- ISIN
- US39137E7076
- Issuer
- Great-West
- Inception Date
- Nov 12, 2009
- Category
- Diversified Portfolio
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MXSHX Performance Chart
Great-West SecureFoundation Balanced Fund (MXSHX) is up 8.3% since the beginning of the year. MXSHX is currently trading at $16 per share. Investors who bought $1,000 worth of MXSHX shares 5 years ago would now be looking at an investment worth $1,319.
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Returns By Period
Great-West SecureFoundation Balanced Fund (MXSHX) has returned 8.30% so far this year and 17.85% over the past 12 months. Over the last ten years, MXSHX has returned 7.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
Great-West SecureFoundation Balanced Fund
- 1D
- -0.13%
- 1M
- 1.64%
- YTD
- 8.30%
- 6M
- 7.69%
- 1Y
- 17.85%
- 3Y*
- 11.94%
- 5Y*
- 5.70%
- 10Y*
- 7.37%
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%
MXSHX Monthly Returns History
Based on dividend-adjusted daily data since Nov 16, 2009, MXSHX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 64% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +8.4%, while the worst month was Mar 2020 at -8.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MXSHX closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +5.5%, while the worst single day was Mar 16, 2020 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.44% | 1.98% | -4.48% | 5.52% | 2.32% | 0.52% | 8.30% | ||||||
| 2025 | 2.13% | -0.07% | -2.31% | -0.08% | 2.90% | 2.89% | 0.36% | 2.58% | 1.91% | 0.83% | 0.69% | 0.39% | 12.78% |
| 2024 | -0.23% | 1.07% | 2.80% | -3.38% | 2.59% | 1.34% | 2.05% | 1.94% | 1.78% | -1.52% | 2.49% | -3.16% | 7.76% |
| 2023 | 5.92% | -2.52% | 1.29% | 0.56% | -1.51% | 3.83% | 2.19% | -2.22% | -3.68% | -2.80% | 6.61% | 5.72% | 13.40% |
| 2022 | -5.03% | -0.35% | 0.71% | -5.20% | -0.37% | -6.12% | 5.58% | -2.94% | -7.22% | 1.05% | 6.66% | -1.33% | -14.56% |
| 2021 | 1.64% | 0.74% | 1.27% | 2.64% | 0.90% | 0.56% | 0.70% | 1.01% | -2.08% | 2.27% | -1.43% | 2.53% | 11.15% |
Benchmark Metrics
Great-West SecureFoundation Balanced Fund has an annualized alpha of -0.51%, beta of 0.51, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 16, 2009.
- This fund participated in 69.43% of S&P 500 Index downside but only 52.44% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.51 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.51%
- Beta
- 0.51
- R²
- 0.65
- Upside Capture
- 52.44%
- Downside Capture
- 69.43%
Expense Ratio
MXSHX has an expense ratio of 0.53%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXSHX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) 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.
| MXSHX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.46 | +0.47 |
| Martin ratioReturn relative to average drawdown | 12.10 | 10.92 | +1.18 |
Dividends
Dividend History
Great-West SecureFoundation Balanced Fund provided a 3.29% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.51 | $0.97 | $0.46 | $0.76 | $1.31 | $0.79 | $0.96 | $0.79 | $0.26 |
Dividend yield | 3.29% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West SecureFoundation Balanced 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 | $0.13 | $0.00 | $0.00 | $0.38 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.37 | $0.97 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.46 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.17 | $0.76 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.59 | $1.31 |
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 SecureFoundation Balanced 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 SecureFoundation Balanced Fund was 23.44%, occurring on Oct 14, 2022. Recovery took 438 trading sessions.
The current Great-West SecureFoundation Balanced Fund drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -23.44%Oct 2022 | 9mo 17d | 1y 9mo | 2y 6moDec 2021 - Jul 2024 |
COVID crash2020 | -22.37%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
2011 correction2011 | -13.94%Oct 2011 | 5mo 4d | 11mo 17d | 1y 4moMay 2011 - Sep 2012 |
2016 correction2016 | -13.83%Feb 2016 | 9mo 20d | 1y 2mo | 1y 12moApr 2015 - Apr 2017 |
Rate-hike selloffLate 2018 | -11.06%Dec 2018 | 3mo 23d | 4mo 3d | 7mo 26dAug 2018 - Apr 2019 |
Drawdown Indicators
| MXSHX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -56.78% | +33.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -9.10% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -10.68% | -18.90% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -25.43% | +1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -33.92% | +10.48% |
Current DrawdownCurrent decline from peak | -0.19% | -3.21% | +3.02% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -10.71% | +6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.04% | -0.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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