MXISX vs. MXLSX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Small Cap Value Fund (MXLSX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXISX vs. MXLSX - Performance Comparison
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MXISX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 4.19% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly lower than MXLSX's 4.19% return. Over the past 10 years, MXISX has outperformed MXLSX with an annualized return of 8.96%, while MXLSX has yielded a comparatively lower 8.44% 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%
MXLSX
- 1D
- 2.34%
- 1M
- -4.97%
- YTD
- 4.19%
- 6M
- 5.09%
- 1Y
- 16.02%
- 3Y*
- 10.75%
- 5Y*
- 6.25%
- 10Y*
- 8.44%
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MXISX vs. MXLSX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXISX vs. MXLSX — Risk / Return Rank
MXISX
MXLSX
MXISX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.75 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.20 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.00 | +0.21 |
Martin ratioReturn relative to average drawdown | 4.94 | 3.84 | +1.09 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.75 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.30 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.38 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.26 | -0.07 |
Correlation
The correlation between MXISX and MXLSX is 0.93, 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. MXLSX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXLSX's 0.46% 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% |
MXLSX Great-West Small Cap Value Fund | 0.46% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXLSX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXLSX's maximum drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXISX and MXLSX.
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Drawdown Indicators
| MXISX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -60.41% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -15.02% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -26.04% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -43.52% | -1.26% |
Current DrawdownCurrent decline from peak | -5.79% | -6.74% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -12.19% | -9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 4.21% | -0.26% |
Volatility
MXISX vs. MXLSX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West Small Cap Value Fund (MXLSX) at 5.72%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.72% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 12.15% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 23.48% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 20.92% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 22.29% | +1.55% |