MXLSX vs. MXISX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXLSX vs. MXISX - Performance Comparison
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MXLSX vs. MXISX - 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 0.54% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than MXISX's 0.54% return. Over the past 10 years, MXLSX has underperformed MXISX with an annualized return of 8.19%, while MXISX has yielded a comparatively higher 8.66% 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%
MXISX
- 1D
- -0.76%
- 1M
- -6.75%
- YTD
- 0.54%
- 6M
- 2.13%
- 1Y
- 16.58%
- 3Y*
- 8.58%
- 5Y*
- 3.14%
- 10Y*
- 8.66%
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MXLSX vs. MXISX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than MXISX's 0.56% expense ratio.
Return for Risk
MXLSX vs. MXISX — Risk / Return Rank
MXLSX
MXISX
MXLSX vs. MXISX - 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 S&P Small Cap 600 Index Fund (MXISX). 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 | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.67 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.11 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.15 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.86 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.97 | 3.56 | -0.60 |
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 | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.67 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.15 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.37 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.19 | +0.07 |
Correlation
The correlation between MXLSX and MXISX is 0.93, 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. MXISX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than MXISX's 7.41% 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.41% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXLSX vs. MXISX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXLSX and MXISX.
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Drawdown Indicators
| MXLSX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -70.66% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -14.88% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -28.07% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -44.78% | +1.26% |
Current DrawdownCurrent decline from peak | -8.88% | -8.40% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -21.97% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.93% | +0.26% |
Volatility
MXLSX vs. MXISX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 5.50%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.50% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.71% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 24.12% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 21.82% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 23.82% | -1.54% |