MXSHX vs. MXLGX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Large Cap Growth Fund (MXLGX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXSHX vs. MXLGX - Performance Comparison
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MXSHX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXSHX has underperformed MXLGX with an annualized return of 6.49%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXSHX vs. MXLGX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXSHX vs. MXLGX — Risk / Return Rank
MXSHX
MXLGX
MXSHX vs. MXLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Large Cap Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.56 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.99 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.75 | +0.90 |
Martin ratioReturn relative to average drawdown | 7.12 | 2.29 | +4.82 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.56 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.45 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.63 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.23 | +0.25 |
Correlation
The correlation between MXSHX and MXLGX is 0.75, 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. MXLGX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXSHX vs. MXLGX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXLGX.
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Drawdown Indicators
| MXSHX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -62.98% | +39.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -14.95% | +7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -38.07% | +14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -38.07% | +14.63% |
Current DrawdownCurrent decline from peak | -4.73% | -12.28% | +7.55% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -25.98% | +21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 4.89% | -3.07% |
Volatility
MXSHX vs. MXLGX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 4.20%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.00% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 11.40% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 21.59% | -10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 21.88% | -10.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 23.42% | -12.25% |