MXLSX vs. BSCMX
MXLSX (Great-West Small Cap Value Fund) and BSCMX (Brandes Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, MXLSX returned 9.06%/yr vs 17.32%/yr for BSCMX. Their correlation of 0.84 means they have usually moved in the same direction. MXLSX charges 1.09%/yr vs 0.91%/yr for BSCMX.
Performance
MXLSX vs. BSCMX - Performance Comparison
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Returns By Period
In the year-to-date period, MXLSX achieves a 21.30% return, which is significantly lower than BSCMX's 23.52% return.
MXLSX
- 1D
- -0.04%
- 1M
- 0.90%
- 6M
- 13.94%
- YTD
- 21.30%
- 1Y
- 27.20%
- 3Y*
- 12.29%
- 5Y*
- 9.06%
- 10Y*
- 9.28%
- ALL TIME*
- 5.84%
BSCMX
- 1D
- -0.56%
- 1M
- -0.28%
- 6M
- 13.55%
- YTD
- 23.52%
- 1Y
- 46.32%
- 3Y*
- 25.94%
- 5Y*
- 17.32%
- 10Y*
- —
- ALL TIME*
- 14.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXLSX vs. BSCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 21.30% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -17.46% |
BSCMX Brandes Small Cap Value Fund | 23.52% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
Correlation
The correlation between MXLSX and BSCMX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 8, 2018 | 0.84 |
The correlation between MXLSX and BSCMX has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXLSX | BSCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 4.36 | -1.65 |
| Martin ratioReturn relative to average drawdown | 8.77 | 15.73 | -6.96 |
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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 | -9.84% | -9.65% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -22.34% | -3.70% |
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 | -1.17% | -2.18% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -5.94% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.70% | +0.35% |
Volatility
MXLSX vs. BSCMX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 3.18%, while Brandes Small Cap Value Fund (BSCMX) has a volatility of 4.14%. 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 | 3.18% | 4.14% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 11.73% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 17.29% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 17.95% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 20.52% | +1.70% |
MXLSX vs. BSCMX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than BSCMX's 0.91% expense ratio.
Dividends
MXLSX vs. BSCMX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.40%, less than BSCMX's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCMX Brandes Small Cap Value Fund | 3.76% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% |
MXLSX Great-West Small Cap Value Fund | 0.40% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Frequently Asked Questions
MXLSX and BSCMX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCMX has higher volatility (4.14%) compared to MXLSX (3.18%). In terms of maximum drawdown, MXLSX dropped -60.41% vs BSCMX's -38.12%.
BSCMX currently has the higher Sharpe Ratio (2.44 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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