Correlation
The correlation between MXISX and VEVFX is 0.80, 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.
MXISX vs. VEVFX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Vanguard Explorer Value Fund (VEVFX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. VEVFX is managed by Vanguard. It was launched on Mar 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXISX or VEVFX.
Performance
MXISX vs. VEVFX - Performance Comparison
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Key characteristics
MXISX:
-0.05
VEVFX:
-0.44
MXISX:
0.19
VEVFX:
-0.30
MXISX:
1.02
VEVFX:
0.95
MXISX:
0.00
VEVFX:
-0.28
MXISX:
0.01
VEVFX:
-0.64
MXISX:
10.30%
VEVFX:
15.69%
MXISX:
25.27%
VEVFX:
27.87%
MXISX:
-70.32%
VEVFX:
-50.98%
MXISX:
-16.31%
VEVFX:
-25.03%
Returns By Period
The year-to-date returns for both investments are quite close, with MXISX having a -8.30% return and VEVFX slightly higher at -7.98%. Over the past 10 years, MXISX has outperformed VEVFX with an annualized return of 6.98%, while VEVFX has yielded a comparatively lower 3.07% annualized return.
MXISX
-8.30%
2.21%
-15.92%
-1.14%
2.35%
9.74%
6.98%
VEVFX
-7.98%
2.44%
-24.55%
-12.15%
-1.17%
7.49%
3.07%
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MXISX vs. VEVFX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than VEVFX's 0.52% expense ratio.
Risk-Adjusted Performance
MXISX vs. VEVFX — Risk-Adjusted Performance Rank
MXISX
VEVFX
MXISX vs. VEVFX - 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 Vanguard Explorer Value Fund (VEVFX). 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.
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Dividends
MXISX vs. VEVFX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 4.94%, less than VEVFX's 15.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 4.94% | 4.53% | 3.17% | 6.56% | 10.78% | 6.55% | 6.73% | 14.48% | 9.84% | 5.82% | 10.96% | 7.52% |
VEVFX Vanguard Explorer Value Fund | 15.81% | 14.55% | 2.49% | 3.85% | 4.07% | 0.86% | 1.47% | 8.92% | 3.78% | 2.26% | 6.31% | 5.96% |
Drawdowns
MXISX vs. VEVFX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.32%, which is greater than VEVFX's maximum drawdown of -50.98%. Use the drawdown chart below to compare losses from any high point for MXISX and VEVFX.
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Volatility
MXISX vs. VEVFX - Volatility Comparison
The current volatility for Great-West S&P Small Cap 600 Index Fund (MXISX) is 6.55%, while Vanguard Explorer Value Fund (VEVFX) has a volatility of 7.07%. This indicates that MXISX experiences smaller price fluctuations and is considered to be less risky than VEVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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