MXBSX vs. PDDDX

Last updated Apr 2, 2026

Compare and contrast key facts about Great-West Lifetime 2050 Fund (MXBSX) and Prudential Day One 2020 Fund (PDDDX).

MXBSX is managed by Great-West. It was launched on Apr 27, 2016. PDDDX is managed by PGIM. It was launched on Dec 12, 2016.

Performance

MXBSX vs. PDDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2050 Fund (MXBSX) and Prudential Day One 2020 Fund (PDDDX). The values are adjusted to include any dividend payments, if applicable.

MXBSX vs. PDDDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXBSX Great-West Lifetime 2050 Fund	-1.35%	17.70%	11.16%	17.79%	-16.61%	16.82%	13.96%	26.31%	-10.30%	19.72%
PDDDX Prudential Day One 2020 Fund	0.77%	10.40%	15.97%	9.52%	-12.63%	36.80%	8.13%	14.99%	-4.65%	10.17%

Returns By Period

In the year-to-date period, MXBSX achieves a -1.35% return, which is significantly lower than PDDDX's 0.77% return.

MXBSX

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

PDDDX

• 1D: 1.16%
• 1M: -2.33%
• YTD: 0.77%
• 6M: 1.81%
• 1Y: 9.25%
• 3Y*: 10.93%
• 5Y*: 10.53%
• 10Y*: —

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

MXBSX vs. PDDDX - Expense Ratio Comparison

MXBSX has a 0.12% expense ratio, which is lower than PDDDX's 0.76% expense ratio.

PDDDX

Prudential Day One 2020 Fund

MXBSX

Great-West Lifetime 2050 Fund

Return for Risk

MXBSX vs. PDDDX — Risk / Return Rank

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

MXBSX

MXBSX Risk / Return Rank: 49
MXBSX Sharpe Ratio Rank: 46
MXBSX Sortino Ratio Rank: 47
MXBSX Omega Ratio Rank: 47
MXBSX Calmar Ratio Rank: 49
MXBSX Martin Ratio Rank: 58

PDDDX

PDDDX Risk / Return Rank: 76
PDDDX Sharpe Ratio Rank: 75
PDDDX Sortino Ratio Rank: 76
PDDDX Omega Ratio Rank: 76
PDDDX Calmar Ratio Rank: 71
PDDDX Martin Ratio Rank: 82

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. PDDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Prudential Day One 2020 Fund (PDDDX). 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.

	MXBSX	PDDDX	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.43	-0.41
Sortino ratio Return per unit of downside risk	1.51	2.03	-0.52
Omega ratio Gain probability vs. loss probability	1.22	1.31	-0.08
Calmar ratio Return relative to maximum drawdown	1.45	1.83	-0.38
Martin ratio Return relative to average drawdown	6.47	8.88	-2.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXBSX vs. PDDDX - Sharpe Ratio Comparison

The current MXBSX Sharpe Ratio is 1.02, which is comparable to the PDDDX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of MXBSX and PDDDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MXBSX	PDDDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.43	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.77	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.78	-0.20

Correlation

The correlation between MXBSX and PDDDX is 0.75, 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. PDDDX - Dividend Comparison

MXBSX's dividend yield for the trailing twelve months is around 5.34%, more than PDDDX's 4.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
PDDDX Prudential Day One 2020 Fund	4.02%	4.05%	19.73%	3.22%	8.41%	28.05%	1.91%	3.76%	3.05%	0.86%

Drawdowns

MXBSX vs. PDDDX - Drawdown Comparison

The maximum MXBSX drawdown since its inception was -31.88%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for MXBSX and PDDDX.

Drawdown Indicators

	MXBSX	PDDDX	Difference
Max Drawdown Largest peak-to-trough decline	-31.88%	-18.88%	-13.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.16%	-5.29%	-5.87%
Max Drawdown (5Y) Largest decline over 5 years	-29.68%	-16.64%	-13.04%
Current Drawdown Current decline from peak	-6.47%	-2.60%	-3.87%
Average Drawdown Average peak-to-trough decline	-6.02%	-3.06%	-2.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	1.09%	+1.42%

Volatility

MXBSX vs. PDDDX - Volatility Comparison

Great-West Lifetime 2050 Fund (MXBSX) has a higher volatility of 5.49% compared to Prudential Day One 2020 Fund (PDDDX) at 2.43%. This indicates that MXBSX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXBSX	PDDDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	2.43%	+3.06%
Volatility (6M) Calculated over the trailing 6-month period	9.19%	3.72%	+5.47%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	6.65%	+9.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.87%	13.75%	+2.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	11.45%	+4.93%