MXLSX vs. HWSIX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
MXLSX vs. HWSIX - Performance Comparison
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MXLSX vs. HWSIX - 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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 7.19% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than HWSIX's 7.19% return. Over the past 10 years, MXLSX has underperformed HWSIX with an annualized return of 8.19%, while HWSIX has yielded a comparatively higher 10.01% 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%
HWSIX
- 1D
- -0.30%
- 1M
- -0.11%
- YTD
- 7.19%
- 6M
- 5.71%
- 1Y
- 16.85%
- 3Y*
- 9.76%
- 5Y*
- 9.23%
- 10Y*
- 10.01%
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MXLSX vs. HWSIX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than HWSIX's 1.06% expense ratio.
Return for Risk
MXLSX vs. HWSIX — Risk / Return Rank
MXLSX
HWSIX
MXLSX vs. HWSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.73 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.16 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.92 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.97 | 3.44 | -0.47 |
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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.73 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.43 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.41 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.44 | -0.19 |
Correlation
The correlation between MXLSX and HWSIX is 0.86, 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. HWSIX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than HWSIX's 0.94% 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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.94% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
MXLSX vs. HWSIX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for MXLSX and HWSIX.
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Drawdown Indicators
| MXLSX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -72.00% | +11.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -16.44% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.92% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -53.67% | +10.15% |
Current DrawdownCurrent decline from peak | -8.88% | -2.75% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -12.12% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.42% | -0.23% |
Volatility
MXLSX vs. HWSIX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 5.13% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that MXLSX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.15% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.90% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 23.97% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 21.70% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 24.67% | -2.39% |