MXLSX vs. PRVIX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
MXLSX vs. PRVIX - Performance Comparison
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MXLSX vs. PRVIX - 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 1.00% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than PRVIX's 1.00% return. Over the past 10 years, MXLSX has underperformed PRVIX with an annualized return of 8.19%, while PRVIX has yielded a comparatively higher 10.74% 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%
PRVIX
- 1D
- -0.92%
- 1M
- -6.73%
- YTD
- 1.00%
- 6M
- 15.65%
- 1Y
- 29.88%
- 3Y*
- 15.16%
- 5Y*
- 6.86%
- 10Y*
- 10.74%
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MXLSX vs. PRVIX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
MXLSX vs. PRVIX — Risk / Return Rank
MXLSX
PRVIX
MXLSX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.30 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.08 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.93 | -1.17 |
Martin ratioReturn relative to average drawdown | 2.97 | 8.07 | -5.11 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.30 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.34 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.51 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.50 | -0.25 |
Correlation
The correlation between MXLSX and PRVIX is 0.92, 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. PRVIX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than PRVIX's 22.88% 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.88% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
MXLSX vs. PRVIX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for MXLSX and PRVIX.
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Drawdown Indicators
| MXLSX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -40.95% | -19.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -14.06% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -28.00% | +1.96% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -40.95% | -2.57% |
Current DrawdownCurrent decline from peak | -8.88% | -8.14% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.44% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.65% | +0.54% |
Volatility
MXLSX vs. PRVIX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.11% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 15.98% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 23.85% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 20.43% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 21.29% | +0.99% |