MXSHX vs. MXVIX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West S&P 500 Index Fund (MXVIX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXSHX vs. MXVIX - Performance Comparison
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MXSHX vs. MXVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -1.95% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXSHX achieves a -1.95% return, which is significantly higher than MXVIX's -4.44% return. Over the past 10 years, MXSHX has underperformed MXVIX with an annualized return of 6.30%, while MXVIX has yielded a comparatively higher 13.12% annualized return.
MXSHX
- 1D
- 0.00%
- 1M
- -5.83%
- YTD
- -1.95%
- 6M
- -0.42%
- 1Y
- 10.58%
- 3Y*
- 8.92%
- 5Y*
- 4.36%
- 10Y*
- 6.30%
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
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MXSHX vs. MXVIX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXSHX vs. MXVIX — Risk / Return Rank
MXSHX
MXVIX
MXSHX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.94 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.51 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.25 | +0.03 |
Martin ratioReturn relative to average drawdown | 5.60 | 5.89 | -0.29 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.94 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.68 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.73 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Correlation
The correlation between MXSHX and MXVIX is 0.82, 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. MXVIX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.64%, more than MXVIX's 0.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 3.64% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXSHX vs. MXVIX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXVIX.
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Drawdown Indicators
| MXSHX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -58.12% | +34.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -12.13% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -24.74% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -33.82% | +10.38% |
Current DrawdownCurrent decline from peak | -6.40% | -6.29% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -8.74% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.92% | -1.12% |
Volatility
MXSHX vs. MXVIX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced Fund (MXSHX) is 3.66%, while Great-West S&P 500 Index Fund (MXVIX) has a volatility of 5.33%. This indicates that MXSHX experiences smaller price fluctuations and is considered to be less risky than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 5.33% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.18% | 9.52% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 19.39% | -8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.16% | 17.21% | -6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 18.20% | -7.05% |