MXVIX vs. MXISX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXVIX vs. MXISX - Performance Comparison
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MXVIX vs. MXISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
MXISX Great-West S&P Small Cap 600 Index Fund | 0.54% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXVIX achieves a -7.14% return, which is significantly lower than MXISX's 0.54% return. Over the past 10 years, MXVIX has outperformed MXISX with an annualized return of 12.80%, while MXISX has yielded a comparatively lower 8.66% annualized return.
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
MXISX
- 1D
- -0.76%
- 1M
- -6.75%
- YTD
- 0.54%
- 6M
- 2.13%
- 1Y
- 16.58%
- 3Y*
- 8.58%
- 5Y*
- 3.14%
- 10Y*
- 8.66%
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MXVIX vs. MXISX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MXISX's 0.56% expense ratio.
Return for Risk
MXVIX vs. MXISX — Risk / Return Rank
MXVIX
MXISX
MXVIX vs. MXISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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.
| MXVIX | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.67 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.11 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.86 | +0.13 |
Martin ratioReturn relative to average drawdown | 4.71 | 3.56 | +1.15 |
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
| MXVIX | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.67 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.15 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.37 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.19 | +0.25 |
Correlation
The correlation between MXVIX and MXISX is 0.83, 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
MXVIX vs. MXISX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than MXISX's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% | 0.00% | 0.00% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.41% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXVIX vs. MXISX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXISX.
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Drawdown Indicators
| MXVIX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -70.66% | +12.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -14.88% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -28.07% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -44.78% | +10.96% |
Current DrawdownCurrent decline from peak | -8.94% | -8.40% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -21.97% | +13.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.93% | -1.03% |
Volatility
MXVIX vs. MXISX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 4.23%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 5.50%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.50% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 12.71% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 24.12% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 21.82% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 23.82% | -5.64% |