MXVIX vs. SVPFX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
MXVIX vs. SVPFX - Performance Comparison
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MXVIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 17.69% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, MXVIX achieves a -7.14% return, which is significantly lower than SVPFX's 0.87% 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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
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MXVIX vs. SVPFX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Return for Risk
MXVIX vs. SVPFX — Risk / Return Rank
MXVIX
SVPFX
MXVIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.44 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.17 | 0.61 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.57 | +0.42 |
Martin ratioReturn relative to average drawdown | 4.71 | 3.10 | +1.60 |
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 | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.44 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.38 | +0.06 |
Correlation
The correlation between MXVIX and SVPFX is 0.14, 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
MXVIX vs. SVPFX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than SVPFX's 2.49% 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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXVIX vs. SVPFX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for MXVIX and SVPFX.
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Drawdown Indicators
| MXVIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -6.37% | -51.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -5.22% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -8.94% | -0.45% | -8.49% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -1.99% | -6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 0.98% | +1.92% |
Volatility
MXVIX vs. SVPFX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 4.23% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that MXVIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 0.87% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 1.37% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 8.02% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 5.60% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 5.60% | +12.58% |