Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXLSX (GREAT-WEST LOOMIS SAYLES SMALL CAP VALUE FUND INVESTOR CLASS) | -2.76% | -2.80% | 5.62% | 11.35% | 6.73% | 9.18% | 5.58% | 6.80% |
Data as of 08/01/2025, AR inception is 03/29/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXLSX (GREAT-WEST LOOMIS SAYLES SMALL CAP VALUE FUND INVESTOR CLASS) | 03/29/1995 | 08/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.63 | -2.80 | 5.62 | 11.35 | 6.73 | 9.18 | 5.58 | 6.80 | -2.76 | 7.05 | 15.26 | -12.61 | 27.44 | 2.55 | 24.67 | -16.64 | 10.04 | 25.40 | -3.44 | 5.35 | 34.39 | 15.92 | -2.03 | 23.76 | 27.85 | -33.28 | -8.14 | 6.61 | -3.12 | 10.69 | 34.27 | -17.70 | 7.40 | 21.13 | -7.69 | -4.30 | 10.00 | 21.50 | 21.85 |
| Sharpe Ratio | NA | -0.26 | 0.11 | 0.45 | 0.23 | NA | NA | 0.24 | -0.32 | 0.02 | 0.59 | -0.58 | 1.33 | 0.05 | 1.66 | -1.06 | 0.81 | 1.55 | -0.22 | 0.38 | 2.61 | 1.04 | -0.07 | 1.05 | 0.92 | -0.86 | -0.52 | 0.19 | -0.33 | 0.58 | 2.21 | -0.84 | 0.28 | 0.83 | -0.84 | -0.44 | 0.37 | 1.58 | 2.79 |
| Standard Deviation(%) | NA | 22.70 | 20.78 | 21.46 | 22.36 | NA | NA | 21.03 | 24.32 | 18.71 | 18.89 | 24.36 | 20.65 | 43.60 | 14.05 | 17.02 | 11.69 | 16.31 | 15.58 | 13.93 | 13.18 | 15.33 | 31.46 | 22.56 | 30.19 | 39.55 | 21.68 | 17.51 | 16.04 | 16.77 | 15.17 | 22.29 | 18.44 | 20.45 | 12.97 | 17.28 | 17.26 | 11.26 | 9.33 |
| Draw Down(%) | NA | 25.35 | 25.35 | 25.52 | 43.52 | NA | NA | 60.30 | 22.02 | 9.77 | 14.15 | 23.27 | 9.71 | 43.49 | 8.82 | 25.25 | 6.32 | 13.02 | 14.43 | 11.79 | 5.21 | 11.74 | 27.27 | 18.83 | 27.73 | 46.27 | 21.17 | 12.06 | 9.39 | 9.67 | 12.38 | 33.40 | 16.57 | 8.90 | 17.78 | 32.74 | 18.13 | 10.14 | 6.42 |
| Yield(%) | 0.00 | 1.06 | 1.11 | 1.97 | 2.80 | 5.79 | 3.46 | 5.47 | 0.00 | 1.15 | 2.11 | 0.05 | 4.11 | 0.00 | 0.58 | 2.37 | 7.15 | 2.81 | 5.61 | 16.50 | 11.60 | 3.50 | 0.17 | 0.33 | 0.42 | 0.19 | 0.09 | 0.52 | 0.40 | 0.16 | 0.10 | 0.34 | 0.52 | 0.81 | 0.58 | 0.90 | 0.72 | 0.78 | 9.17 |
Data as of 08/01/2025, AR inception is 03/29/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXLSX (GREAT-WEST LOOMIS SAYLES SMALL CAP VALUE FUND INVESTOR CLASS) |
-21.06%
Feb 2006 - Feb 2009 |
-11.32%
Feb 2004 - Feb 2009 |
-1.16%
Feb 1999 - Feb 2009 |
1.88%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXLSX (GREAT-WEST LOOMIS SAYLES SMALL CAP VALUE FUND INVESTOR CLASS) |
27.40%
Feb 2009 - Feb 2012 |
24.25%
Feb 2009 - Feb 2014 |
15.03%
Feb 2009 - Feb 2019 |
12.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart