- ISIN
- US39137C3622
- Issuer
- Great-West
- Inception Date
- Apr 30, 2009
- Category
- Target Retirement Date
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MXRLX Performance Chart
Great-West Lifetime 2045 Fund (MXRLX) is up 9.9% since the beginning of the year. MXRLX is currently trading at $16 per share. Investors who bought $1,000 worth of MXRLX shares 5 years ago would now be looking at an investment worth $1,432.
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Returns By Period
Great-West Lifetime 2045 Fund (MXRLX) has returned 9.93% so far this year and 22.16% over the past 12 months. Over the last ten years, MXRLX has returned 9.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
Great-West Lifetime 2045 Fund
- 1D
- 0.31%
- 1M
- 4.13%
- YTD
- 9.93%
- 6M
- 10.44%
- 1Y
- 22.16%
- 3Y*
- 15.59%
- 5Y*
- 7.44%
- 10Y*
- 9.37%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
MXRLX Monthly Returns History
Based on dividend-adjusted daily data since May 4, 2009, MXRLX's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.6%, while the worst month was Sep 2015 at -24.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MXRLX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Sep 9, 2015 at -21.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.82% | 1.96% | -5.95% | 7.62% | 3.16% | 0.43% | 9.93% | ||||||
| 2025 | 3.06% | -0.36% | -2.83% | -0.15% | 4.57% | 3.65% | 0.41% | 2.62% | 2.36% | 1.15% | 0.53% | 0.60% | 16.52% |
| 2024 | 0.08% | 2.24% | 3.48% | -3.65% | 3.26% | 1.17% | 1.96% | 2.35% | 2.21% | -1.48% | 2.44% | -3.77% | 10.39% |
| 2023 | 7.35% | -2.90% | 1.24% | 0.74% | -1.79% | 5.13% | 3.24% | -2.83% | -4.25% | -3.29% | 7.85% | 6.34% | 16.96% |
| 2022 | -6.49% | 0.00% | 1.61% | -6.07% | -1.10% | -8.31% | 6.82% | -3.50% | -8.83% | 2.50% | 8.31% | -1.55% | -16.86% |
| 2021 | 2.07% | 1.96% | 1.59% | 3.91% | 1.19% | 0.87% | 0.62% | 1.47% | -2.98% | 3.11% | -2.51% | 4.01% | 16.12% |
Benchmark Metrics
Great-West Lifetime 2045 Fund has an annualized alpha of -2.85%, beta of 0.78, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since May 05, 2009.
- This fund participated in 105.52% of S&P 500 Index downside but only 78.17% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.85% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -2.85%
- Beta
- 0.78
- R²
- 0.63
- Upside Capture
- 78.17%
- Downside Capture
- 105.52%
Expense Ratio
MXRLX has an expense ratio of 0.57%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXRLX ranks 45 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 2045 Fund (MXRLX) and compare them to S&P 500 Index.
| MXRLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.93 | -0.29 |
| Martin ratioReturn relative to average drawdown | 10.90 | 13.52 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Great-West Lifetime 2045 Fund provided a 4.19% dividend yield over the last twelve months, with an annual payout of $0.69 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.69 | $0.69 | $0.87 | $0.57 | $1.11 | $1.59 | $0.82 | $1.43 | $1.42 | $0.52 |
Dividend yield | 4.19% | 4.61% | 6.48% | 4.42% | 9.59% | 10.39% | 5.64% | 10.54% | 11.75% | 3.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Lifetime 2045 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 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.23 | $0.69 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.34 | $0.87 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.21 | $0.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.23 | $1.11 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.87 | $1.59 |
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 2045 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 2045 Fund was 40.66%, occurring on Feb 11, 2016. Recovery took 1200 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 bear market2016 | -40.66%Feb 2016 | 1y 7mo | 4y 9mo | 6y 4moJul 2014 - Nov 2020 |
Bear market2022 | -28.66%Oct 2022 | 9mo 17d | 1y 9mo | 2y 6moDec 2021 - Jul 2024 |
2011 bear market2011 | -23.07%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
2025 selloff2025 | -14.17%Apr 2025 | 1mo 18d | 1mo 11d | 2mo 29dFeb 2025 - May 2025 |
2010 correction2010 | -14.13%Jul 2010 | 2mo 7d | 3mo 18d | 5mo 25dApr 2010 - Oct 2010 |
Drawdown Indicators
| MXRLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.66% | -56.78% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -9.10% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -18.90% | +4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -25.43% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.95% | -33.92% | +0.97% |
Current DrawdownCurrent decline from peak | 0.00% | -0.74% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -10.72% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.97% | +0.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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