MXISX vs. TNVIX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and 1290 GAMCO Small/Mid Cap Value Fund (TNVIX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. TNVIX is managed by 1290 Funds. It was launched on Nov 12, 2014.
Performance
MXISX vs. TNVIX - Performance Comparison
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MXISX vs. TNVIX - 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 6.91% | 13.91% | 11.48% | 21.31% | -11.37% | 21.85% | 11.33% | 19.81% | -14.34% | 19.00% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly lower than TNVIX's 6.91% return. Over the past 10 years, MXISX has underperformed TNVIX with an annualized return of 8.96%, while TNVIX has yielded a comparatively higher 10.69% 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%
TNVIX
- 1D
- 2.62%
- 1M
- -6.81%
- YTD
- 6.91%
- 6M
- 9.38%
- 1Y
- 28.09%
- 3Y*
- 15.60%
- 5Y*
- 8.65%
- 10Y*
- 10.69%
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MXISX vs. TNVIX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than TNVIX's 0.95% expense ratio.
Return for Risk
MXISX vs. TNVIX — Risk / Return Rank
MXISX
TNVIX
MXISX vs. TNVIX - 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 1290 GAMCO Small/Mid Cap Value Fund (TNVIX). 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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.38 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.37 | 2.02 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.27 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.12 | -0.91 |
Martin ratioReturn relative to average drawdown | 4.94 | 7.98 | -3.05 |
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 | TNVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.38 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.44 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.51 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.46 | -0.27 |
Correlation
The correlation between MXISX and TNVIX is 0.88, 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. TNVIX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, more than TNVIX's 3.70% 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% |
TNVIX 1290 GAMCO Small/Mid Cap Value Fund | 3.70% | 3.95% | 8.76% | 3.82% | 2.51% | 7.05% | 0.47% | 1.74% | 1.58% | 1.87% | 1.79% | 0.00% |
Drawdowns
MXISX vs. TNVIX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than TNVIX's maximum drawdown of -42.75%. Use the drawdown chart below to compare losses from any high point for MXISX and TNVIX.
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Drawdown Indicators
| MXISX | TNVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -42.75% | -27.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -13.34% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -25.61% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -42.75% | -2.03% |
Current DrawdownCurrent decline from peak | -5.79% | -7.12% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -6.27% | -15.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.54% | +0.41% |
Volatility
MXISX vs. TNVIX - Volatility Comparison
The current volatility for Great-West S&P Small Cap 600 Index Fund (MXISX) is 6.28%, while 1290 GAMCO Small/Mid Cap Value Fund (TNVIX) has a volatility of 6.79%. This indicates that MXISX experiences smaller price fluctuations and is considered to be less risky than TNVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | TNVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.79% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 11.89% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 20.74% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 19.78% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 21.08% | +2.76% |