MXSHX vs. SIFAX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. SIFAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
MXSHX vs. SIFAX - Performance Comparison
Loading graphics...
MXSHX vs. SIFAX - 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 8.96% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly lower than SIFAX's 8.96% return. Over the past 10 years, MXSHX has outperformed SIFAX with an annualized return of 6.49%, while SIFAX has yielded a comparatively lower 3.91% 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%
SIFAX
- 1D
- -0.35%
- 1M
- 1.77%
- YTD
- 8.96%
- 6M
- 10.57%
- 1Y
- 10.85%
- 3Y*
- 7.16%
- 5Y*
- 6.83%
- 10Y*
- 3.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXSHX vs. SIFAX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Return for Risk
MXSHX vs. SIFAX — Risk / Return Rank
MXSHX
SIFAX
MXSHX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 2.03 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.86 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.49 | -1.83 |
Martin ratioReturn relative to average drawdown | 7.12 | 8.92 | -1.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXSHX | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.03 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.25 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.76 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.36 | +0.13 |
Correlation
The correlation between MXSHX and SIFAX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXSHX vs. SIFAX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than SIFAX's 4.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.18% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
Drawdowns
MXSHX vs. SIFAX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, roughly equal to the maximum SIFAX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for MXSHX and SIFAX.
Loading graphics...
Drawdown Indicators
| MXSHX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -23.62% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -3.07% | -4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -8.32% | -15.12% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -14.69% | -8.75% |
Current DrawdownCurrent decline from peak | -4.73% | -0.35% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -8.65% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.25% | +0.57% |
Volatility
MXSHX vs. SIFAX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) has a higher volatility of 4.20% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.04%. This indicates that MXSHX's price experiences larger fluctuations and is considered to be riskier than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXSHX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 2.04% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 3.93% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 5.30% | +5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 5.50% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 5.16% | +6.01% |