MXISX vs. MXSDX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West Short Duration Bond Fund (MXSDX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXSDX is managed by Great-West. It was launched on Aug 1, 1995.
Performance
MXISX vs. MXSDX - Performance Comparison
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MXISX vs. MXSDX - 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% |
MXSDX Great-West Short Duration Bond Fund | 0.19% | 5.30% | 4.24% | 5.67% | -4.25% | -0.03% | 4.64% | 5.40% | 0.73% | 1.39% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXSDX's 0.19% return. Over the past 10 years, MXISX has outperformed MXSDX with an annualized return of 8.96%, while MXSDX has yielded a comparatively lower 2.25% 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%
MXSDX
- 1D
- 0.10%
- 1M
- -0.38%
- YTD
- 0.19%
- 6M
- 1.20%
- 1Y
- 3.88%
- 3Y*
- 4.57%
- 5Y*
- 2.17%
- 10Y*
- 2.25%
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MXISX vs. MXSDX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than MXSDX's 0.60% expense ratio.
Return for Risk
MXISX vs. MXSDX — Risk / Return Rank
MXISX
MXSDX
MXISX vs. MXSDX - 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 Short Duration Bond Fund (MXSDX). 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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.30 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.37 | 3.45 | -2.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.60 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.98 | -2.78 |
Martin ratioReturn relative to average drawdown | 4.94 | 18.30 | -13.36 |
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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.30 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.05 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 1.13 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.32 | -0.13 |
Correlation
The correlation between MXISX and MXSDX is -0.09. 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. MXSDX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXSDX's 3.08% 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% |
MXSDX Great-West Short Duration Bond Fund | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXSDX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXISX and MXSDX.
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Drawdown Indicators
| MXISX | MXSDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -10.81% | -59.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -1.05% | -13.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -6.63% | -21.44% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -7.78% | -37.00% |
Current DrawdownCurrent decline from peak | -5.79% | -0.57% | -5.22% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -3.05% | -18.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 0.23% | +3.72% |
Volatility
MXISX vs. MXSDX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.49%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXSDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 0.49% | +5.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 0.84% | +12.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 1.80% | +22.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 2.10% | +19.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 2.00% | +21.84% |