MXLSX vs. ARSMX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and AMG River Road Small-Mid Cap Value Fund (ARSMX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. ARSMX is managed by AMG. It was launched on Mar 29, 2007.
Performance
MXLSX vs. ARSMX - Performance Comparison
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MXLSX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
ARSMX AMG River Road Small-Mid Cap Value Fund | -3.04% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than ARSMX's -3.04% return. Over the past 10 years, MXLSX has underperformed ARSMX with an annualized return of 8.19%, while ARSMX has yielded a comparatively higher 9.33% annualized return.
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
ARSMX
- 1D
- -0.11%
- 1M
- -5.33%
- YTD
- -3.04%
- 6M
- -5.91%
- 1Y
- -0.75%
- 3Y*
- 6.77%
- 5Y*
- 4.08%
- 10Y*
- 9.33%
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MXLSX vs. ARSMX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is lower than ARSMX's 1.27% expense ratio.
Return for Risk
MXLSX vs. ARSMX — Risk / Return Rank
MXLSX
ARSMX
MXLSX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| MXLSX | ARSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | -0.02 | +0.56 |
Sortino ratioReturn per unit of downside risk | 0.92 | 0.10 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.01 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | -0.18 | +0.95 |
Martin ratioReturn relative to average drawdown | 2.97 | -0.55 | +3.52 |
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
| MXLSX | ARSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | -0.02 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.23 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.35 | -0.09 |
Correlation
The correlation between MXLSX and ARSMX is 0.91, 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
MXLSX vs. ARSMX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, while ARSMX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
Drawdowns
MXLSX vs. ARSMX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than ARSMX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for MXLSX and ARSMX.
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Drawdown Indicators
| MXLSX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -51.75% | -8.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -12.25% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -19.34% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -42.96% | -0.56% |
Current DrawdownCurrent decline from peak | -8.88% | -10.31% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.12% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.04% | +0.15% |
Volatility
MXLSX vs. ARSMX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 5.13% compared to AMG River Road Small-Mid Cap Value Fund (ARSMX) at 3.68%. This indicates that MXLSX's price experiences larger fluctuations and is considered to be riskier than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.68% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 11.17% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 18.46% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 17.87% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 19.59% | +2.69% |