MXLSX vs. VSCAX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Invesco Small Cap Value Fund (VSCAX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Performance
MXLSX vs. VSCAX - Performance Comparison
Loading graphics...
MXLSX vs. VSCAX - 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% |
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than VSCAX's 6.56% return. Over the past 10 years, MXLSX has underperformed VSCAX with an annualized return of 8.19%, while VSCAX has yielded a comparatively higher 15.32% 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%
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXLSX vs. VSCAX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is lower than VSCAX's 1.12% expense ratio.
Return for Risk
MXLSX vs. VSCAX — Risk / Return Rank
MXLSX
VSCAX
MXLSX vs. VSCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Invesco Small Cap Value Fund (VSCAX). 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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.28 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.79 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.64 | -0.88 |
Martin ratioReturn relative to average drawdown | 2.97 | 6.36 | -3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXLSX | VSCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.28 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.75 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.58 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.51 | -0.26 |
Correlation
The correlation between MXLSX and VSCAX is 0.91, 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. VSCAX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than VSCAX's 8.65% 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% |
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Drawdowns
MXLSX vs. VSCAX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, roughly equal to the maximum VSCAX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for MXLSX and VSCAX.
Loading graphics...
Drawdown Indicators
| MXLSX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -57.77% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -16.56% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -25.29% | -0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -57.77% | +14.25% |
Current DrawdownCurrent decline from peak | -8.88% | -11.43% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.94% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 4.49% | -0.30% |
Volatility
MXLSX vs. VSCAX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.31%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXLSX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 8.31% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 16.64% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 25.77% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 23.13% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 26.70% | -4.42% |