MXSHX vs. MXREX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Real Estate Index Fund (MXREX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXSHX vs. MXREX - Performance Comparison
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MXSHX vs. MXREX - 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% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly lower than MXREX's 4.34% return. Over the past 10 years, MXSHX has outperformed MXREX with an annualized return of 6.49%, while MXREX has yielded a comparatively lower 3.08% 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%
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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MXSHX vs. MXREX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXSHX vs. MXREX — Risk / Return Rank
MXSHX
MXREX
MXSHX vs. MXREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.39 | +0.79 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.67 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.45 | +1.20 |
Martin ratioReturn relative to average drawdown | 7.12 | 1.96 | +5.16 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.39 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.26 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.14 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.19 | +0.30 |
Correlation
The correlation between MXSHX and MXREX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXSHX vs. MXREX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, more than MXREX's 1.98% 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% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXSHX vs. MXREX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXREX.
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Drawdown Indicators
| MXSHX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -43.89% | +20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -13.36% | +5.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -33.06% | +9.62% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -43.89% | +20.45% |
Current DrawdownCurrent decline from peak | -4.73% | -6.11% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -11.77% | +7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.05% | -1.23% |
Volatility
MXSHX vs. MXREX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 4.20%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.48%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.48% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 9.21% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 17.89% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 19.36% | -8.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 21.94% | -10.77% |