MXBSX vs. PDEJX
Compare and contrast key facts about Great-West Lifetime 2050 Fund (MXBSX) and Prudential Day One 2025 Fund (PDEJX).
MXBSX is managed by Great-West. It was launched on Apr 27, 2016. PDEJX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
MXBSX vs. PDEJX - Performance Comparison
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MXBSX vs. PDEJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | -0.40% | 17.70% | 11.16% | 17.79% | -16.61% | 16.82% | 13.96% | 26.31% | -10.30% | 19.72% |
PDEJX Prudential Day One 2025 Fund | 0.92% | 11.91% | 17.34% | 11.21% | -12.30% | 12.90% | 9.30% | 16.82% | -4.47% | 12.48% |
Returns By Period
In the year-to-date period, MXBSX achieves a -0.40% return, which is significantly lower than PDEJX's 0.92% return.
MXBSX
- 1D
- 0.96%
- 1M
- -3.09%
- YTD
- -0.40%
- 6M
- 1.69%
- 1Y
- 16.31%
- 3Y*
- 13.24%
- 5Y*
- 7.10%
- 10Y*
- —
PDEJX
- 1D
- 0.37%
- 1M
- -1.71%
- YTD
- 0.92%
- 6M
- 2.24%
- 1Y
- 10.77%
- 3Y*
- 12.34%
- 5Y*
- 7.18%
- 10Y*
- —
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MXBSX vs. PDEJX - Expense Ratio Comparison
MXBSX has a 0.12% expense ratio, which is higher than PDEJX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MXBSX vs. PDEJX — Risk / Return Rank
MXBSX
PDEJX
MXBSX vs. PDEJX - 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 2025 Fund (PDEJX). 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 | PDEJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.47 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.09 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.93 | -0.38 |
Martin ratioReturn relative to average drawdown | 6.85 | 9.31 | -2.46 |
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
| MXBSX | PDEJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.47 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.81 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.88 | -0.30 |
Correlation
The correlation between MXBSX and PDEJX is 0.78, 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. PDEJX - Dividend Comparison
MXBSX's dividend yield for the trailing twelve months is around 5.29%, less than PDEJX's 5.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | 5.29% | 5.27% | 7.38% | 5.63% | 10.66% | 11.14% | 6.57% | 9.46% | 8.18% | 3.54% |
PDEJX Prudential Day One 2025 Fund | 5.58% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% |
Drawdowns
MXBSX vs. PDEJX - Drawdown Comparison
The maximum MXBSX drawdown since its inception was -31.88%, which is greater than PDEJX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for MXBSX and PDEJX.
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Drawdown Indicators
| MXBSX | PDEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -20.45% | -11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.80% | -4.45% | -4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -16.83% | -12.85% |
Current DrawdownCurrent decline from peak | -5.56% | -2.58% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -2.90% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.21% | +1.32% |
Volatility
MXBSX vs. PDEJX - Volatility Comparison
Great-West Lifetime 2050 Fund (MXBSX) has a higher volatility of 5.39% compared to Prudential Day One 2025 Fund (PDEJX) at 2.86%. This indicates that MXBSX's price experiences larger fluctuations and is considered to be riskier than PDEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBSX | PDEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 2.86% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 4.34% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 7.53% | +8.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 8.86% | +7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 8.86% | +7.52% |