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MXISX vs. HFCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXISX vs. HFCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P Small Cap 600 Index Fund (MXISX) and Hennessy Cornerstone Growth Fund (HFCGX). The values are adjusted to include any dividend payments, if applicable.

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MXISX vs. HFCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXISX
Great-West S&P Small Cap 600 Index Fund
3.41%5.53%7.87%14.61%-16.60%26.08%10.73%21.46%-9.22%11.80%
HFCGX
Hennessy Cornerstone Growth Fund
1.53%4.78%31.45%19.58%-4.97%29.94%17.73%20.70%-21.39%16.60%

Returns By Period

In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than HFCGX's 1.53% return. Over the past 10 years, MXISX has underperformed HFCGX with an annualized return of 8.96%, while HFCGX has yielded a comparatively higher 11.28% annualized return.


MXISX

1D
2.85%
1M
-4.71%
YTD
3.41%
6M
4.73%
1Y
19.70%
3Y*
9.60%
5Y*
3.72%
10Y*
8.96%

HFCGX

1D
1.53%
1M
-4.49%
YTD
1.53%
6M
3.64%
1Y
10.87%
3Y*
19.36%
5Y*
11.46%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXISX vs. HFCGX - Expense Ratio Comparison

MXISX has a 0.56% expense ratio, which is lower than HFCGX's 1.34% expense ratio.


Return for Risk

MXISX vs. HFCGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXISX
MXISX Risk / Return Rank: 4141
Overall Rank
MXISX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MXISX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MXISX Omega Ratio Rank: 3838
Omega Ratio Rank
MXISX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXISX Martin Ratio Rank: 4545
Martin Ratio Rank

HFCGX
HFCGX Risk / Return Rank: 2828
Overall Rank
HFCGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
HFCGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
HFCGX Omega Ratio Rank: 2424
Omega Ratio Rank
HFCGX Calmar Ratio Rank: 3030
Calmar Ratio Rank
HFCGX Martin Ratio Rank: 3535
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.

MXISX vs. HFCGX - 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 Hennessy Cornerstone Growth Fund (HFCGX). 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.


MXISXHFCGXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.64

+0.23

Sortino ratio

Return per unit of downside risk

1.37

1.05

+0.32

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.20

0.91

+0.29

Martin ratio

Return relative to average drawdown

4.94

3.90

+1.04

MXISX vs. HFCGX - Sharpe Ratio Comparison

The current MXISX Sharpe Ratio is 0.88, which is higher than the HFCGX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of MXISX and HFCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXISXHFCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.64

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.47

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.44

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.38

-0.18

Correlation

The correlation between MXISX and HFCGX is 0.84, 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. HFCGX - Dividend Comparison

MXISX's dividend yield for the trailing twelve months is around 7.20%, while HFCGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MXISX
Great-West S&P Small Cap 600 Index Fund
7.20%7.45%4.53%2.41%6.55%10.79%6.55%6.71%14.30%8.68%4.94%10.96%
HFCGX
Hennessy Cornerstone Growth Fund
0.00%0.00%14.11%0.38%3.58%26.58%0.00%0.00%10.47%0.00%0.00%0.11%

Drawdowns

MXISX vs. HFCGX - Drawdown Comparison

The maximum MXISX drawdown since its inception was -70.66%, which is greater than HFCGX's maximum drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for MXISX and HFCGX.


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Drawdown Indicators


MXISXHFCGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.66%

-62.35%

-8.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-13.38%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.07%

-26.30%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

-54.22%

+9.44%

Current Drawdown

Current decline from peak

-5.79%

-5.13%

-0.66%

Average Drawdown

Average peak-to-trough decline

-21.97%

-15.32%

-6.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.13%

+0.82%

Volatility

MXISX vs. HFCGX - Volatility Comparison

Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Hennessy Cornerstone Growth Fund (HFCGX) at 5.03%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than HFCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXISXHFCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

5.03%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

9.24%

+3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

18.58%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.86%

24.54%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%

25.79%

-1.95%