MXISX vs. MXLGX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Large Cap Growth Fund (MXLGX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXISX vs. MXLGX - Performance Comparison
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MXISX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXISX has underperformed MXLGX with an annualized return of 8.96%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXISX vs. MXLGX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXISX vs. MXLGX — Risk / Return Rank
MXISX
MXLGX
MXISX vs. MXLGX - 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 Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.56 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.99 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.75 | +0.45 |
Martin ratioReturn relative to average drawdown | 4.94 | 2.29 | +2.65 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.56 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.45 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.63 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.23 | -0.04 |
Correlation
The correlation between MXISX and MXLGX is 0.75, 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. MXLGX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXLGX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXLGX's maximum drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXISX and MXLGX.
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Drawdown Indicators
| MXISX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -62.98% | -7.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -14.95% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -38.07% | +10.00% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -38.07% | -6.71% |
Current DrawdownCurrent decline from peak | -5.79% | -12.28% | +6.49% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -25.98% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.89% | -0.94% |
Volatility
MXISX vs. MXLGX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Large Cap Growth Fund (MXLGX) have volatilities of 6.28% and 6.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.00% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 11.40% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 21.59% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 21.88% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 23.42% | +0.42% |