MXISX vs. MXBIX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Bond Index Fund (MXBIX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXISX vs. MXBIX - Performance Comparison
Loading graphics...
MXISX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 3.41% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXBIX's -0.08% return. Over the past 10 years, MXISX has outperformed MXBIX with an annualized return of 8.96%, while MXBIX has yielded a comparatively lower 1.02% 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%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXISX vs. MXBIX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXISX vs. MXBIX — Risk / Return Rank
MXISX
MXBIX
MXISX vs. MXBIX - 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 Great-West Bond Index Fund (MXBIX). 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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.93 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.34 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.55 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.94 | 4.48 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXISX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.93 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.05 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.21 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.09 | +0.10 |
Correlation
The correlation between MXISX and MXBIX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXISX vs. MXBIX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 7.20% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXBIX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXISX and MXBIX.
Loading graphics...
Drawdown Indicators
| MXISX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -19.74% | -50.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -2.77% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -18.70% | -9.37% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -19.74% | -25.04% |
Current DrawdownCurrent decline from peak | -5.79% | -5.63% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -5.88% | -16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 0.96% | +2.99% |
Volatility
MXISX vs. MXBIX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXISX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 1.54% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 2.50% | +10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 4.43% | +19.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 6.02% | +15.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 4.92% | +18.92% |