MXREX vs. MXLSX
Compare and contrast key facts about Great-West Real Estate Index Fund (MXREX) and Great-West Small Cap Value Fund (MXLSX).
MXREX is managed by Great-West. It was launched on Nov 27, 2012. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXREX vs. MXLSX - Performance Comparison
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MXREX vs. MXLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 2.86% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
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% |
Returns By Period
In the year-to-date period, MXREX achieves a 2.86% return, which is significantly higher than MXLSX's 1.81% return. Over the past 10 years, MXREX has underperformed MXLSX with an annualized return of 2.94%, while MXLSX has yielded a comparatively higher 8.19% annualized return.
MXREX
- 1D
- 0.32%
- 1M
- -7.03%
- YTD
- 2.86%
- 6M
- 1.99%
- 1Y
- 5.16%
- 3Y*
- 7.96%
- 5Y*
- 4.56%
- 10Y*
- 2.94%
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%
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MXREX vs. MXLSX - Expense Ratio Comparison
MXREX has a 0.70% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXREX vs. MXLSX — Risk / Return Rank
MXREX
MXLSX
MXREX vs. MXLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) and Great-West Small Cap Value Fund (MXLSX). 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.
| MXREX | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 0.54 | -0.16 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.92 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.13 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.77 | -0.31 |
Martin ratioReturn relative to average drawdown | 2.02 | 2.97 | -0.95 |
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
| MXREX | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.54 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.28 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.37 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.25 | -0.07 |
Correlation
The correlation between MXREX and MXLSX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXREX vs. MXLSX - Dividend Comparison
MXREX's dividend yield for the trailing twelve months is around 2.01%, more than MXLSX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 2.01% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
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% |
Drawdowns
MXREX vs. MXLSX - Drawdown Comparison
The maximum MXREX drawdown since its inception was -43.89%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXREX and MXLSX.
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Drawdown Indicators
| MXREX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.89% | -60.41% | +16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -15.02% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | -26.04% | -7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -43.89% | -43.52% | -0.37% |
Current DrawdownCurrent decline from peak | -7.44% | -8.88% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -12.20% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 4.19% | -1.16% |
Volatility
MXREX vs. MXLSX - Volatility Comparison
The current volatility for Great-West Real Estate Index Fund (MXREX) is 4.18%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 5.13%. This indicates that MXREX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXREX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 5.13% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 11.94% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 23.41% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 20.90% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 22.28% | -0.34% |