MXISX vs. MXSHX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West SecureFoundation Balanced Fund (MXSHX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXSHX is managed by Great-West. It was launched on Nov 12, 2009.
Performance
MXISX vs. MXSHX - Performance Comparison
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MXISX vs. MXSHX - 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% |
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXSHX's -0.21% return. Over the past 10 years, MXISX has outperformed MXSHX with an annualized return of 8.96%, while MXSHX has yielded a comparatively lower 6.49% 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%
MXSHX
- 1D
- 1.78%
- 1M
- -4.16%
- YTD
- -0.21%
- 6M
- 1.35%
- 1Y
- 12.55%
- 3Y*
- 9.56%
- 5Y*
- 4.70%
- 10Y*
- 6.49%
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MXISX vs. MXSHX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than MXSHX's 0.53% expense ratio.
Return for Risk
MXISX vs. MXSHX — Risk / Return Rank
MXISX
MXSHX
MXISX vs. MXSHX - 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 SecureFoundation Balanced Fund (MXSHX). 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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.19 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.73 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.65 | -0.45 |
Martin ratioReturn relative to average drawdown | 4.94 | 7.12 | -2.18 |
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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.19 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.42 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.58 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.49 | -0.30 |
Correlation
The correlation between MXISX and MXSHX is 0.78, 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. MXSHX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXSHX's 3.58% 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% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.58% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXSHX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXSHX's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for MXISX and MXSHX.
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Drawdown Indicators
| MXISX | MXSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -23.44% | -47.22% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -7.86% | -7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -23.44% | -4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -23.44% | -21.34% |
Current DrawdownCurrent decline from peak | -5.79% | -4.73% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -4.04% | -17.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 1.82% | +2.13% |
Volatility
MXISX vs. MXSHX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West SecureFoundation Balanced Fund (MXSHX) at 4.20%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | MXSHX | 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% | 6.43% | +6.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 10.89% | +13.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 11.19% | +10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 11.17% | +12.67% |