MXSHX vs. FYMIX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Fidelity Sustainable Multi-Asset Fund (FYMIX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. FYMIX is managed by Fidelity. It was launched on Feb 9, 2022.
Performance
MXSHX vs. FYMIX - Performance Comparison
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MXSHX vs. FYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -10.79% |
FYMIX Fidelity Sustainable Multi-Asset Fund | -2.11% | 18.95% | 11.09% | 16.15% | -15.71% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly higher than FYMIX's -2.11% return.
MXSHX
- 1D
- 1.78%
- 1M
- -4.16%
- YTD
- -0.21%
- 6M
- 1.35%
- 1Y
- 12.55%
- 3Y*
- 9.56%
- 5Y*
- 4.70%
- 10Y*
- 6.49%
FYMIX
- 1D
- 2.39%
- 1M
- -5.31%
- YTD
- -2.11%
- 6M
- 0.46%
- 1Y
- 17.23%
- 3Y*
- 12.19%
- 5Y*
- —
- 10Y*
- —
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MXSHX vs. FYMIX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is higher than FYMIX's 0.05% expense ratio.
Return for Risk
MXSHX vs. FYMIX — Risk / Return Rank
MXSHX
FYMIX
MXSHX vs. FYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.
| MXSHX | FYMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.33 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.91 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.96 | -0.31 |
Martin ratioReturn relative to average drawdown | 7.12 | 7.99 | -0.87 |
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
| MXSHX | FYMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.33 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.02 |
Correlation
The correlation between MXSHX and FYMIX is 0.87, 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
MXSHX vs. FYMIX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than FYMIX's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 3.58% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.77% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXSHX vs. FYMIX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, roughly equal to the maximum FYMIX drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for MXSHX and FYMIX.
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Drawdown Indicators
| MXSHX | FYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -22.70% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -8.95% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -6.54% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -5.83% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.20% | -0.38% |
Volatility
MXSHX vs. FYMIX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 4.20%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | FYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.52% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 8.39% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 13.38% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 12.72% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 12.72% | -1.55% |