MXVIX vs. SSEYX

In the year-to-date period, MXVIX achieves a -0.35% return, which is significantly lower than SSEYX's -0.21% return. Over the past 10 years, MXVIX has underperformed SSEYX with an annualized return of 7.97%, while SSEYX has yielded a comparatively higher 11.03% annualized return.

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MXVIX has a 0.51% expense ratio, which is higher than SSEYX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and State Street Equity 500 Index II Portfolio (SSEYX). 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.

The current MXVIX Sharpe Ratio is 0.63, which is comparable to the SSEYX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MXVIX and SSEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MXVIX's dividend yield for the trailing twelve months is around 0.96%, while SSEYX has not paid dividends to shareholders.

The maximum MXVIX drawdown since its inception was -58.12%, which is greater than SSEYX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for MXVIX and SSEYX. For additional features, visit the drawdowns tool.

Great-West S&P 500 Index Fund (MXVIX) and State Street Equity 500 Index II Portfolio (SSEYX) have volatilities of 6.30% and 6.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.