MXEBX vs. WBREOX

Last updated Aug 6, 2026

MXEBX (Great-West Core Strategies: U.S. Equity Fund) and WBREOX (CIT: BlackRock Equity Index Fund Class 1) are both Large Cap Blend Equities funds. Over the past year, MXEBX returned 24.89% vs 24.27% for WBREOX. Their correlation of 0.89 means they have usually moved in the same direction. MXEBX charges 0.55%/yr vs 0.02%/yr for WBREOX.

Performance

MXEBX vs. WBREOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Core Strategies: U.S. Equity Fund (MXEBX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXEBX achieves a 15.17% return, which is significantly higher than WBREOX's 13.76% return.

MXEBX

• 1D: 1.56%
• 1M: 2.57%
• 6M: 12.01%
• YTD: 15.17%
• 1Y: 24.89%
• 3Y*: 19.85%
• 5Y*: 12.44%
• 10Y*: —
• ALL TIME*: 13.52%

WBREOX

• 1D: 1.79%
• 1M: 2.70%
• 6M: 13.05%
• YTD: 13.76%
• 1Y: 24.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.57%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MXEBX Great-West Core Strategies: U.S. Equity Fund	$0.00	$0.00	$0.00
WBREOX CIT: BlackRock Equity Index Fund Class 1	$0.00	$0.00	$0.00

MXEBX vs. WBREOX - Yearly Performance Comparison

	2026 (YTD)	2025
MXEBX Great-West Core Strategies: U.S. Equity Fund	15.17%	15.69%
WBREOX CIT: BlackRock Equity Index Fund Class 1	13.76%	16.64%

Correlation

The correlation between MXEBX and WBREOX is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.85
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.89

The correlation between MXEBX and WBREOX has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

Return for Risk

MXEBX vs. WBREOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MXEBX

MXEBX Risk / Return Rank: 76
MXEBX Sharpe Ratio Rank: 77
MXEBX Sortino Ratio Rank: 73
MXEBX Omega Ratio Rank: 71
MXEBX Calmar Ratio Rank: 76
MXEBX Martin Ratio Rank: 84

WBREOX

WBREOX Risk / Return Rank: 78
WBREOX Sharpe Ratio Rank: 77
WBREOX Sortino Ratio Rank: 76
WBREOX Omega Ratio Rank: 70
WBREOX Calmar Ratio Rank: 80
WBREOX Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MXEBX vs. WBREOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Core Strategies: U.S. Equity Fund (MXEBX) and CIT: BlackRock Equity Index Fund Class 1 (WBREOX). 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.

	MXEBX	WBREOX	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.96	+0.01
Sortino ratio: Return per unit of downside risk	2.74	2.80	-0.06
Omega ratio: Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	2.83	2.98	-0.15
Martin ratio: Return relative to average drawdown	12.16	12.52	-0.36

MXEBX vs. WBREOX - Sharpe Ratio Comparison

The current MXEBX Sharpe Ratio is 1.97, which is comparable to the WBREOX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of MXEBX and WBREOX, 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

MXEBX vs. WBREOX - Drawdown Comparison

The maximum MXEBX drawdown since its inception was -35.75%, which is greater than WBREOX's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for MXEBX and WBREOX.

Drawdown Indicators

	MXEBX	WBREOX	Difference
Max Drawdown Largest peak-to-trough decline	-35.75%	-19.07%	-16.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-8.89%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-18.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.94%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.09%	-2.50%	-2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.02%	+0.01%

Volatility

MXEBX vs. WBREOX - Volatility Comparison

The current volatility for Great-West Core Strategies: U.S. Equity Fund (MXEBX) is 3.76%, while CIT: BlackRock Equity Index Fund Class 1 (WBREOX) has a volatility of 4.42%. This indicates that MXEBX experiences smaller price fluctuations and is considered to be less risky than WBREOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXEBX	WBREOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	4.42%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.86%	10.38%	-0.52%
Volatility (1Y) Calculated over the trailing 1-year period	12.59%	13.48%	-0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.96%	18.35%	-1.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.69%	18.35%	+1.34%

MXEBX vs. WBREOX - Expense Ratio Comparison

MXEBX has a 0.55% expense ratio, which is higher than WBREOX's 0.02% expense ratio.

Dividends

MXEBX vs. WBREOX - Dividend Comparison

MXEBX's dividend yield for the trailing twelve months is around 4.65%, while WBREOX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MXEBX Great-West Core Strategies: U.S. Equity Fund	4.65%	5.24%	8.63%	4.31%	7.75%	10.25%	0.50%	1.95%	0.62%
WBREOX CIT: BlackRock Equity Index Fund Class 1	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MXEBX and WBREOX in my portfolio?

MXEBX and WBREOX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXEBX or WBREOX?

WBREOX has higher volatility (4.42%) compared to MXEBX (3.76%). In terms of maximum drawdown, MXEBX dropped -35.75% vs WBREOX's -19.07%.

Which has better risk-adjusted returns?

MXEBX currently has the higher Sharpe Ratio (1.97 vs 1.96), 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.