MXLSX vs. MXINX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Great-West International Index Fund (MXINX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXLSX vs. MXINX - Performance Comparison
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MXLSX vs. MXINX - 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% |
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than MXINX's -2.03% return. Over the past 10 years, MXLSX has outperformed MXINX with an annualized return of 8.19%, while MXINX has yielded a comparatively lower 7.76% 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%
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
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MXLSX vs. MXINX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than MXINX's 0.65% expense ratio.
Return for Risk
MXLSX vs. MXINX — Risk / Return Rank
MXLSX
MXINX
MXLSX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Great-West International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.97 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.40 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.24 | -0.47 |
Martin ratioReturn relative to average drawdown | 2.97 | 5.25 | -2.28 |
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 | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.97 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.44 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.46 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.28 | -0.03 |
Correlation
The correlation between MXLSX and MXINX is 0.71, 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. MXINX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than MXINX's 3.41% 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% |
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXLSX vs. MXINX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXLSX and MXINX.
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Drawdown Indicators
| MXLSX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -34.59% | -25.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -11.43% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -29.75% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -34.59% | -8.93% |
Current DrawdownCurrent decline from peak | -8.88% | -10.91% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.65% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.23% | +0.96% |
Volatility
MXLSX vs. MXINX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Great-West International Index Fund (MXINX) has a volatility of 7.18%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.18% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 10.88% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 17.99% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 16.60% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 16.93% | +5.35% |