MXBGX vs. TDIFX
MXBGX (Great-West Lifetime 2040 Fund) and TDIFX (Dimensional Retirement Income Fund) are both Target Retirement Date funds. Over the past 10 years, MXBGX returned 9.25%/yr vs 4.91%/yr for TDIFX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. MXBGX charges 0.11%/yr vs 0.06%/yr for TDIFX.
Performance
MXBGX vs. TDIFX - Performance Comparison
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Returns By Period
In the year-to-date period, MXBGX achieves a 9.12% return, which is significantly higher than TDIFX's 3.13% return. Over the past 10 years, MXBGX has outperformed TDIFX with an annualized return of 9.25%, while TDIFX has yielded a comparatively lower 4.91% annualized return.
MXBGX
- 1D
- 1.33%
- 1M
- -0.08%
- 6M
- 6.34%
- YTD
- 9.12%
- 1Y
- 18.08%
- 3Y*
- 13.04%
- 5Y*
- 7.09%
- 10Y*
- 9.25%
- ALL TIME*
- 9.58%
TDIFX
- 1D
- 0.33%
- 1M
- -0.24%
- 6M
- 2.11%
- YTD
- 3.13%
- 1Y
- 6.56%
- 3Y*
- 6.30%
- 5Y*
- 4.53%
- 10Y*
- 4.91%
- ALL TIME*
- 5.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXBGX vs. TDIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBGX Great-West Lifetime 2040 Fund | 9.12% | 16.19% | 10.17% | 16.47% | -15.90% | 15.69% | 13.61% | 25.22% | -9.48% | 18.42% |
TDIFX Dimensional Retirement Income Fund | 3.13% | 7.22% | 6.21% | 7.76% | -9.37% | 14.53% | 9.33% | 9.96% | -1.98% | 5.17% |
Correlation
The correlation between MXBGX and TDIFX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 4, 2016 | 0.63 |
The correlation between MXBGX and TDIFX shifts across timeframes, from 0.63 (10 years) to 0.79 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MXBGX vs. TDIFX — Risk / Return Rank
MXBGX
TDIFX
MXBGX vs. TDIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2040 Fund (MXBGX) and Dimensional Retirement Income Fund (TDIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| MXBGX | TDIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.57 | -0.50 |
| Martin ratioReturn relative to average drawdown | 8.52 | 10.69 | -2.17 |
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Drawdowns
MXBGX vs. TDIFX - Drawdown Comparison
The maximum MXBGX drawdown since its inception was -30.12%, which is greater than TDIFX's maximum drawdown of -12.21%. Use the drawdown chart below to compare losses from any high point for MXBGX and TDIFX.
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Drawdown Indicators
| MXBGX | TDIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.12% | -12.21% | -17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -2.61% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -3.51% | -9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -12.21% | -15.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.12% | -12.21% | -17.91% |
Current DrawdownCurrent decline from peak | -0.77% | -0.72% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -1.73% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 0.61% | +1.33% |
Volatility
MXBGX vs. TDIFX - Volatility Comparison
Great-West Lifetime 2040 Fund (MXBGX) has a higher volatility of 2.72% compared to Dimensional Retirement Income Fund (TDIFX) at 0.88%. This indicates that MXBGX's price experiences larger fluctuations and is considered to be riskier than TDIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBGX | TDIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 0.88% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 2.80% | +5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 3.51% | +8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 5.91% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.06% | 5.07% | +9.99% |
MXBGX vs. TDIFX - Expense Ratio Comparison
MXBGX has a 0.11% expense ratio, which is higher than TDIFX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MXBGX vs. TDIFX - Dividend Comparison
MXBGX's dividend yield for the trailing twelve months is around 4.60%, more than TDIFX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MXBGX Great-West Lifetime 2040 Fund | 4.60% | 5.02% | 6.86% | 5.77% | 11.05% | 10.66% | 6.43% | 9.53% | 7.86% | 5.21% | 0.00% |
TDIFX Dimensional Retirement Income Fund | 3.26% | 1.77% | 3.11% | 3.09% | 4.66% | 9.39% | 1.39% | 1.98% | 2.11% | 0.98% | 0.89% |
Frequently Asked Questions
MXBGX and TDIFX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXBGX has higher volatility (2.72%) compared to TDIFX (0.88%). In terms of maximum drawdown, MXBGX dropped -30.12% vs TDIFX's -12.21%.
TDIFX currently has the higher Sharpe Ratio (1.91 vs 1.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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