MXBSX vs. MXINX

Last updated Jun 24, 2026

MXBSX (Great-West Lifetime 2050 Fund) and MXINX (Great-West International Index Fund) are both mutual funds - MXBSX is a Target Retirement Date fund managed by Great-West, while MXINX is a Foreign Large Cap Equities fund managed by Great-West. Over the past 10 years, MXBSX returned 10.74%/yr vs 9.44%/yr for MXINX. A 0.74 correlation means they provide meaningful diversification when combined. MXBSX charges 0.12%/yr vs 0.65%/yr for MXINX.

Performance

MXBSX vs. MXINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2050 Fund (MXBSX) and Great-West International Index Fund (MXINX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MXBSX having a 10.86% return and MXINX slightly lower at 10.72%. Over the past 10 years, MXBSX has outperformed MXINX with an annualized return of 10.74%, while MXINX has yielded a comparatively lower 9.44% annualized return.

MXBSX

• 1D: 0.00%
• 1M: 1.82%
• YTD: 10.86%
• 6M: 10.13%
• 1Y: 23.08%
• 3Y*: 16.21%
• 5Y*: 8.29%
• 10Y*: 10.74%

MXINX

• 1D: 0.17%
• 1M: 2.17%
• YTD: 10.72%
• 6M: 10.24%
• 1Y: 24.26%
• 3Y*: 17.00%
• 5Y*: 8.71%
• 10Y*: 9.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MXBSX vs. MXINX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXBSX Great-West Lifetime 2050 Fund	10.86%	17.70%	11.16%	17.79%	-16.61%	16.82%	13.96%	26.31%	-10.30%	20.41%
MXINX Great-West International Index Fund	10.72%	30.90%	2.92%	17.56%	-14.75%	10.32%	7.97%	21.26%	-13.93%	24.73%

Correlation

The correlation between MXBSX and MXINX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 4, 2016	0.74

The correlation between MXBSX and MXINX has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

Return for Risk

MXBSX vs. MXINX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXBSX

MXBSX Risk / Return Rank: 52
MXBSX Sharpe Ratio Rank: 48
MXBSX Sortino Ratio Rank: 46
MXBSX Omega Ratio Rank: 50
MXBSX Calmar Ratio Rank: 56
MXBSX Martin Ratio Rank: 61

MXINX

MXINX Risk / Return Rank: 36
MXINX Sharpe Ratio Rank: 35
MXINX Sortino Ratio Rank: 33
MXINX Omega Ratio Rank: 35
MXINX Calmar Ratio Rank: 37
MXINX Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXBSX vs. MXINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Great-West International Index Fund (MXINX). 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	MXINX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.59	+0.31
Sortino ratio: Return per unit of downside risk	2.64	2.25	+0.39
Omega ratio: Gain probability vs. loss probability	1.36	1.29	+0.07
Calmar ratio: Return relative to maximum drawdown	2.75	2.19	+0.56
Martin ratio: Return relative to average drawdown	11.34	8.18	+3.16

MXBSX vs. MXINX - Sharpe Ratio Comparison

The current MXBSX Sharpe Ratio is 1.89, which is comparable to the MXINX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of MXBSX and MXINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MXBSX vs. MXINX - Drawdown Comparison

The maximum MXBSX drawdown since its inception was -31.88%, smaller than the maximum MXINX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXBSX and MXINX.

Drawdown Indicators

	MXBSX	MXINX	Difference
Max Drawdown Largest peak-to-trough decline	-31.88%	-34.59%	+2.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-11.43%	+2.63%
Max Drawdown (3Y) Largest decline over 3 years	-14.76%	-13.70%	-1.06%
Max Drawdown (5Y) Largest decline over 5 years	-29.68%	-29.75%	+0.07%
Max Drawdown (10Y) Largest decline over 10 years	-31.88%	-34.59%	+2.71%
Current Drawdown Current decline from peak	-0.21%	0.00%	-0.21%
Average Drawdown Average peak-to-trough decline	-5.91%	-8.56%	+2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	3.03%	-0.90%

Volatility

MXBSX vs. MXINX - Volatility Comparison

The current volatility for Great-West Lifetime 2050 Fund (MXBSX) is 4.33%, while Great-West International Index Fund (MXINX) has a volatility of 4.72%. This indicates that MXBSX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXBSX	MXINX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	4.72%	-0.39%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	12.97%	-3.33%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	15.84%	-3.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	16.88%	-0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	16.97%	-0.57%

MXBSX vs. MXINX - Expense Ratio Comparison

MXBSX has a 0.12% expense ratio, which is lower than MXINX's 0.65% expense ratio.

Dividends

MXBSX vs. MXINX - Dividend Comparison

MXBSX's dividend yield for the trailing twelve months is around 4.75%, more than MXINX's 3.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXBSX Great-West Lifetime 2050 Fund	4.75%	5.27%	7.38%	5.63%	10.66%	11.14%	6.57%	9.46%	8.18%	3.54%
MXINX Great-West International Index Fund	3.02%	3.34%	2.20%	4.38%	1.80%	5.73%	2.45%	2.64%	3.55%	2.63%

Frequently Asked Questions

Can I hold both MXBSX and MXINX in my portfolio?

MXBSX and MXINX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXBSX or MXINX?

MXINX has higher volatility (4.72%) compared to MXBSX (4.33%). In terms of maximum drawdown, MXBSX dropped -31.88% vs MXINX's -34.59%.

Which has better risk-adjusted returns?

MXBSX currently has the higher Sharpe Ratio (1.89 vs 1.59), 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.