MXLSX vs. RYSEX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Royce Special Equity Fund (RYSEX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. RYSEX is managed by Royce Investment Partners. It was launched on May 1, 1998.
Performance
MXLSX vs. RYSEX - Performance Comparison
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MXLSX vs. RYSEX - 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% |
RYSEX Royce Special Equity Fund | 3.35% | 3.66% | 2.93% | 12.96% | -6.60% | 22.24% | 7.43% | 12.73% | -9.96% | 7.13% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than RYSEX's 3.35% return. Over the past 10 years, MXLSX has outperformed RYSEX with an annualized return of 8.19%, while RYSEX has yielded a comparatively lower 7.57% 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%
RYSEX
- 1D
- 0.35%
- 1M
- -3.72%
- YTD
- 3.35%
- 6M
- 5.06%
- 1Y
- 17.66%
- 3Y*
- 6.41%
- 5Y*
- 4.67%
- 10Y*
- 7.57%
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MXLSX vs. RYSEX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is lower than RYSEX's 1.20% expense ratio.
Return for Risk
MXLSX vs. RYSEX — Risk / Return Rank
MXLSX
RYSEX
MXLSX vs. RYSEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Royce Special Equity Fund (RYSEX). 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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.96 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.51 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.41 | -0.64 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.67 | -1.70 |
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 | RYSEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.96 | -0.42 |
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 | 0.44 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.51 | -0.26 |
Correlation
The correlation between MXLSX and RYSEX is 0.86, 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. RYSEX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than RYSEX's 11.96% 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% |
RYSEX Royce Special Equity Fund | 11.96% | 12.36% | 16.35% | 5.32% | 12.34% | 16.53% | 3.70% | 11.56% | 13.11% | 8.24% | 7.72% | 11.68% |
Drawdowns
MXLSX vs. RYSEX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than RYSEX's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for MXLSX and RYSEX.
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Drawdown Indicators
| MXLSX | RYSEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -43.25% | -17.16% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -10.97% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -23.03% | -3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -32.13% | -11.39% |
Current DrawdownCurrent decline from peak | -8.88% | -6.33% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -6.39% | -5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.30% | +0.89% |
Volatility
MXLSX vs. RYSEX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 5.13% compared to Royce Special Equity Fund (RYSEX) at 3.43%. This indicates that MXLSX's price experiences larger fluctuations and is considered to be riskier than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | RYSEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.43% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 9.64% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 18.16% | +5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 16.43% | +4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 17.40% | +4.88% |