18%7.33%0.87%-4.07%-35.11%
20212.09%5.04%-0.63%4.76%-2.40%3.08%-1.59%2.16%-4.25%5.29%-4.47%20.27%30.78%

Benchmark Metrics

Great-West Small Cap Growth Fund has an annualized alpha of -2.39%, beta of 1.09, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 124.75% of S&P 500 Index downside but only 109.94% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.39% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.09 and R2 of 0.55, 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
-2.39%
Beta
1.09
0.55
Upside Capture
109.94%
Downside Capture
124.75%

Expense Ratio

MXMTX has a high expense ratio of 1.19%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MXMTX ranks 32 for risk / return — below 32% 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.


MXMTX Risk / Return Rank: 3232
Overall Rank
MXMTX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MXMTX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MXMTX Omega Ratio Rank: 2727
Omega Ratio Rank
MXMTX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MXMTX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Great-West Small Cap Growth Fund (MXMTX) and compare them to S&P 500 Index.


MXMTXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.57

2.24

-0.67

Sortino ratio

Return per unit of downside risk

2.27

3.07

-0.81

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

2.22

2.93

-0.71

Martin ratio

Return relative to average drawdown

8.48

13.52

-5.04

Dividends

Dividend History

Great-West Small Cap Growth Fund provided a 4.34% dividend yield over the last twelve months, with an annual payout of $0.53 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.53$0.53$0.78$0.00$0.37$2.84$1.42$0.45$2.31$0.55

Dividend yield

4.34%4.87%7.32%0.03%4.15%19.92%10.56%4.15%25.89%4.71%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West Small Cap Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.14$0.00$0.00$0.39$0.53
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.76$0.78
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.02$0.37
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.00$0.00$1.90$2.84

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 Growth 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 Growth Fund was 42.71%, occurring on Mar 18, 2020. Recovery took 105 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.71%Mar 2020
26d5mo 2d
5mo 28dFeb 2020 - Aug 2020
Bear market2022
-40.29%Jun 2022
5mo 13d3y 11mo
4y 4moJan 2022 - May 2026
Rate-hike selloffLate 2018
-28.31%Dec 2018
3mo 21d1y 21d
1y 4moSep 2018 - Jan 2020
2016 correction2016
-19.52%Feb 2016
1mo 7d3mo 27d
5mo 4dJan 2016 - Jun 2016
2021 correction2021
-11.02%Dec 2021
22d28d
1mo 20dNov 2021 - Dec 2021

Drawdown Indicators


MXMTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-56.78%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-9.10%

-4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-27.89%

-18.90%

-8.99%

Max Drawdown (5Y)

Largest decline over 5 years

-40.29%

-25.43%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-33.92%

-8.79%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-12.83%

-10.72%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

1.97%

+1.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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