MXBIX vs. VCORX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Vanguard Core Bond Fund Investor Shares (VCORX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. VCORX is managed by Vanguard. It was launched on Mar 28, 2016.
Performance
MXBIX vs. VCORX - Performance Comparison
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MXBIX vs. VCORX - 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% |
VCORX Vanguard Core Bond Fund Investor Shares | -0.07% | 7.68% | 2.10% | 5.90% | -13.27% | -0.80% | 10.19% | 9.47% | -0.92% | 4.34% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.08% return, which is significantly lower than VCORX's -0.07% return. Over the past 10 years, MXBIX has underperformed VCORX with an annualized return of 1.02%, while VCORX has yielded a comparatively higher 2.23% 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%
VCORX
- 1D
- 0.22%
- 1M
- -1.42%
- YTD
- -0.07%
- 6M
- 0.66%
- 1Y
- 4.20%
- 3Y*
- 4.17%
- 5Y*
- 0.52%
- 10Y*
- 2.23%
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MXBIX vs. VCORX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is higher than VCORX's 0.20% expense ratio.
Return for Risk
MXBIX vs. VCORX — Risk / Return Rank
MXBIX
VCORX
MXBIX vs. VCORX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Vanguard Core Bond Fund Investor Shares (VCORX). 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 | VCORX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.07 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.34 | 1.55 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.72 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.48 | 5.22 | -0.74 |
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 | VCORX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.07 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.09 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.47 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.47 | -0.38 |
Correlation
The correlation between MXBIX and VCORX is 0.91, 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. VCORX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than VCORX's 4.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VCORX Vanguard Core Bond Fund Investor Shares | 4.26% | 4.70% | 4.93% | 3.99% | 2.90% | 1.91% | 2.95% | 2.93% | 2.98% | 2.62% | 2.20% |
Drawdowns
MXBIX vs. VCORX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, which is greater than VCORX's maximum drawdown of -18.14%. Use the drawdown chart below to compare losses from any high point for MXBIX and VCORX.
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Drawdown Indicators
| MXBIX | VCORX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -18.14% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -2.75% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -18.14% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -18.14% | -1.60% |
Current DrawdownCurrent decline from peak | -5.63% | -1.83% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -4.31% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.91% | +0.05% |
Volatility
MXBIX vs. VCORX - Volatility Comparison
The current volatility for Great-West Bond Index Fund (MXBIX) is 1.54%, while Vanguard Core Bond Fund Investor Shares (VCORX) has a volatility of 1.64%. This indicates that MXBIX experiences smaller price fluctuations and is considered to be less risky than VCORX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | VCORX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.64% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 2.46% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 4.26% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 5.78% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 4.79% | +0.13% |