MXBIX vs. MXREX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Great-West Real Estate Index Fund (MXREX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXBIX vs. MXREX - Performance Comparison
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MXBIX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.08% return, which is significantly lower than MXREX's 4.34% return. Over the past 10 years, MXBIX has underperformed MXREX with an annualized return of 1.02%, while MXREX has yielded a comparatively higher 3.08% annualized return.
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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MXBIX vs. MXREX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXBIX vs. MXREX — Risk / Return Rank
MXBIX
MXREX
MXBIX vs. MXREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Great-West Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.39 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.67 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 0.45 | +1.11 |
Martin ratioReturn relative to average drawdown | 4.48 | 1.96 | +2.52 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.39 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.26 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.14 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.19 | -0.10 |
Correlation
The correlation between MXBIX and MXREX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXBIX vs. MXREX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, more than MXREX's 1.98% 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% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXBIX vs. MXREX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXBIX and MXREX.
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Drawdown Indicators
| MXBIX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -43.89% | +24.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -13.36% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -33.06% | +14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -43.89% | +24.15% |
Current DrawdownCurrent decline from peak | -5.63% | -6.11% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -11.77% | +5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.05% | -2.09% |
Volatility
MXBIX vs. MXREX - Volatility Comparison
The current volatility for Great-West Bond Index Fund (MXBIX) is 1.54%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.48%. This indicates that MXBIX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 4.48% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 9.21% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 17.89% | -13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 19.36% | -13.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 21.94% | -17.02% |