MXLSX vs. MXVIX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Great-West S&P 500 Index Fund (MXVIX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXLSX vs. MXVIX - Performance Comparison
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MXLSX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXLSX has underperformed MXVIX with an annualized return of 8.19%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXLSX vs. MXVIX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXLSX vs. MXVIX — Risk / Return Rank
MXLSX
MXVIX
MXLSX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.70 | -0.17 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.17 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.99 | -0.23 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.71 | -1.74 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.70 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.64 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.71 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.44 | -0.19 |
Correlation
The correlation between MXLSX and MXVIX is 0.84, 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. MXVIX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXLSX vs. MXVIX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, roughly equal to the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXLSX and MXVIX.
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Drawdown Indicators
| MXLSX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -58.12% | -2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -12.13% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.74% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -33.82% | -9.70% |
Current DrawdownCurrent decline from peak | -8.88% | -8.94% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.74% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.90% | +1.29% |
Volatility
MXLSX vs. MXVIX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 5.13% compared to Great-West S&P 500 Index Fund (MXVIX) at 4.23%. This indicates that MXLSX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.23% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 9.07% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 19.21% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 17.17% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 18.18% | +4.10% |