MXSHX vs. MXINX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West International Index Fund (MXINX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXSHX vs. MXINX - Performance Comparison
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MXSHX vs. MXINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly lower than MXINX's 0.95% return. Over the past 10 years, MXSHX has underperformed MXINX with an annualized return of 6.49%, while MXINX has yielded a comparatively higher 8.09% annualized 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%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXSHX vs. MXINX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than MXINX's 0.65% expense ratio.
Return for Risk
MXSHX vs. MXINX — Risk / Return Rank
MXSHX
MXINX
MXSHX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.32 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.86 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.56 | +0.09 |
Martin ratioReturn relative to average drawdown | 7.12 | 6.51 | +0.60 |
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 | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.32 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.48 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.29 | +0.19 |
Correlation
The correlation between MXSHX and MXINX is 0.77, 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. MXINX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, more than MXINX's 3.31% 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% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXSHX vs. MXINX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXINX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXINX.
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Drawdown Indicators
| MXSHX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -34.59% | +11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -11.43% | +3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -29.75% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -34.59% | +11.15% |
Current DrawdownCurrent decline from peak | -4.73% | -8.19% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -8.65% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.27% | -1.45% |
Volatility
MXSHX vs. MXINX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 4.20%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 7.84% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 11.28% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 18.21% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 16.65% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 16.95% | -5.78% |