MXISX vs. MXBPX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Performance
MXISX vs. MXBPX - Performance Comparison
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MXISX vs. MXBPX - 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXBPX's -0.27% return. Over the past 10 years, MXISX has outperformed MXBPX with an annualized return of 8.96%, while MXBPX has yielded a comparatively lower 6.91% 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%
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
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MXISX vs. MXBPX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Return for Risk
MXISX vs. MXBPX — Risk / Return Rank
MXISX
MXBPX
MXISX vs. MXBPX - 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 Moderately Aggressive Profile Fund (MXBPX). 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 | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.92 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.36 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.36 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.94 | 5.32 | -0.38 |
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 | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.92 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.43 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.51 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.11 | +0.08 |
Correlation
The correlation between MXISX and MXBPX is 0.82, 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. MXBPX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXBPX's 5.94% 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXBPX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXBPX's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXISX and MXBPX.
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Drawdown Indicators
| MXISX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -55.80% | -14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -9.21% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -25.51% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -28.63% | -16.15% |
Current DrawdownCurrent decline from peak | -5.79% | -5.34% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -21.11% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.35% | +1.60% |
Volatility
MXISX vs. MXBPX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 4.26%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.26% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 8.20% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 13.60% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 13.42% | +8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 13.67% | +10.17% |