MXVIX vs. MXLSX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Small Cap Value Fund (MXLSX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXVIX vs. MXLSX - Performance Comparison
Loading graphics...
MXVIX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXVIX achieves a -7.14% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, MXVIX has outperformed MXLSX with an annualized return of 12.80%, while MXLSX has yielded a comparatively lower 8.19% 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%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXVIX vs. MXLSX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXVIX vs. MXLSX — Risk / Return Rank
MXVIX
MXLSX
MXVIX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.54 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.92 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.77 | +0.23 |
Martin ratioReturn relative to average drawdown | 4.71 | 2.97 | +1.74 |
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
| MXVIX | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.54 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.28 | +0.36 |
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 | 0.25 | +0.19 |
Correlation
The correlation between MXVIX and MXLSX is 0.84, 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. MXLSX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than MXLSX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXVIX vs. MXLSX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, roughly equal to the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXLSX.
Loading graphics...
Drawdown Indicators
| MXVIX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -60.41% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -15.02% | +2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -26.04% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -43.52% | +9.70% |
Current DrawdownCurrent decline from peak | -8.94% | -8.88% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -12.20% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 4.19% | -1.29% |
Volatility
MXVIX vs. MXLSX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 4.23%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 5.13%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXVIX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 5.13% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 11.94% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 23.41% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 20.90% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 22.28% | -4.10% |