MXISX vs. RYOTX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Royce Micro Cap Series Fund (RYOTX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. RYOTX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
MXISX vs. RYOTX - Performance Comparison
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MXISX vs. RYOTX - 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% |
RYOTX Royce Micro Cap Series Fund | 9.23% | 13.51% | 13.24% | 19.51% | -22.66% | 30.36% | 24.56% | 21.19% | -9.09% | 5.29% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly lower than RYOTX's 9.23% return. Over the past 10 years, MXISX has underperformed RYOTX with an annualized return of 8.96%, while RYOTX has yielded a comparatively higher 11.46% 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%
RYOTX
- 1D
- 2.99%
- 1M
- -7.15%
- YTD
- 9.23%
- 6M
- 10.78%
- 1Y
- 45.50%
- 3Y*
- 17.84%
- 5Y*
- 7.08%
- 10Y*
- 11.46%
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MXISX vs. RYOTX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than RYOTX's 1.20% expense ratio.
Return for Risk
MXISX vs. RYOTX — Risk / Return Rank
MXISX
RYOTX
MXISX vs. RYOTX - 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 Royce Micro Cap Series Fund (RYOTX). 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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.73 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.37 | 2.37 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.26 | -2.05 |
Martin ratioReturn relative to average drawdown | 4.94 | 11.42 | -6.48 |
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 | RYOTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.73 | -0.86 |
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 | 0.50 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.59 | -0.40 |
Correlation
The correlation between MXISX and RYOTX is 0.86, 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. RYOTX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, less than RYOTX's 13.68% 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% |
RYOTX Royce Micro Cap Series Fund | 13.68% | 14.94% | 12.20% | 6.97% | 5.10% | 23.10% | 7.40% | 2.72% | 13.95% | 7.76% | 11.41% | 12.99% |
Drawdowns
MXISX vs. RYOTX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than RYOTX's maximum drawdown of -56.86%. Use the drawdown chart below to compare losses from any high point for MXISX and RYOTX.
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Drawdown Indicators
| MXISX | RYOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -56.86% | -13.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -13.59% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -35.84% | +7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -44.87% | +0.09% |
Current DrawdownCurrent decline from peak | -5.79% | -7.15% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -9.47% | -12.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.88% | +0.07% |
Volatility
MXISX vs. RYOTX - Volatility Comparison
The current volatility for Great-West S&P Small Cap 600 Index Fund (MXISX) is 6.28%, while Royce Micro Cap Series Fund (RYOTX) has a volatility of 9.07%. This indicates that MXISX experiences smaller price fluctuations and is considered to be less risky than RYOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | RYOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 9.07% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 17.62% | -4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 26.53% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 23.39% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 23.03% | +0.81% |