MXVIX vs. MXREX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Real Estate Index Fund (MXREX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXVIX vs. MXREX - Performance Comparison
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MXVIX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXREX Great-West Real Estate Index Fund | 2.86% | 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, MXVIX achieves a -4.44% return, which is significantly lower than MXREX's 2.86% return. Over the past 10 years, MXVIX has outperformed MXREX with an annualized return of 13.12%, while MXREX has yielded a comparatively lower 2.94% annualized return.
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%
MXREX
- 1D
- 0.32%
- 1M
- -7.03%
- YTD
- 2.86%
- 6M
- 1.99%
- 1Y
- 5.16%
- 3Y*
- 7.96%
- 5Y*
- 4.56%
- 10Y*
- 2.94%
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MXVIX vs. MXREX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXVIX vs. MXREX — Risk / Return Rank
MXVIX
MXREX
MXVIX vs. MXREX - 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 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.
| MXVIX | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.38 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.51 | 0.65 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.46 | +0.80 |
Martin ratioReturn relative to average drawdown | 5.89 | 2.02 | +3.87 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.38 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.24 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.14 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.18 | +0.26 |
Correlation
The correlation between MXVIX and MXREX is 0.57, 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
MXVIX vs. MXREX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXREX's 2.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXREX Great-West Real Estate Index Fund | 2.01% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXVIX vs. MXREX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than MXREX's maximum drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXREX.
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Drawdown Indicators
| MXVIX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -43.89% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -13.36% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -33.06% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -43.89% | +10.07% |
Current DrawdownCurrent decline from peak | -6.29% | -7.44% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -11.77% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.03% | -0.11% |
Volatility
MXVIX vs. MXREX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 5.33% compared to Great-West Real Estate Index Fund (MXREX) at 4.18%. This indicates that MXVIX's price experiences larger fluctuations and is considered to be riskier 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
| MXVIX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.18% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 9.11% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 17.87% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 19.35% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 21.94% | -3.74% |