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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Great-West Short Duration Bond 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 Short Duration Bond Fund (MXSDX) has returned 0.10% so far this year and 3.78% over the past 12 months. Over the last ten years, MXSDX has returned 2.24% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Great-West Short Duration Bond Fund
- 1D
- 0.10%
- 1M
- -0.66%
- YTD
- 0.10%
- 6M
- 1.20%
- 1Y
- 3.78%
- 3Y*
- 4.54%
- 5Y*
- 2.15%
- 10Y*
- 2.24%
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 Nov 8, 2002, MXSDX's average daily return is 0.00%, while the average monthly return is +0.08%. At this rate, your investment would double in approximately 72.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +2.9%, while the worst month was Mar 2005 at -5.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MXSDX closed higher 31% of trading days. The best single day was Oct 6, 2008 with a return of +2.3%, while the worst single day was Mar 28, 2005 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.29% | 0.48% | -0.66% | 0.10% | |||||||||
| 2025 | 0.58% | 0.39% | 0.58% | 0.58% | 0.10% | 0.67% | -0.00% | 0.85% | 0.34% | 0.28% | 0.47% | 0.35% | 5.30% |
| 2024 | 0.29% | -0.10% | 0.39% | -0.29% | 0.78% | 0.48% | 1.15% | 0.95% | 0.84% | -0.56% | 0.09% | 0.15% | 4.24% |
| 2023 | 1.30% | -0.59% | 0.91% | 0.60% | -0.30% | -0.14% | 0.60% | 0.30% | 0.03% | 0.20% | 1.29% | 1.34% | 5.67% |
| 2022 | -0.76% | -0.67% | -1.38% | -0.78% | 0.20% | -1.38% | 1.10% | -0.59% | -1.53% | -0.10% | 1.22% | 0.39% | -4.25% |
| 2021 | 0.19% | -0.09% | -0.20% | 0.19% | 0.28% | 0.01% | 0.19% | 0.00% | -0.07% | -0.28% | -0.19% | -0.05% | -0.03% |
Benchmark Metrics
Great-West Short Duration Bond Fund has an annualized alpha of 0.99%, beta of -0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 11, 2002.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (4.94%) than losses (4.13%) — typical of diversified or defensive assets.
- Beta of -0.00 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
- 0.99%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 4.94%
- Downside Capture
- 4.13%
Expense Ratio
MXSDX has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXSDX ranks 97 for risk / return — in the top 97% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Short Duration Bond Fund (MXSDX) and compare them to a chosen benchmark (S&P 500 Index).
| MXSDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.39 | 0.90 | +1.50 |
Sortino ratioReturn per unit of downside risk | 3.62 | 1.39 | +2.24 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.21 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.40 | +2.39 |
Martin ratioReturn relative to average drawdown | 17.64 | 6.61 | +11.03 |
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 MXSDX 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 Short Duration Bond Fund provided a 3.08% dividend yield over the last twelve months, with an annual payout of $0.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.32 | $0.32 | $0.46 | $0.24 | $0.15 | $0.20 | $0.23 | $0.22 | $0.19 | $0.07 |
Dividend yield | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Short Duration Bond 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 | $0.02 | $0.00 | $0.00 | $0.31 | $0.32 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.46 | $0.46 |
| 2023 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.03 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.20 |
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 Short Duration Bond 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 Short Duration Bond Fund was 10.81%, occurring on Oct 28, 2008. Recovery took 2608 trading sessions.
The current Great-West Short Duration Bond Fund drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.81% | Jun 16, 2003 | 1354 | Oct 28, 2008 | 2608 | Mar 12, 2019 | 3962 |
| -7.78% | Mar 5, 2020 | 13 | Mar 23, 2020 | 44 | May 26, 2020 | 57 |
| -6.63% | Oct 6, 2021 | 273 | Nov 3, 2022 | 279 | Dec 14, 2023 | 552 |
| -1.52% | Mar 12, 2003 | 24 | Apr 14, 2003 | 31 | May 29, 2003 | 55 |
| -1.3% | Oct 3, 2024 | 56 | Dec 20, 2024 | 22 | Jan 27, 2025 | 78 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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