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SSLCX vs. MXISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSLCX vs. MXISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Small Cap Core Fund (SSLCX) and Great-West S&P Small Cap 600 Index Fund (MXISX). The values are adjusted to include any dividend payments, if applicable.

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SSLCX vs. MXISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSLCX
DWS Small Cap Core Fund
0.38%4.99%9.85%13.09%-13.53%41.16%14.65%21.72%-14.28%11.63%
MXISX
Great-West S&P Small Cap 600 Index Fund
0.54%5.53%7.87%14.61%-16.60%26.08%10.73%21.46%-9.22%11.80%

Returns By Period

In the year-to-date period, SSLCX achieves a 0.38% return, which is significantly lower than MXISX's 0.54% return. Over the past 10 years, SSLCX has outperformed MXISX with an annualized return of 9.91%, while MXISX has yielded a comparatively lower 8.66% annualized return.


SSLCX

1D
-1.07%
1M
-3.24%
YTD
0.38%
6M
-2.12%
1Y
8.58%
3Y*
8.94%
5Y*
5.62%
10Y*
9.91%

MXISX

1D
-0.76%
1M
-6.75%
YTD
0.54%
6M
2.13%
1Y
16.58%
3Y*
8.58%
5Y*
3.14%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSLCX vs. MXISX - Expense Ratio Comparison

SSLCX has a 0.95% expense ratio, which is higher than MXISX's 0.56% expense ratio.


Return for Risk

SSLCX vs. MXISX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSLCX
SSLCX Risk / Return Rank: 1919
Overall Rank
SSLCX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SSLCX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SSLCX Omega Ratio Rank: 1717
Omega Ratio Rank
SSLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SSLCX Martin Ratio Rank: 1919
Martin Ratio Rank

MXISX
MXISX Risk / Return Rank: 3131
Overall Rank
MXISX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MXISX Sortino Ratio Rank: 3232
Sortino Ratio Rank
MXISX Omega Ratio Rank: 2929
Omega Ratio Rank
MXISX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MXISX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SSLCX vs. MXISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Small Cap Core Fund (SSLCX) 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.


SSLCXMXISXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.67

-0.17

Sortino ratio

Return per unit of downside risk

0.81

1.11

-0.30

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.62

0.86

-0.24

Martin ratio

Return relative to average drawdown

2.03

3.56

-1.53

SSLCX vs. MXISX - Sharpe Ratio Comparison

The current SSLCX Sharpe Ratio is 0.50, which is comparable to the MXISX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SSLCX and MXISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SSLCXMXISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.67

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.15

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.37

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.19

+0.18

Correlation

The correlation between SSLCX and MXISX is 0.93, 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

SSLCX vs. MXISX - Dividend Comparison

SSLCX's dividend yield for the trailing twelve months is around 1.20%, less than MXISX's 7.41% yield.


TTM20252024202320222021202020192018201720162015
SSLCX
DWS Small Cap Core Fund
1.20%1.21%1.52%0.68%1.07%1.67%0.35%0.16%5.99%5.78%0.60%8.42%
MXISX
Great-West S&P Small Cap 600 Index Fund
7.41%7.45%4.53%2.41%6.55%10.79%6.55%6.71%14.30%8.68%4.94%10.96%

Drawdowns

SSLCX vs. MXISX - Drawdown Comparison

The maximum SSLCX drawdown since its inception was -63.14%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for SSLCX and MXISX.


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Drawdown Indicators


SSLCXMXISXDifference

Max Drawdown

Largest peak-to-trough decline

-63.14%

-70.66%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-14.88%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

-28.07%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-48.07%

-44.78%

-3.29%

Current Drawdown

Current decline from peak

-5.55%

-8.40%

+2.85%

Average Drawdown

Average peak-to-trough decline

-11.38%

-21.97%

+10.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.93%

-0.84%

Volatility

SSLCX vs. MXISX - Volatility Comparison

The current volatility for DWS Small Cap Core Fund (SSLCX) is 4.67%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 5.50%. This indicates that SSLCX 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


SSLCXMXISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

5.50%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

12.71%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

17.54%

24.12%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

21.82%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

23.82%

-2.76%