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MXEDX vs. MXBIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXEDX vs. MXBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Core Strategies: Flexible Bond Fund (MXEDX) and Great-West Bond Index Fund (MXBIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXEDX achieves a 0.10% return, which is significantly lower than MXBIX's 0.15% return.


MXEDX

1D
-0.20%
1M
0.40%
YTD
0.10%
6M
0.22%
1Y
4.33%
3Y*
5.08%
5Y*
0.80%
10Y*

MXBIX

1D
-0.23%
1M
0.54%
YTD
0.15%
6M
0.23%
1Y
3.73%
3Y*
3.42%
5Y*
-0.53%
10Y*
0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXEDX vs. MXBIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MXEDX
Great-West Core Strategies: Flexible Bond Fund
0.10%7.97%3.28%6.36%-12.25%-1.32%9.47%8.10%-1.50%
MXBIX
Great-West Bond Index Fund
0.15%6.62%0.82%5.02%-13.69%-2.33%7.10%8.09%1.55%

Correlation

The correlation between MXEDX and MXBIX is 0.95, 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2018

0.93

The correlation between MXEDX and MXBIX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

MXEDX vs. MXBIX — Risk / Return Rank

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

MXEDX
MXEDX Risk / Return Rank: 2727
Overall Rank
MXEDX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MXEDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
MXEDX Omega Ratio Rank: 3030
Omega Ratio Rank
MXEDX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MXEDX Martin Ratio Rank: 2020
Martin Ratio Rank

MXBIX
MXBIX Risk / Return Rank: 1818
Overall Rank
MXBIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MXBIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MXBIX Omega Ratio Rank: 1717
Omega Ratio Rank
MXBIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MXBIX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

MXEDX vs. MXBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Core Strategies: Flexible Bond Fund (MXEDX) and Great-West Bond Index Fund (MXBIX). 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.


MXEDXMXBIXDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

1.69

1.46

+0.23

Martin ratioReturn relative to average drawdown

4.69

4.06

+0.63

MXEDX vs. MXBIX - Sharpe Ratio Comparison

The current MXEDX Sharpe Ratio is 1.41, which is comparable to the MXBIX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of MXEDX and MXBIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MXEDX vs. MXBIX - Drawdown Comparison

The maximum MXEDX drawdown since its inception was -16.76%, smaller than the maximum MXBIX drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXEDX and MXBIX.


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Drawdown Indicators


MXEDXMXBIXDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-19.74%

+2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.87%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-6.14%

-6.35%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

-18.70%

+2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

Current Drawdown

Current decline from peak

-1.84%

-5.41%

+3.57%

Average Drawdown

Average peak-to-trough decline

-4.19%

-5.88%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

1.02%

+0.01%

Volatility

MXEDX vs. MXBIX - Volatility Comparison

Great-West Core Strategies: Flexible Bond Fund (MXEDX) has a higher volatility of 1.10% compared to Great-West Bond Index Fund (MXBIX) at 1.03%. This indicates that MXEDX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXEDXMXBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.03%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.70%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

3.72%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

6.05%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

4.94%

-0.19%

MXEDX vs. MXBIX - Expense Ratio Comparison

MXEDX has a 0.45% expense ratio, which is lower than MXBIX's 0.50% expense ratio.


Dividends

MXEDX vs. MXBIX - Dividend Comparison

MXEDX's dividend yield for the trailing twelve months is around 3.96%, more than MXBIX's 2.77% yield.


PositionTTM202520242023202220212020201920182017
MXBIX
Great-West Bond Index Fund
2.77%2.78%2.42%1.98%1.32%1.51%2.83%1.06%1.33%0.70%
MXEDX
Great-West Core Strategies: Flexible Bond Fund
3.96%3.97%4.60%3.39%1.85%0.46%0.01%2.95%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, MXEDX and MXBIX 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.

MXEDX has higher volatility (1.10%) compared to MXBIX (1.03%). In terms of maximum drawdown, MXEDX dropped -16.76% vs MXBIX's -19.74%.

MXEDX currently has the higher Sharpe Ratio (1.41 vs 1.13), 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.

Portfolio Optimizer

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