MXISX vs. MXVIX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Great-West S&P 500 Index Fund (MXVIX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXISX or MXVIX.
Key characteristics
| MXISX | MXVIX | |
|---|---|---|
| YTD Return | 13.55% | 26.05% |
| 1Y Return | 32.37% | 37.44% |
| 3Y Return (Ann) | -3.64% | 9.42% |
| 5Y Return (Ann) | 3.74% | 15.33% |
| 10Y Return (Ann) | 2.08% | 12.27% |
| Sharpe Ratio | 1.49 | 3.02 |
| Sortino Ratio | 2.24 | 4.01 |
| Omega Ratio | 1.27 | 1.57 |
| Calmar Ratio | 0.94 | 4.45 |
| Martin Ratio | 7.79 | 20.00 |
| Ulcer Index | 4.00% | 1.88% |
| Daily Std Dev | 20.95% | 12.44% |
| Max Drawdown | -53.77% | -33.82% |
| Current Drawdown | -10.50% | 0.00% |
Correlation
The correlation between MXISX and MXVIX is 0.82, 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.
Performance
MXISX vs. MXVIX - Performance Comparison
In the year-to-date period, MXISX achieves a 13.55% return, which is significantly lower than MXVIX's 26.05% return. Over the past 10 years, MXISX has underperformed MXVIX with an annualized return of 2.08%, while MXVIX has yielded a comparatively higher 12.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXISX vs. MXVIX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Risk-Adjusted Performance
MXISX vs. MXVIX - Risk-Adjusted Performance 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 S&P 500 Index Fund (MXVIX). 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.
Dividends
MXISX vs. MXVIX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 0.17%, less than MXVIX's 0.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 0.17% | 0.52% | 0.54% | 2.10% | 1.26% | 0.61% | 1.49% | 1.61% | 0.92% | 1.26% | 1.22% | 1.24% |
MXVIX Great-West S&P 500 Index Fund | 0.22% | 0.43% | 0.39% | 0.35% | 0.68% | 0.66% | 0.92% | 0.80% | 0.90% | 1.26% | 1.48% | 1.70% |
Drawdowns
MXISX vs. MXVIX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -53.77%, which is greater than MXVIX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for MXISX and MXVIX. For additional features, visit the drawdowns tool.
Volatility
MXISX vs. MXVIX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 7.39% compared to Great-West S&P 500 Index Fund (MXVIX) at 3.92%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.