MXBSX vs. DRIQX
MXBSX (Great-West Lifetime 2050 Fund) and DRIQX (Dimensional 2015 Target Date Retirement Income Fund) are both Target Retirement Date funds. Over the past 10 years, MXBSX returned 10.04%/yr vs 4.48%/yr for DRIQX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. MXBSX charges 0.12%/yr vs 0.17%/yr for DRIQX.
Performance
MXBSX vs. DRIQX - Performance Comparison
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Returns By Period
In the year-to-date period, MXBSX achieves a 10.55% return, which is significantly higher than DRIQX's 3.01% return. Over the past 10 years, MXBSX has outperformed DRIQX with an annualized return of 10.04%, while DRIQX has yielded a comparatively lower 4.48% annualized return.
MXBSX
- 1D
- 1.53%
- 1M
- 0.00%
- 6M
- 7.31%
- YTD
- 10.55%
- 1Y
- 20.51%
- 3Y*
- 14.33%
- 5Y*
- 7.93%
- 10Y*
- 10.04%
- ALL TIME*
- 10.36%
DRIQX
- 1D
- 0.35%
- 1M
- -0.44%
- 6M
- 1.84%
- YTD
- 3.01%
- 1Y
- 6.61%
- 3Y*
- 6.44%
- 5Y*
- 1.86%
- 10Y*
- 4.48%
- ALL TIME*
- 5.07%
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 |
MXBSX vs. DRIQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | 10.55% | 17.70% | 11.16% | 17.79% | -16.61% | 16.82% | 13.96% | 26.31% | -10.30% | 20.41% |
DRIQX Dimensional 2015 Target Date Retirement Income Fund | 3.01% | 8.83% | 5.47% | 8.17% | -14.79% | 7.79% | 14.31% | 14.08% | -4.20% | 7.82% |
Correlation
The correlation between MXBSX and DRIQX is 0.77, 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. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 4, 2016 | 0.52 |
Over the past year, MXBSX and DRIQX have become more correlated (0.77) than their long-term average of 0.52, meaning their price movements have been converging.
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Return for Risk
MXBSX vs. DRIQX — Risk / Return Rank
MXBSX
DRIQX
MXBSX vs. DRIQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Dimensional 2015 Target Date Retirement Income Fund (DRIQX). 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.
| MXBSX | DRIQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.90 | +0.22 |
| Martin ratioReturn relative to average drawdown | 8.67 | 7.47 | +1.20 |
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Drawdowns
MXBSX vs. DRIQX - Drawdown Comparison
The maximum MXBSX drawdown since its inception was -31.88%, which is greater than DRIQX's maximum drawdown of -19.86%. Use the drawdown chart below to compare losses from any high point for MXBSX and DRIQX.
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Drawdown Indicators
| MXBSX | DRIQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -19.86% | -12.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -3.47% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.76% | -5.12% | -9.64% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -19.86% | -9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -31.88% | -19.86% | -12.02% |
Current DrawdownCurrent decline from peak | -0.85% | -1.30% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -3.84% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 0.88% | +1.27% |
Volatility
MXBSX vs. DRIQX - Volatility Comparison
Great-West Lifetime 2050 Fund (MXBSX) has a higher volatility of 3.10% compared to Dimensional 2015 Target Date Retirement Income Fund (DRIQX) at 1.10%. This indicates that MXBSX's price experiences larger fluctuations and is considered to be riskier than DRIQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBSX | DRIQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 1.10% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 3.60% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 4.52% | +8.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 7.07% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 6.58% | +9.75% |
MXBSX vs. DRIQX - Expense Ratio Comparison
MXBSX has a 0.12% expense ratio, which is lower than DRIQX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MXBSX vs. DRIQX - Dividend Comparison
MXBSX's dividend yield for the trailing twelve months is around 4.77%, less than DRIQX's 6.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DRIQX Dimensional 2015 Target Date Retirement Income Fund | 6.36% | 4.95% | 4.53% | 4.28% | 6.51% | 4.54% | 3.76% | 2.05% | 2.23% | 1.66% | 1.37% |
MXBSX Great-West Lifetime 2050 Fund | 4.77% | 5.27% | 7.38% | 5.63% | 10.66% | 11.14% | 6.57% | 9.46% | 8.18% | 3.54% | 0.00% |
Frequently Asked Questions
MXBSX and DRIQX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXBSX has higher volatility (3.10%) compared to DRIQX (1.10%). In terms of maximum drawdown, MXBSX dropped -31.88% vs DRIQX's -19.86%.
DRIQX currently has the higher Sharpe Ratio (1.46 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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