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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Great-West Lifetime 2040 Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Great-West Lifetime 2040 Fund (MXBGX) has returned -3.55% so far this year and 12.07% over the past 12 months.
Great-West Lifetime 2040 Fund
- 1D
- -0.17%
- 1M
- -7.75%
- YTD
- -3.55%
- 6M
- -1.28%
- 1Y
- 12.07%
- 3Y*
- 10.95%
- 5Y*
- 5.84%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2016, MXBGX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MXBGX closed higher 46% of trading days. The best single day was Sep 8, 2022 with a return of +6.8%, while the worst single day was Mar 16, 2020 at -10.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.62% | 1.89% | -7.75% | -3.55% | |||||||||
| 2025 | 2.89% | -0.18% | -2.64% | -0.09% | 4.30% | 3.41% | 0.52% | 2.50% | 2.25% | 1.10% | 0.58% | 0.66% | 16.19% |
| 2024 | 0.10% | 2.02% | 3.30% | -3.47% | 3.02% | 1.28% | 1.90% | 2.40% | 2.12% | -1.41% | 2.32% | -3.55% | 10.17% |
| 2023 | 6.87% | -2.77% | 1.32% | 0.80% | -1.69% | 4.79% | 3.02% | -2.65% | -3.92% | -3.01% | 7.49% | 6.04% | 16.47% |
| 2022 | -6.08% | 0.00% | 1.45% | -5.79% | -0.98% | -7.80% | 6.48% | -3.23% | -8.45% | 2.11% | 7.95% | -1.30% | -15.90% |
| 2021 | 1.92% | 1.80% | 1.53% | 3.81% | 1.15% | 0.86% | 0.75% | 1.49% | -2.85% | 2.98% | -2.28% | 3.73% | 15.69% |
Benchmark Metrics
Great-West Lifetime 2040 Fund has an annualized alpha of 1.21%, beta of 0.63, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 05, 2016.
- This fund participated in 82.00% of S&P 500 Index downside but only 71.72% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.21%
- Beta
- 0.63
- R²
- 0.56
- Upside Capture
- 71.72%
- Downside Capture
- 82.00%
Expense Ratio
MXBGX has an expense ratio of 0.11%, which is considered low.
Return for Risk
Risk / Return Rank
MXBGX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Lifetime 2040 Fund (MXBGX) and compare them to a chosen benchmark (S&P 500 Index).
| MXBGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.90 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.39 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.40 | -0.32 |
Martin ratioReturn relative to average drawdown | 4.82 | 6.61 | -1.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MXBGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Great-West Lifetime 2040 Fund provided a 5.20% dividend yield over the last twelve months, with an annual payout of $0.59 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.59 | $0.59 | $0.73 | $0.60 | $1.05 | $1.33 | $0.77 | $1.07 | $0.78 | $0.61 |
Dividend yield | 5.20% | 5.02% | 6.86% | 5.77% | 11.05% | 10.66% | 6.43% | 9.53% | 7.86% | 5.21% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Lifetime 2040 Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.28 | $0.59 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.36 | $0.73 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.26 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.32 | $1.05 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.82 | $1.33 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Great-West Lifetime 2040 Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Great-West Lifetime 2040 Fund was 30.12%, occurring on Mar 20, 2020. Recovery took 112 trading sessions.
The current Great-West Lifetime 2040 Fund drawdown is 7.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.12% | Feb 13, 2020 | 26 | Mar 20, 2020 | 112 | Aug 28, 2020 | 138 |
| -28.13% | Dec 31, 2021 | 199 | Oct 14, 2022 | 436 | Jul 12, 2024 | 635 |
| -16.06% | Jan 30, 2018 | 227 | Dec 21, 2018 | 132 | Jul 3, 2019 | 359 |
| -13.05% | Feb 19, 2025 | 35 | Apr 8, 2025 | 27 | May 16, 2025 | 62 |
| -7.98% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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