MXBSX vs. PTDIX

Last updated Jun 24, 2026

MXBSX (Great-West Lifetime 2050 Fund) and PTDIX (Principal LifeTime 2040 Fund) are both Target Retirement Date funds. Over the past 10 years, MXBSX returned 10.74%/yr vs 10.85%/yr for PTDIX. Their correlation of 0.83 suggests significant overlap in exposure. MXBSX charges 0.12%/yr vs 0.01%/yr for PTDIX.

Performance

MXBSX vs. PTDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2050 Fund (MXBSX) and Principal LifeTime 2040 Fund (PTDIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXBSX achieves a 10.86% return, which is significantly higher than PTDIX's 6.96% return. Both investments have delivered pretty close results over the past 10 years, with MXBSX having a 10.74% annualized return and PTDIX not far ahead at 10.85%.

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%

PTDIX

• 1D: -0.34%
• 1M: 1.19%
• YTD: 6.96%
• 6M: 6.54%
• 1Y: 17.41%
• 3Y*: 16.53%
• 5Y*: 8.04%
• 10Y*: 10.85%

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

MXBSX vs. PTDIX - 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%
PTDIX Principal LifeTime 2040 Fund	6.96%	15.59%	17.43%	18.33%	-18.13%	15.35%	16.04%	24.91%	-7.95%	20.69%

Correlation

The correlation between MXBSX and PTDIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since May 4, 2016	0.83

The correlation between MXBSX and PTDIX shifts across timeframes, from 0.82 (10 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MXBSX vs. PTDIX — 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

PTDIX

PTDIX Risk / Return Rank: 46
PTDIX Sharpe Ratio Rank: 43
PTDIX Sortino Ratio Rank: 41
PTDIX Omega Ratio Rank: 43
PTDIX Calmar Ratio Rank: 47
PTDIX Martin Ratio Rank: 58

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. PTDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Principal LifeTime 2040 Fund (PTDIX). 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	PTDIX	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.77	+0.12
Sortino ratio: Return per unit of downside risk	2.64	2.50	+0.15
Omega ratio: Gain probability vs. loss probability	1.36	1.33	+0.03
Calmar ratio: Return relative to maximum drawdown	2.75	2.51	+0.25
Martin ratio: Return relative to average drawdown	11.34	10.92	+0.42

MXBSX vs. PTDIX - Sharpe Ratio Comparison

The current MXBSX Sharpe Ratio is 1.89, which is comparable to the PTDIX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of MXBSX and PTDIX, 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. PTDIX - Drawdown Comparison

The maximum MXBSX drawdown since its inception was -31.88%, smaller than the maximum PTDIX drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for MXBSX and PTDIX.

Drawdown Indicators

	MXBSX	PTDIX	Difference
Max Drawdown Largest peak-to-trough decline	-31.88%	-54.38%	+22.50%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-7.32%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-14.76%	-13.05%	-1.71%
Max Drawdown (5Y) Largest decline over 5 years	-29.68%	-25.43%	-4.25%
Max Drawdown (10Y) Largest decline over 10 years	-31.88%	-30.02%	-1.86%
Current Drawdown Current decline from peak	-0.21%	-0.78%	+0.57%
Average Drawdown Average peak-to-trough decline	-5.91%	-7.48%	+1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.68%	+0.45%

Volatility

MXBSX vs. PTDIX - Volatility Comparison

Great-West Lifetime 2050 Fund (MXBSX) has a higher volatility of 4.33% compared to Principal LifeTime 2040 Fund (PTDIX) at 3.96%. This indicates that MXBSX's price experiences larger fluctuations and is considered to be riskier than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXBSX	PTDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	3.96%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	8.55%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	10.39%	+2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.97%	13.58%	+2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	13.86%	+2.54%

MXBSX vs. PTDIX - Expense Ratio Comparison

MXBSX has a 0.12% expense ratio, which is higher than PTDIX's 0.01% 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%.

Dividends

MXBSX vs. PTDIX - Dividend Comparison

MXBSX's dividend yield for the trailing twelve months is around 4.75%, less than PTDIX's 9.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
PTDIX Principal LifeTime 2040 Fund	9.16%	9.80%	12.28%	4.40%	8.61%	8.92%	6.01%	7.26%	9.28%	6.07%	4.86%	6.73%

Frequently Asked Questions

Can I hold both MXBSX and PTDIX in my portfolio?

With a correlation of 0.93, MXBSX and PTDIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, MXBSX or PTDIX?

MXBSX has higher volatility (4.33%) compared to PTDIX (3.96%). In terms of maximum drawdown, MXBSX dropped -31.88% vs PTDIX's -54.38%.

Which has better risk-adjusted returns?

MXBSX currently has the higher Sharpe Ratio (1.89 vs 1.77), 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.