MXLSX vs. VSIIX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
MXLSX vs. VSIIX - Performance Comparison
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MXLSX vs. VSIIX - 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 0.79% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than VSIIX's 0.79% return. Over the past 10 years, MXLSX has underperformed VSIIX with an annualized return of 8.19%, while VSIIX has yielded a comparatively higher 9.85% 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%
VSIIX
- 1D
- -0.41%
- 1M
- -7.11%
- YTD
- 0.79%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.52%
- 5Y*
- 7.36%
- 10Y*
- 9.85%
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MXLSX vs. VSIIX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
MXLSX vs. VSIIX — Risk / Return Rank
MXLSX
VSIIX
MXLSX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.82 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.28 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.04 | -0.27 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.29 | -1.33 |
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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.82 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.37 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.45 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.42 | -0.17 |
Correlation
The correlation between MXLSX and VSIIX 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. VSIIX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than VSIIX's 1.96% 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.96% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
MXLSX vs. VSIIX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, roughly equal to the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for MXLSX and VSIIX.
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Drawdown Indicators
| MXLSX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -62.05% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -14.16% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -24.09% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -45.38% | +1.86% |
Current DrawdownCurrent decline from peak | -8.88% | -8.24% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -8.57% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.42% | +0.77% |
Volatility
MXLSX vs. VSIIX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) have volatilities of 5.13% and 4.89%, 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 | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 4.89% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 11.02% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 20.61% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 19.83% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 21.81% | +0.47% |