MXBSX vs. PTDIX
Compare and contrast key facts about Great-West Lifetime 2050 Fund (MXBSX) and Principal LifeTime 2040 Fund (PTDIX).
MXBSX is managed by Great-West. It was launched on Apr 27, 2016. PTDIX is managed by Principal. It was launched on Feb 28, 2001.
Performance
MXBSX vs. PTDIX - Performance Comparison
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MXBSX vs. PTDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | -3.81% | 17.70% | 11.16% | 17.79% | -16.61% | 16.82% | 13.96% | 26.31% | -10.30% | 20.41% |
PTDIX Principal LifeTime 2040 Fund | -1.98% | 15.59% | 17.43% | 18.33% | -18.13% | 15.35% | 16.04% | 24.91% | -7.95% | 20.69% |
Returns By Period
In the year-to-date period, MXBSX achieves a -3.81% return, which is significantly lower than PTDIX's -1.98% return.
MXBSX
- 1D
- -0.16%
- 1M
- -8.04%
- YTD
- -3.81%
- 6M
- -1.63%
- 1Y
- 13.12%
- 3Y*
- 11.93%
- 5Y*
- 6.37%
- 10Y*
- —
PTDIX
- 1D
- 2.32%
- 1M
- -4.50%
- YTD
- -1.98%
- 6M
- -0.35%
- 1Y
- 13.16%
- 3Y*
- 14.22%
- 5Y*
- 7.08%
- 10Y*
- 9.73%
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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%.
Return for Risk
MXBSX vs. PTDIX — Risk / Return Rank
MXBSX
PTDIX
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.
| MXBSX | PTDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.04 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.55 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.40 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.74 | 6.70 | -1.96 |
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 | PTDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.04 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.53 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.11 |
Correlation
The correlation between MXBSX and PTDIX is 0.82, 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. PTDIX - Dividend Comparison
MXBSX's dividend yield for the trailing twelve months is around 5.48%, less than PTDIX's 10.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | 5.48% | 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 | 10.00% | 9.80% | 12.28% | 4.40% | 8.61% | 8.92% | 6.01% | 7.26% | 9.28% | 6.07% | 4.86% | 6.73% |
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.
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Drawdown Indicators
| MXBSX | PTDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -54.38% | +22.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -9.72% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -25.43% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.02% | — |
Current DrawdownCurrent decline from peak | -8.80% | -5.17% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -7.54% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.04% | +0.43% |
Volatility
MXBSX vs. PTDIX - Volatility Comparison
The current volatility for Great-West Lifetime 2050 Fund (MXBSX) is 4.63%, while Principal LifeTime 2040 Fund (PTDIX) has a volatility of 4.94%. This indicates that MXBSX experiences smaller price fluctuations and is considered to be less risky than PTDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBSX | PTDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.94% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 7.68% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 13.16% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 13.48% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 13.80% | +2.57% |