MXBIX vs. DFXIX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and DFA Diversified Fixed Income Portfolio (DFXIX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. DFXIX is managed by Dimensional. It was launched on Aug 10, 2016.
Performance
MXBIX vs. DFXIX - Performance Comparison
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MXBIX vs. DFXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | -0.23% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
DFXIX DFA Diversified Fixed Income Portfolio | 0.29% | 5.85% | 3.05% | 4.93% | -7.88% | -0.56% | 5.90% | 269.83% | 1.07% | 0.87% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.23% return, which is significantly lower than DFXIX's 0.29% return.
MXBIX
- 1D
- 0.54%
- 1M
- -2.04%
- YTD
- -0.23%
- 6M
- 0.60%
- 1Y
- 3.65%
- 3Y*
- 3.05%
- 5Y*
- -0.33%
- 10Y*
- 1.00%
DFXIX
- 1D
- 0.40%
- 1M
- -1.29%
- YTD
- 0.29%
- 6M
- 1.05%
- 1Y
- 4.22%
- 3Y*
- 3.87%
- 5Y*
- 1.45%
- 10Y*
- —
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MXBIX vs. DFXIX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is higher than DFXIX's 0.15% expense ratio.
Return for Risk
MXBIX vs. DFXIX — Risk / Return Rank
MXBIX
DFXIX
MXBIX vs. DFXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and DFA Diversified Fixed Income Portfolio (DFXIX). 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.
| MXBIX | DFXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.57 | -0.49 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.27 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.57 | -1.22 |
Martin ratioReturn relative to average drawdown | 3.92 | 8.40 | -4.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXBIX | DFXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.57 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.41 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.56 | -0.48 |
Correlation
The correlation between MXBIX and DFXIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXBIX vs. DFXIX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than DFXIX's 3.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
DFXIX DFA Diversified Fixed Income Portfolio | 3.72% | 3.21% | 3.72% | 3.02% | 2.69% | 2.31% | 1.39% | 102.11% | 2.10% | 1.09% |
Drawdowns
MXBIX vs. DFXIX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, which is greater than DFXIX's maximum drawdown of -10.51%. Use the drawdown chart below to compare losses from any high point for MXBIX and DFXIX.
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Drawdown Indicators
| MXBIX | DFXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -10.51% | -9.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -1.69% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -10.51% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | — | — |
Current DrawdownCurrent decline from peak | -5.77% | -1.29% | -4.48% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -2.34% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.52% | +0.43% |
Volatility
MXBIX vs. DFXIX - Volatility Comparison
Great-West Bond Index Fund (MXBIX) has a higher volatility of 1.56% compared to DFA Diversified Fixed Income Portfolio (DFXIX) at 1.09%. This indicates that MXBIX's price experiences larger fluctuations and is considered to be riskier than DFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | DFXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.09% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 1.84% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.44% | 2.85% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 3.58% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 29.85% | -24.93% |