MXINX vs. MXLSX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Small Cap Value Fund (MXLSX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXINX vs. MXLSX - Performance Comparison
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MXINX vs. MXLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, MXINX has underperformed MXLSX with an annualized return of 7.76%, while MXLSX has yielded a comparatively higher 8.19% annualized return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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MXINX vs. MXLSX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXINX vs. MXLSX — Risk / Return Rank
MXINX
MXLSX
MXINX vs. MXLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Small Cap Value Fund (MXLSX). 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.
| MXINX | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.54 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.92 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.77 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.25 | 2.97 | +2.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXINX | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.54 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.28 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.37 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.25 | +0.03 |
Correlation
The correlation between MXINX and MXLSX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXINX vs. MXLSX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, more than MXLSX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXINX vs. MXLSX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXINX and MXLSX.
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Drawdown Indicators
| MXINX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -60.41% | +25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -15.02% | +3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -26.04% | -3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -43.52% | +8.93% |
Current DrawdownCurrent decline from peak | -10.91% | -8.88% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -12.20% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.19% | -0.96% |
Volatility
MXINX vs. MXLSX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.18% compared to Great-West Small Cap Value Fund (MXLSX) at 5.13%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 5.13% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 11.94% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 23.41% | -5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 20.90% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 22.28% | -5.35% |