SFBPX vs. MXISX
SFBPX (Great-West SecureFoundation Balanced ETF Fund) and MXISX (Great-West S&P Small Cap 600 Index Fund) are both mutual funds - SFBPX is a Diversified Portfolio fund managed by Great-West, while MXISX is a Small Cap Blend Equities fund managed by Great-West. Over the past 10 years, SFBPX returned 7.28%/yr vs 9.83%/yr for MXISX. Their correlation of 0.85 means they have usually moved in the same direction. SFBPX charges 0.23%/yr vs 0.56%/yr for MXISX.
Performance
SFBPX vs. MXISX - Performance Comparison
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Returns By Period
In the year-to-date period, SFBPX achieves a 7.46% return, which is significantly lower than MXISX's 21.22% return. Over the past 10 years, SFBPX has underperformed MXISX with an annualized return of 7.28%, while MXISX has yielded a comparatively higher 9.83% annualized return.
SFBPX
- 1D
- 1.06%
- 1M
- -0.80%
- 6M
- 5.00%
- YTD
- 7.46%
- 1Y
- 15.06%
- 3Y*
- 11.35%
- 5Y*
- 5.82%
- 10Y*
- 7.28%
- ALL TIME*
- 6.87%
MXISX
- 1D
- 0.84%
- 1M
- -0.70%
- 6M
- 14.82%
- YTD
- 21.22%
- 1Y
- 32.99%
- 3Y*
- 12.42%
- 5Y*
- 6.70%
- 10Y*
- 9.83%
- ALL TIME*
- 4.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SFBPX vs. MXISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFBPX Great-West SecureFoundation Balanced ETF Fund | 7.46% | 14.49% | 8.93% | 13.80% | -23.41% | 22.72% | 13.37% | 18.83% | -6.02% | 13.08% |
MXISX Great-West S&P Small Cap 600 Index Fund | 21.22% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Correlation
The correlation between SFBPX and MXISX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.85 |
The correlation between SFBPX and MXISX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
SFBPX vs. MXISX — Risk / Return Rank
SFBPX
MXISX
SFBPX vs. MXISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced ETF Fund (SFBPX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SFBPX | MXISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.66 | -1.33 |
| Martin ratioReturn relative to average drawdown | 9.55 | 12.55 | -3.01 |
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Drawdowns
SFBPX vs. MXISX - Drawdown Comparison
The maximum SFBPX drawdown since its inception was -49.54%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for SFBPX and MXISX.
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Drawdown Indicators
| SFBPX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -70.66% | +21.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -8.75% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -10.69% | -28.07% | +17.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | -28.07% | -0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | -44.78% | -4.76% |
Current DrawdownCurrent decline from peak | -1.35% | -1.88% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -21.76% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.55% | -1.01% |
Volatility
SFBPX vs. MXISX - Volatility Comparison
The current volatility for Great-West SecureFoundation Balanced ETF Fund (SFBPX) is 2.49%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 3.45%. This indicates that SFBPX 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
| SFBPX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 3.45% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 11.67% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.34% | 17.11% | -7.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 21.60% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.20% | 23.81% | +19.39% |
SFBPX vs. MXISX - Expense Ratio Comparison
SFBPX has a 0.23% expense ratio, which is lower than MXISX's 0.56% expense ratio.
Dividends
SFBPX vs. MXISX - Dividend Comparison
SFBPX's dividend yield for the trailing twelve months is around 8.43%, more than MXISX's 6.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 6.15% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
SFBPX Great-West SecureFoundation Balanced ETF Fund | 8.43% | 9.06% | 8.51% | 5.49% | 8.61% | 11.50% | 12.95% | 9.17% | 9.07% | 5.26% | 0.00% | 0.00% |
Frequently Asked Questions
SFBPX and MXISX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXISX has higher volatility (3.45%) compared to SFBPX (2.49%). In terms of maximum drawdown, SFBPX dropped -49.54% vs MXISX's -70.66%.
MXISX currently has the higher Sharpe Ratio (1.87 vs 1.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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