MXISX vs. VSMAX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXISX or VSMAX.
Key characteristics
| MXISX | VSMAX | |
|---|---|---|
| YTD Return | 14.18% | 19.89% |
| 1Y Return | 34.95% | 41.69% |
| 3Y Return (Ann) | -3.38% | 3.58% |
| 5Y Return (Ann) | 3.85% | 11.27% |
| 10Y Return (Ann) | 2.13% | 9.81% |
| Sharpe Ratio | 1.58 | 2.26 |
| Sortino Ratio | 2.36 | 3.16 |
| Omega Ratio | 1.28 | 1.39 |
| Calmar Ratio | 0.99 | 1.83 |
| Martin Ratio | 8.27 | 12.94 |
| Ulcer Index | 4.00% | 3.08% |
| Daily Std Dev | 20.93% | 17.62% |
| Max Drawdown | -53.77% | -59.68% |
| Current Drawdown | -10.01% | 0.00% |
Correlation
The correlation between MXISX and VSMAX is 0.94, 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. VSMAX - Performance Comparison
In the year-to-date period, MXISX achieves a 14.18% return, which is significantly lower than VSMAX's 19.89% return. Over the past 10 years, MXISX has underperformed VSMAX with an annualized return of 2.13%, while VSMAX has yielded a comparatively higher 9.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXISX vs. VSMAX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Risk-Adjusted Performance
MXISX vs. VSMAX - 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 Small-Cap Index Fund Admiral Shares (VSMAX). 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. VSMAX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 0.17%, less than VSMAX's 1.31% 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% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.31% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
MXISX vs. VSMAX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -53.77%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for MXISX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
MXISX vs. VSMAX - Volatility Comparison
Great-West S&P Small Cap 600 Index Fund (MXISX) has a higher volatility of 7.32% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 5.36%. This indicates that MXISX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.