MXBIX vs. LSSAX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Loomis Sayles Securitized Asset Fund (LSSAX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. LSSAX is managed by Loomis Sayles Funds. It was launched on Mar 2, 2006.
Performance
MXBIX vs. LSSAX - Performance Comparison
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MXBIX vs. LSSAX - 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% |
LSSAX Loomis Sayles Securitized Asset Fund | 0.29% | 8.32% | 3.94% | 7.01% | -11.82% | 0.64% | 4.68% | 6.81% | 2.48% | 3.40% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.23% return, which is significantly lower than LSSAX's 0.29% return. Over the past 10 years, MXBIX has underperformed LSSAX with an annualized return of 1.00%, while LSSAX has yielded a comparatively higher 2.53% annualized 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%
LSSAX
- 1D
- 0.64%
- 1M
- -1.53%
- YTD
- 0.29%
- 6M
- 1.82%
- 1Y
- 5.17%
- 3Y*
- 5.37%
- 5Y*
- 1.38%
- 10Y*
- 2.53%
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MXBIX vs. LSSAX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is higher than LSSAX's 0.00% expense ratio.
Return for Risk
MXBIX vs. LSSAX — Risk / Return Rank
MXBIX
LSSAX
MXBIX vs. LSSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Loomis Sayles Securitized Asset Fund (LSSAX). 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 | LSSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.61 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.49 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.41 | -2.06 |
Martin ratioReturn relative to average drawdown | 3.92 | 10.00 | -6.08 |
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 | LSSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.61 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.25 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.59 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.95 | -0.86 |
Correlation
The correlation between MXBIX and LSSAX is 0.78, 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. LSSAX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than LSSAX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
LSSAX Loomis Sayles Securitized Asset Fund | 3.94% | 4.23% | 4.54% | 5.65% | 6.47% | 6.38% | 5.95% | 5.48% | 5.62% | 5.42% | 5.12% | 5.20% |
Drawdowns
MXBIX vs. LSSAX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, which is greater than LSSAX's maximum drawdown of -16.40%. Use the drawdown chart below to compare losses from any high point for MXBIX and LSSAX.
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Drawdown Indicators
| MXBIX | LSSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -16.40% | -3.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -2.45% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -16.40% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -16.40% | -3.34% |
Current DrawdownCurrent decline from peak | -5.77% | -1.53% | -4.24% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -1.98% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.84% | +0.11% |
Volatility
MXBIX vs. LSSAX - Volatility Comparison
Great-West Bond Index Fund (MXBIX) has a higher volatility of 1.56% compared to Loomis Sayles Securitized Asset Fund (LSSAX) at 1.24%. This indicates that MXBIX's price experiences larger fluctuations and is considered to be riskier than LSSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | LSSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.24% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 2.68% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.44% | 4.69% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 5.73% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 4.39% | +0.53% |