MXLSX vs. MXMDX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXLSX vs. MXMDX - Performance Comparison
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MXLSX vs. MXMDX - 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | -0.47% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than MXMDX's -0.47% return. Over the past 10 years, MXLSX has underperformed MXMDX with an annualized return of 8.19%, while MXMDX has yielded a comparatively higher 9.01% 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%
MXMDX
- 1D
- -0.80%
- 1M
- -8.07%
- YTD
- -0.47%
- 6M
- 0.97%
- 1Y
- 13.42%
- 3Y*
- 10.38%
- 5Y*
- 5.69%
- 10Y*
- 9.01%
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MXLSX vs. MXMDX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Return for Risk
MXLSX vs. MXMDX — Risk / Return Rank
MXLSX
MXMDX
MXLSX vs. MXMDX - 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 Mid Cap 400 Index Fund (MXMDX). 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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.57 | -0.03 |
Sortino ratioReturn per unit of downside risk | 0.92 | 0.97 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.78 | -0.01 |
Martin ratioReturn relative to average drawdown | 2.97 | 3.41 | -0.45 |
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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.57 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.29 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.43 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.41 | -0.15 |
Correlation
The correlation between MXLSX and MXMDX is 0.95, 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. MXMDX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than MXMDX's 6.69% 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.69% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Drawdowns
MXLSX vs. MXMDX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than MXMDX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXLSX and MXMDX.
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Drawdown Indicators
| MXLSX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -41.80% | -18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -14.12% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.15% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -41.80% | -1.72% |
Current DrawdownCurrent decline from peak | -8.88% | -8.87% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -6.00% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.45% | +0.74% |
Volatility
MXLSX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 5.75%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 5.75% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 11.49% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 22.65% | +0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 19.96% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 21.18% | +1.10% |