- ISIN
- US39137G2232
- Issuer
- Great-West
- Inception Date
- Jun 24, 2018
- Category
- Inflation-Protected Bonds
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
MXEGX Performance Chart
Great-West Core Strategies: Inflation-Protected Securities Fund (MXEGX) is up 1.1% since the beginning of the year. MXEGX is currently trading at $4 per share. Investors who bought $1,000 worth of MXEGX shares 5 years ago would now be looking at an investment worth $1,111.
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Returns By Period
Great-West Core Strategies: Inflation-Protected Securities Fund (MXEGX) has returned 1.06% so far this year and 3.94% over the past 12 months.
Great-West Core Strategies: Inflation-Protected Securities Fund
- 1D
- 0.26%
- 1M
- 0.26%
- YTD
- 1.06%
- 6M
- 1.07%
- 1Y
- 3.94%
- 3Y*
- 4.56%
- 5Y*
- 2.13%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MXEGX Monthly Returns History
Based on dividend-adjusted daily data since Jun 25, 2018, MXEGX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Dec 2021 with a return of +46.0%, while the worst month was Jan 2022 at -32.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MXEGX closed higher 35% of trading days. The best single day was Dec 29, 2021 with a return of +46.2%, while the worst single day was Jan 4, 2022 at -31.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.80% | 0.79% | -1.31% | 1.32% | -0.00% | -0.52% | 1.06% | ||||||
| 2025 | 1.10% | 1.36% | 1.34% | 0.26% | -0.26% | 1.06% | 0.18% | 1.85% | -0.26% | 0.26% | 0.26% | -0.25% | 7.07% |
| 2024 | -0.27% | -0.54% | 0.82% | -1.08% | 1.37% | 0.53% | 1.64% | 0.81% | 1.34% | -1.32% | 0.27% | -0.65% | 2.89% |
| 2023 | 1.39% | -1.09% | 2.76% | 0.27% | -1.07% | -0.69% | 0.55% | -0.55% | -0.78% | -0.00% | 1.96% | 1.93% | 4.67% |
| 2022 | -32.23% | 0.93% | -1.26% | -1.53% | 0.26% | -2.58% | 3.44% | -2.30% | -6.28% | 2.23% | 1.37% | -0.92% | -36.83% |
| 2021 | 0.69% | -0.82% | 0.14% | 1.24% | 0.82% | 0.00% | 2.30% | -0.13% | -0.40% | 0.67% | 0.26% | 46.00% | 53.07% |
Benchmark Metrics
Great-West Core Strategies: Inflation-Protected Securities Fund has an annualized alpha of 5.20%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 25, 2018.
- This fund participated in 44.13% of S&P 500 Index downside but only 28.27% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.02 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.20%
- Beta
- 0.02
- R²
- 0.00
- Upside Capture
- 28.27%
- Downside Capture
- 44.13%
Expense Ratio
MXEGX has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXEGX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Core Strategies: Inflation-Protected Securities Fund (MXEGX) and compare them to S&P 500 Index.
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.
| MXEGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.78 | -0.55 |
| Martin ratioReturn relative to average drawdown | 8.25 | 12.44 | -4.19 |
Dividends
Dividend History
Great-West Core Strategies: Inflation-Protected Securities Fund provided a 3.60% dividend yield over the last twelve months, with an annual payout of $0.14 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.14 | $0.14 | $0.16 | $0.08 | $1.25 | $2.39 | $3.89 | $0.41 | $0.04 |
Dividend yield | 3.60% | 3.64% | 4.26% | 2.08% | 34.57% | 31.60% | 53.76% | 3.96% | 0.38% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Core Strategies: Inflation-Protected Securities 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 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.14 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.16 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.08 |
| 2022 | $0.00 | $1.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $1.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.39 | $2.39 |
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 Core Strategies: Inflation-Protected Securities 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 Core Strategies: Inflation-Protected Securities Fund was 38.48%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current Great-West Core Strategies: Inflation-Protected Securities Fund drawdown is 26.39%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -38.48%Sep 2022 | 8mo 29d | — | 4y 5moJan 2022 - now |
COVID crash2020 | -7.58%Mar 2020 | 13d | 2mo 23d | 3mo 6dMar 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -2.09%Oct 2018 | 1mo 9d | 3mo 28d | 5mo 7dAug 2018 - Jan 2019 |
2021 pullback2021 | -1.51%Mar 2021 | 24d | 1mo 21d | 2mo 15dFeb 2021 - Apr 2021 |
2021 pullback2021 | -1.44%Dec 2021 | 25d | 15d | 1mo 10dNov 2021 - Dec 2021 |
Drawdown Indicators
| MXEGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.48% | -56.78% | +18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.83% | -9.10% | +7.27% |
Max Drawdown (3Y)Largest decline over 3 years | -2.88% | -18.90% | +16.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.48% | -25.43% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -26.39% | -1.80% | -24.59% |
Average DrawdownAverage peak-to-trough decline | -18.16% | -10.71% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 2.03% | -1.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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