MXLSX vs. VRTVX
MXLSX (Great-West Small Cap Value Fund) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, MXLSX returned 9.28%/yr vs 10.37%/yr for VRTVX. Their correlation of 0.94 means they have usually moved in the same direction. MXLSX charges 1.09%/yr vs 0.08%/yr for VRTVX.
Performance
MXLSX vs. VRTVX - Performance Comparison
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Returns By Period
In the year-to-date period, MXLSX achieves a 21.30% return, which is significantly lower than VRTVX's 23.39% return. Over the past 10 years, MXLSX has underperformed VRTVX with an annualized return of 9.28%, while VRTVX has yielded a comparatively higher 10.37% annualized return.
MXLSX
- 1D
- -0.04%
- 1M
- 0.90%
- 6M
- 13.94%
- YTD
- 21.30%
- 1Y
- 27.20%
- 3Y*
- 12.29%
- 5Y*
- 9.06%
- 10Y*
- 9.28%
- ALL TIME*
- 5.84%
VRTVX
- 1D
- 0.09%
- 1M
- 0.32%
- 6M
- 15.48%
- YTD
- 23.39%
- 1Y
- 44.04%
- 3Y*
- 15.88%
- 5Y*
- 9.00%
- 10Y*
- 10.37%
- ALL TIME*
- 10.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXLSX vs. VRTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 21.30% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 23.39% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Correlation
The correlation between MXLSX and VRTVX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.94 |
The correlation between MXLSX and VRTVX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
MXLSX vs. VRTVX — Risk / Return Rank
MXLSX
VRTVX
MXLSX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXLSX | VRTVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 4.65 | -1.93 |
| Martin ratioReturn relative to average drawdown | 8.77 | 16.84 | -8.07 |
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Drawdowns
MXLSX vs. VRTVX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for MXLSX and VRTVX.
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Drawdown Indicators
| MXLSX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -45.98% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.84% | -8.54% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.04% | -26.85% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.85% | +0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -45.98% | +2.46% |
Current DrawdownCurrent decline from peak | -1.17% | -0.97% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -7.71% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.36% | +0.69% |
Volatility
MXLSX vs. VRTVX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 3.18% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 3.14% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 12.00% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 17.61% | -1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 21.48% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 23.65% | -1.43% |
MXLSX vs. VRTVX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Dividends
MXLSX vs. VRTVX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.40%, less than VRTVX's 1.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.40% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.62% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Frequently Asked Questions
MXLSX and VRTVX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXLSX has higher volatility (3.18%) compared to VRTVX (3.14%). In terms of maximum drawdown, MXLSX dropped -60.41% vs VRTVX's -45.98%.
VRTVX currently has the higher Sharpe Ratio (2.26 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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