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MXBSX vs. MXISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXBSX vs. MXISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2050 Fund (MXBSX) and Great-West S&P Small Cap 600 Index Fund (MXISX). The values are adjusted to include any dividend payments, if applicable.

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MXBSX vs. MXISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXBSX
Great-West Lifetime 2050 Fund
-1.35%17.70%11.16%17.79%-16.61%16.82%13.96%26.31%-10.30%20.41%
MXISX
Great-West S&P Small Cap 600 Index Fund
3.41%5.53%7.87%14.61%-16.60%26.08%10.73%21.46%-9.22%11.80%

Returns By Period

In the year-to-date period, MXBSX achieves a -1.35% return, which is significantly lower than MXISX's 3.41% return.


MXBSX

1D
2.56%
1M
-5.69%
YTD
-1.35%
6M
0.88%
1Y
16.01%
3Y*
12.88%
5Y*
6.89%
10Y*

MXISX

1D
2.85%
1M
-4.71%
YTD
3.41%
6M
4.73%
1Y
19.70%
3Y*
9.60%
5Y*
3.72%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXBSX vs. MXISX - Expense Ratio Comparison

MXBSX has a 0.12% expense ratio, which is lower than MXISX's 0.56% expense ratio.


Return for Risk

MXBSX vs. MXISX — Risk / Return Rank

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

MXBSX
MXBSX Risk / Return Rank: 4949
Overall Rank
MXBSX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MXBSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MXBSX Omega Ratio Rank: 4747
Omega Ratio Rank
MXBSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MXBSX Martin Ratio Rank: 5858
Martin Ratio Rank

MXISX
MXISX Risk / Return Rank: 4141
Overall Rank
MXISX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MXISX Sortino Ratio Rank: 4242
Sortino Ratio Rank
MXISX Omega Ratio Rank: 3838
Omega Ratio Rank
MXISX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXISX Martin Ratio Rank: 4545
Martin Ratio Rank
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. MXISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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.


MXBSXMXISXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.88

+0.15

Sortino ratio

Return per unit of downside risk

1.51

1.37

+0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.45

1.20

+0.25

Martin ratio

Return relative to average drawdown

6.47

4.94

+1.53

MXBSX vs. MXISX - Sharpe Ratio Comparison

The current MXBSX Sharpe Ratio is 1.02, which is comparable to the MXISX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of MXBSX and MXISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXBSXMXISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.88

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.17

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.19

+0.39

Correlation

The correlation between MXBSX and MXISX is 0.70, 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

MXBSX vs. MXISX - Dividend Comparison

MXBSX's dividend yield for the trailing twelve months is around 5.34%, less than MXISX's 7.20% yield.


TTM20252024202320222021202020192018201720162015
MXBSX
Great-West Lifetime 2050 Fund
5.34%5.27%7.38%5.63%10.66%11.14%6.57%9.46%8.18%3.54%0.00%0.00%
MXISX
Great-West S&P Small Cap 600 Index Fund
7.20%7.45%4.53%2.41%6.55%10.79%6.55%6.71%14.30%8.68%4.94%10.96%

Drawdowns

MXBSX vs. MXISX - Drawdown Comparison

The maximum MXBSX drawdown since its inception was -31.88%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXBSX and MXISX.


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Drawdown Indicators


MXBSXMXISXDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

-70.66%

+38.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-14.88%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.68%

-28.07%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-44.78%

Current Drawdown

Current decline from peak

-6.47%

-5.79%

-0.68%

Average Drawdown

Average peak-to-trough decline

-6.02%

-21.97%

+15.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

3.95%

-1.44%

Volatility

MXBSX vs. MXISX - Volatility Comparison

The current volatility for Great-West Lifetime 2050 Fund (MXBSX) is 5.49%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 6.28%. This indicates that MXBSX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXBSXMXISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

6.28%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

13.02%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

24.24%

-8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

21.86%

-5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

23.84%

-7.46%