MXLSX vs. BRSIX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Bridgeway Ultra Small Company Market Fund (BRSIX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Performance
MXLSX vs. BRSIX - Performance Comparison
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MXLSX vs. BRSIX - 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% |
BRSIX Bridgeway Ultra Small Company Market Fund | -3.39% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than BRSIX's -3.39% return. Over the past 10 years, MXLSX has outperformed BRSIX with an annualized return of 8.19%, while BRSIX has yielded a comparatively lower 6.58% 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%
BRSIX
- 1D
- -1.13%
- 1M
- -7.88%
- YTD
- -3.39%
- 6M
- 4.17%
- 1Y
- 40.23%
- 3Y*
- 14.23%
- 5Y*
- -3.16%
- 10Y*
- 6.58%
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MXLSX vs. BRSIX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than BRSIX's 0.78% expense ratio.
Return for Risk
MXLSX vs. BRSIX — Risk / Return Rank
MXLSX
BRSIX
MXLSX vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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 | BRSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.45 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.07 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.41 | -1.65 |
Martin ratioReturn relative to average drawdown | 2.97 | 8.20 | -5.24 |
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 | BRSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.45 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | -0.13 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.28 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.41 | -0.15 |
Correlation
The correlation between MXLSX and BRSIX is 0.81, 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. BRSIX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than BRSIX's 1.06% yield.
| 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% |
BRSIX Bridgeway Ultra Small Company Market Fund | 1.06% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
Drawdowns
MXLSX vs. BRSIX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for MXLSX and BRSIX.
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Drawdown Indicators
| MXLSX | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -61.79% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -13.57% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -53.66% | +27.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -54.09% | +10.57% |
Current DrawdownCurrent decline from peak | -8.88% | -21.53% | +12.65% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -15.68% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.20% | -0.01% |
Volatility
MXLSX vs. BRSIX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.06%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.06% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 17.25% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 26.41% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 24.41% | -3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 24.00% | -1.72% |