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MXLSX vs. HWSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXLSX vs. HWSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Small Cap Value Fund (MXLSX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). The values are adjusted to include any dividend payments, if applicable.

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MXLSX vs. HWSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXLSX
MXLSX Risk / Return Rank: 2323
Overall Rank
MXLSX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MXLSX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MXLSX Omega Ratio Rank: 2121
Omega Ratio Rank
MXLSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MXLSX Martin Ratio Rank: 2727
Martin Ratio Rank

HWSIX
HWSIX Risk / Return Rank: 3232
Overall Rank
HWSIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
HWSIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
HWSIX Omega Ratio Rank: 3333
Omega Ratio Rank
HWSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
HWSIX Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MXLSXHWSIXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.73

-0.19

Sortino ratio

Return per unit of downside risk

0.92

1.16

-0.24

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.77

0.92

-0.16

Martin ratio

Return relative to average drawdown

2.97

3.44

-0.47

MXLSX vs. HWSIX - Sharpe Ratio Comparison

The current MXLSX Sharpe Ratio is 0.54, which is comparable to the HWSIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of MXLSX and HWSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXLSXHWSIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


MXLSXHWSIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.88%

-2.75%

-6.13%

Average Drawdown

Average peak-to-trough decline

-12.20%

-12.12%

-0.08%

Ulcer Index

Depth 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


MXLSXHWSIXDifference

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%