MXISX vs. AZBIX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Virtus Small-Cap Fund (AZBIX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. AZBIX is managed by Allianz. It was launched on Jul 1, 2013.
Performance
MXISX vs. AZBIX - Performance Comparison
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MXISX vs. AZBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 3.95% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
AZBIX Virtus Small-Cap Fund | 2.47% | 8.49% | 19.06% | 14.09% | -18.04% | 18.92% | 16.98% | 24.13% | -9.25% | 21.27% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.95% return, which is significantly higher than AZBIX's 2.47% return. Over the past 10 years, MXISX has underperformed AZBIX with an annualized return of 9.02%, while AZBIX has yielded a comparatively higher 10.62% annualized return.
MXISX
- 1D
- 0.52%
- 1M
- -3.17%
- YTD
- 3.95%
- 6M
- 4.89%
- 1Y
- 18.45%
- 3Y*
- 9.79%
- 5Y*
- 3.83%
- 10Y*
- 9.02%
AZBIX
- 1D
- 3.39%
- 1M
- -4.85%
- YTD
- 2.47%
- 6M
- 0.78%
- 1Y
- 21.35%
- 3Y*
- 12.90%
- 5Y*
- 5.52%
- 10Y*
- 10.62%
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MXISX vs. AZBIX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than AZBIX's 0.89% expense ratio.
Return for Risk
MXISX vs. AZBIX — Risk / Return Rank
MXISX
AZBIX
MXISX vs. AZBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Small Cap 600 Index Fund (MXISX) and Virtus Small-Cap Fund (AZBIX). 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.
| MXISX | AZBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.11 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.66 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.85 | -0.60 |
Martin ratioReturn relative to average drawdown | 5.11 | 6.82 | -1.72 |
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
| MXISX | AZBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.11 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.27 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.49 | -0.30 |
Correlation
The correlation between MXISX and AZBIX is 0.88, 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
MXISX vs. AZBIX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.17%, more than AZBIX's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 7.17% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
AZBIX Virtus Small-Cap Fund | 4.78% | 4.90% | 10.82% | 2.31% | 4.78% | 13.82% | 0.45% | 0.38% | 9.62% | 13.80% | 0.03% | 3.59% |
Drawdowns
MXISX vs. AZBIX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for MXISX and AZBIX.
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Drawdown Indicators
| MXISX | AZBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -40.80% | -29.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -11.76% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -29.85% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -40.80% | -3.98% |
Current DrawdownCurrent decline from peak | -5.29% | -5.35% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -7.80% | -14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.19% | +0.77% |
Volatility
MXISX vs. AZBIX - Volatility Comparison
The current volatility for Great-West S&P Small Cap 600 Index Fund (MXISX) is 6.25%, while Virtus Small-Cap Fund (AZBIX) has a volatility of 7.23%. This indicates that MXISX experiences smaller price fluctuations and is considered to be less risky than AZBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | AZBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 7.23% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 13.00% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.21% | 19.97% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 20.54% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 21.31% | +2.52% |