MXISX vs. MXEQX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Large Cap Value Fund (MXEQX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXEQX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXISX vs. MXEQX - Performance Comparison
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MXISX vs. MXEQX - 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% |
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXEQX's 0.79% return. Over the past 10 years, MXISX has underperformed MXEQX with an annualized return of 8.96%, while MXEQX has yielded a comparatively higher 18.85% 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%
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
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MXISX vs. MXEQX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than MXEQX's 0.96% expense ratio.
Return for Risk
MXISX vs. MXEQX — Risk / Return Rank
MXISX
MXEQX
MXISX vs. MXEQX - 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 Large Cap Value Fund (MXEQX). 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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.91 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.41 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.25 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.94 | 5.45 | -0.51 |
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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.91 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.69 | -0.51 |
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 | 0.29 | -0.10 |
Correlation
The correlation between MXISX and MXEQX is 0.79, 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. MXEQX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXEQX's 1.79% 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% |
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXEQX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXEQX's maximum drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXISX and MXEQX.
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Drawdown Indicators
| MXISX | MXEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -66.85% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -12.15% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -16.81% | -11.26% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -37.73% | -7.05% |
Current DrawdownCurrent decline from peak | -5.79% | -5.23% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -13.36% | -8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.88% | +1.07% |
Volatility
MXISX vs. MXEQX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West Large Cap Value Fund (MXEQX) at 4.20%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 4.20% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 8.13% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 16.75% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 15.00% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 37.73% | -13.89% |