MXSHX vs. MXMDX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXSHX vs. MXMDX - Performance Comparison
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MXSHX vs. MXMDX - 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, MXSHX has underperformed MXMDX with an annualized return of 6.49%, while MXMDX has yielded a comparatively higher 9.32% 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%
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
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MXSHX vs. MXMDX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than MXMDX's 0.55% expense ratio.
Return for Risk
MXSHX vs. MXMDX — Risk / Return Rank
MXSHX
MXMDX
MXSHX vs. MXMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). 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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.78 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.24 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.13 | +0.52 |
Martin ratioReturn relative to average drawdown | 7.12 | 4.93 | +2.18 |
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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.78 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.44 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.42 | +0.07 |
Correlation
The correlation between MXSHX and MXMDX is 0.81, 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. MXMDX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than MXMDX's 6.50% 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Drawdowns
MXSHX vs. MXMDX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXMDX.
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Drawdown Indicators
| MXSHX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -41.80% | +18.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -14.12% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -24.15% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -41.80% | +18.36% |
Current DrawdownCurrent decline from peak | -4.73% | -6.26% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -6.00% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.47% | -1.65% |
Volatility
MXSHX vs. MXMDX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 4.20%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 6.50%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.50% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 11.83% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 22.79% | -11.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 20.00% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 21.20% | -10.03% |