Find A Portfolio/Ticker
Comparison Box
MXNSX: GREAT-WEST S&P SMALL CAP 600 INDEX FUND CLASS L (MUTUAL FUND)
Basic Info 18.95 0.17(0.91%) May 24
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | (4%) |
Start Date: | 08/15/2011 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 1.22% |
Expenses | 0.56% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 08/15/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 0.4 | 16.3 | -0.2 | 8.5 | 8.1 | 9.9 | 12.5 | -16.4 | 25.8 | 10.8 | 21.2 | -9.4 | 12.8 | 25.1 | -2.8 | 5.1 | 40.0 | 11.5 | 1.8 |
Sharpe Ratio | NA | 0.05 | 0.71 | -0.11 | 0.24 | 0.32 | 0.41 | 0.42 | -0.71 | 1.2 | 0.23 | 1.22 | -0.57 | 0.97 | 1.43 | -0.17 | 0.33 | 2.79 | 0.69 | 0.11 |
Draw Down(%) | NA | 7.7 | 17.0 | 26.8 | 42.6 | 44.9 | 44.9 | 18.9 | 24.9 | 9.9 | 42.6 | 10.1 | 27.1 | 6.6 | 12.4 | 13.4 | 12.0 | 5.1 | 11.9 | 14.9 |
Standard Deviation(%) | NA | 18.1 | 18.9 | 21.5 | 27.4 | 22.5 | 22.3 | 19.7 | 25.3 | 21.5 | 44.6 | 16.2 | 18.6 | 12.6 | 17.5 | 16.2 | 15.3 | 14.3 | 16.7 | 42.9 |
Treynor Ratio | NA | 0.01 | 0.13 | -0.03 | 0.07 | 0.07 | 0.09 | 0.08 | -0.24 | 0.26 | 0.1 | 0.19 | -0.11 | 0.1 | 0.28 | -0.03 | 0.05 | 0.39 | 0.12 | 0.05 |
Alpha | NA | -0.04 | -0.02 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.03 | -0.03 | -0.02 | 0.0 | -0.02 | 0.03 | 0.0 | -0.01 | 0.0 | -0.02 | -0.02 |
Beta | NA | 1.01 | 1.04 | 0.85 | 0.98 | 0.98 | 0.99 | 0.99 | 0.74 | 0.98 | 1.08 | 1.07 | 0.97 | 1.17 | 0.9 | 1.0 | 0.95 | 1.02 | 1.0 | 1.07 |
RSquared | NA | 0.77 | 0.86 | 0.71 | 0.84 | 0.84 | 0.85 | 0.86 | 0.63 | 0.73 | 0.95 | 0.94 | 0.78 | 0.88 | 0.75 | 0.91 | 0.78 | 0.95 | 0.95 | 0.94 |
Yield(%) | N/A | 0.0 | 1.2 | 3.7 | 5.0 | 6.1 | N/A | 1.2 | 3.5 | 8.1 | 4.4 | 5.4 | 8.5 | 7.6 | 4.4 | 8.2 | 5.9 | 5.3 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -72.2 | -21.0 | -30.2 | N/A | N/A | -72.2 | -50.2 | 99.0 | -6.6 | -47.8 | 18.2 | 110.8 | -52.4 | 38.5 | 44.1 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/15/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See SMALL BLEND Asset Class Trend Rankings |
Top Rated Funds in SMALL BLEND
Best Mutual Funds
- NAESX (VANGUARD SMALL-CAP INDEX FUND INVESTOR SHARES) 0.99% (99%)
- DFSCX (U.S. MICRO CAP PORTFOLIO U.S. MICRO CAP PORTFOLIO - INSTITUTIONAL CLASS) 0.93% (99%)
- IASCX (VOYA SMALL COMPANY PORTFOLIO CLASS ADV) 0.55% (99%)
- RDVIX (ROYCE DIVIDEND VALUE FUND INVESTMENT CLASS) 0.92% (96%)
- RMCFX (ROYCE MICRO-CAP FUND SERVICE CLASS) 1.55% (96%)
- RSEFX (ROYCE SPECIAL EQUITY FUND SERVICE CLASS) 0.70% (96%)
- RSEIX (ROYCE SPECIAL EQUITY FUND INSTITUTIONAL CLASS) 0.70% (95%)
- RSQCX (ROYCE SPECIAL EQUITY FUND CONSULTANT CLASS) 0.71% (95%)
- RTRIX (ROYCE TOTAL RETURN FUND INSTITUTIONAL CLASS) 0.69% (95%)
- RYDVX (ROYCE DIVIDEND VALUE FUND SERVICE CLASS) 1.03% (94%)
Best ETFs
- IWM (iShares Russell 2000 ETF) 1.11% (99%)
- IWC (iShares Micro-Cap ETF) 0.68% (98%)
- EES (WisdomTree U.S. SmallCap Earnings Fund) 0.89% (98%)
- FDM (First Trust Dow Jones Select MicroCap Index Fund) 1.46% (98%)
- FYX (First Trust Small Cap Core AlphaDEX® Fund) 0.90% (97%)
- IJR (iShares Core S&P Small-Cap ETF) 0.94% (97%)
- PRFZ (Invesco FTSE RAFI US 1500 Small-Mid ETF) 0.67% (97%)
- RWJ (Invesco S&P SmallCap 600 Revenue ETF) 0.68% (97%)
- VB (Vanguard Small-Cap Index Fund ETF Shares) 0.99% (96%)
- SCHA (Schwab U.S. Small-Cap ETF) 0.97% (23%)