MXLSX vs. BSCMX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Brandes Small Cap Value Fund (BSCMX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. BSCMX is managed by Brandes. It was launched on Jan 2, 2018.
Performance
MXLSX vs. BSCMX - Performance Comparison
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MXLSX vs. BSCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -17.81% |
BSCMX Brandes Small Cap Value Fund | 6.39% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than BSCMX's 6.39% 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%
BSCMX
- 1D
- -0.42%
- 1M
- -8.34%
- YTD
- 6.39%
- 6M
- 12.73%
- 1Y
- 40.50%
- 3Y*
- 22.70%
- 5Y*
- 15.23%
- 10Y*
- —
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MXLSX vs. BSCMX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than BSCMX's 0.91% expense ratio.
Return for Risk
MXLSX vs. BSCMX — Risk / Return Rank
MXLSX
BSCMX
MXLSX vs. BSCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Brandes Small Cap Value Fund (BSCMX). 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 | BSCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.83 | -1.29 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.60 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.66 | -1.90 |
Martin ratioReturn relative to average drawdown | 2.97 | 11.11 | -8.14 |
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 | BSCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.83 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.86 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.65 | -0.40 |
Correlation
The correlation between MXLSX and BSCMX is 0.84, 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. BSCMX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than BSCMX's 4.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BSCMX Brandes Small Cap Value Fund | 4.27% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% |
Drawdowns
MXLSX vs. BSCMX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for MXLSX and BSCMX.
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Drawdown Indicators
| MXLSX | BSCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -38.12% | -22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -13.85% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -22.34% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | — | — |
Current DrawdownCurrent decline from peak | -8.88% | -8.97% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -6.10% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.32% | +0.87% |
Volatility
MXLSX vs. BSCMX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Brandes Small Cap Value Fund (BSCMX) has a volatility of 5.43%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than BSCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | BSCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.43% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.27% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 22.02% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 17.84% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 20.69% | +1.59% |