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.
Performance
MXISX vs. MXVIX - Performance Comparison
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MXISX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly higher than MXVIX's -4.44% return. Over the past 10 years, MXISX has underperformed MXVIX with an annualized return of 8.96%, while MXVIX has yielded a comparatively higher 13.12% 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%
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
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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.
Return for Risk
MXISX vs. MXVIX — Risk / Return Rank
MXISX
MXVIX
MXISX vs. MXVIX - 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 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.
| MXISX | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.94 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.51 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.25 | -0.05 |
Martin ratioReturn relative to average drawdown | 4.94 | 5.89 | -0.95 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.94 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.68 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.73 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.45 | -0.25 |
Correlation
The correlation between MXISX and MXVIX is 0.83, 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. MXVIX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than MXVIX's 0.40% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% | 0.00% | 0.00% |
Drawdowns
MXISX vs. MXVIX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than MXVIX's maximum drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXISX and MXVIX.
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Drawdown Indicators
| MXISX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -58.12% | -12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -12.13% | -2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -24.74% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -33.82% | -10.96% |
Current DrawdownCurrent decline from peak | -5.79% | -6.29% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -8.74% | -13.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.92% | +1.03% |
Volatility
MXISX vs. MXVIX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 6.28% compared to Great-West S&P 500 Index Fund (MXVIX) at 5.33%. 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.
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Volatility by Period
| MXISX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 5.33% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 9.52% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 19.39% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 17.21% | +4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 18.20% | +5.64% |