MXLSX vs. VRTVX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
MXLSX vs. VRTVX - Performance Comparison
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MXLSX vs. VRTVX - 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than VRTVX's 2.26% return. Over the past 10 years, MXLSX has underperformed VRTVX with an annualized return of 8.19%, while VRTVX has yielded a comparatively higher 9.30% 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%
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
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MXLSX vs. VRTVX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
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.
| MXLSX | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.13 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.66 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.60 | -0.84 |
Martin ratioReturn relative to average drawdown | 2.97 | 6.39 | -3.43 |
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 | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.13 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.24 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.39 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.44 | -0.18 |
Correlation
The correlation between MXLSX and VRTVX is 0.94, 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. VRTVX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than VRTVX's 1.84% 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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
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 | -15.02% | -13.82% | -1.20% |
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 | -8.88% | -7.79% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -7.85% | -4.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.46% | +0.73% |
Volatility
MXLSX vs. VRTVX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a volatility of 5.74%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than VRTVX based on this measure. 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 | 5.13% | 5.74% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 12.88% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 21.95% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 21.76% | -0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 23.68% | -1.40% |