MXSHX vs. BRUFX
MXSHX (Great-West SecureFoundation Balanced Fund) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, MXSHX returned 6.90%/yr vs 7.56%/yr for BRUFX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. MXSHX charges 0.53%/yr vs 0.68%/yr for BRUFX.
Performance
MXSHX vs. BRUFX - Performance Comparison
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Returns By Period
In the year-to-date period, MXSHX achieves a 7.68% return, which is significantly lower than BRUFX's 16.02% return. Over the past 10 years, MXSHX has underperformed BRUFX with an annualized return of 6.90%, while BRUFX has yielded a comparatively higher 7.56% annualized return.
MXSHX
- 1D
- 1.11%
- 1M
- -0.52%
- 6M
- 5.11%
- YTD
- 7.68%
- 1Y
- 15.31%
- 3Y*
- 10.53%
- 5Y*
- 5.32%
- 10Y*
- 6.90%
- ALL TIME*
- 5.64%
BRUFX
- 1D
- -0.39%
- 1M
- 0.09%
- 6M
- 11.25%
- YTD
- 16.02%
- 1Y
- 29.17%
- 3Y*
- 12.15%
- 5Y*
- 5.98%
- 10Y*
- 7.56%
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
MXSHX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 7.68% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
BRUFX Bruce Fund | 16.02% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between MXSHX and BRUFX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.63 |
The correlation between MXSHX and BRUFX has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
MXSHX vs. BRUFX — Risk / Return Rank
MXSHX
BRUFX
MXSHX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Bruce Fund (BRUFX). 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.
| MXSHX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.49 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.78 | -1.55 |
| Martin ratioReturn relative to average drawdown | 9.10 | 17.01 | -7.91 |
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Drawdowns
MXSHX vs. BRUFX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum BRUFX drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for MXSHX and BRUFX.
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Drawdown Indicators
| MXSHX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -44.50% | +21.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -7.67% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -10.68% | -9.66% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -17.91% | -5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -25.44% | +2.00% |
Current DrawdownCurrent decline from peak | -1.03% | -1.71% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -9.04% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.70% | -0.14% |
Volatility
MXSHX vs. BRUFX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) and Bruce Fund (BRUFX) have volatilities of 2.45% and 2.42%, 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
| MXSHX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.42% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.45% | 8.50% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 10.65% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 10.58% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.21% | 11.65% | -0.44% |
MXSHX vs. BRUFX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than BRUFX's 0.68% expense ratio.
Dividends
MXSHX vs. BRUFX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.31%, less than BRUFX's 5.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.48% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.31% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% | 0.00% | 0.00% |
Frequently Asked Questions
MXSHX and BRUFX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXSHX has higher volatility (2.45%) compared to BRUFX (2.42%). In terms of maximum drawdown, MXSHX dropped -23.44% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.73 vs 1.56), 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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