PortfoliosLab logoPortfoliosLab logo
MXFLX vs. MXINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFLX vs. MXINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2025 Fund (MXFLX) and Great-West International Index Fund (MXINX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MXFLX achieves a 5.77% return, which is significantly lower than MXINX's 10.53% return. Over the past 10 years, MXFLX has underperformed MXINX with an annualized return of 6.48%, while MXINX has yielded a comparatively higher 8.84% annualized return.


MXFLX

1D
0.52%
1M
1.04%
YTD
5.77%
6M
5.57%
1Y
13.86%
3Y*
9.95%
5Y*
4.83%
10Y*
6.48%

MXINX

1D
0.17%
1M
1.99%
YTD
10.53%
6M
10.94%
1Y
23.97%
3Y*
15.67%
5Y*
8.82%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFLX vs. MXINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXFLX
Great-West Lifetime 2025 Fund
5.77%11.57%7.09%11.99%-14.12%10.22%11.94%18.42%-6.57%11.28%
MXINX
Great-West International Index Fund
10.53%30.90%2.92%17.56%-14.75%10.32%7.97%21.26%-13.93%24.73%

Correlation

The correlation between MXFLX and MXINX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

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

0.73

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

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2011

0.79

The correlation between MXFLX and MXINX has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MXFLX vs. MXINX — Risk / Return Rank

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

MXFLX
MXFLX Risk / Return Rank: 4747
Overall Rank
MXFLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXFLX Sortino Ratio Rank: 4545
Sortino Ratio Rank
MXFLX Omega Ratio Rank: 4848
Omega Ratio Rank
MXFLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MXFLX Martin Ratio Rank: 5353
Martin Ratio Rank

MXINX
MXINX Risk / Return Rank: 3636
Overall Rank
MXINX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MXINX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MXINX Omega Ratio Rank: 3434
Omega Ratio Rank
MXINX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXINX Martin Ratio Rank: 4040
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.

MXFLX vs. MXINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and Great-West International Index Fund (MXINX). 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.


MXFLXMXINXDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

2.46

2.18

+0.28

Martin ratioReturn relative to average drawdown

10.19

8.13

+2.06

MXFLX vs. MXINX - Sharpe Ratio Comparison

The current MXFLX Sharpe Ratio is 1.79, which is comparable to the MXINX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MXFLX and MXINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MXFLX vs. MXINX - Drawdown Comparison

The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum MXINX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXFLX and MXINX.


Loading charts...

Drawdown Indicators


MXFLXMXINXDifference

Max Drawdown

Largest peak-to-trough decline

-28.46%

-34.59%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-11.43%

+5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-8.29%

-13.70%

+5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-29.75%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.50%

-34.59%

+11.09%

Current Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-7.14%

-8.56%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

3.03%

-1.68%

Volatility

MXFLX vs. MXINX - Volatility Comparison

The current volatility for Great-West Lifetime 2025 Fund (MXFLX) is 2.71%, while Great-West International Index Fund (MXINX) has a volatility of 4.90%. This indicates that MXFLX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MXFLXMXINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

4.90%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

13.01%

-7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.67%

15.84%

-8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

16.88%

-6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

17.00%

-6.64%

MXFLX vs. MXINX - Expense Ratio Comparison

MXFLX has a 0.54% expense ratio, which is lower than MXINX's 0.65% expense ratio.


Dividends

MXFLX vs. MXINX - Dividend Comparison

MXFLX's dividend yield for the trailing twelve months is around 3.74%, more than MXINX's 3.02% yield.


PositionTTM202520242023202220212020201920182017
MXFLX
Great-West Lifetime 2025 Fund
3.74%3.95%4.67%4.22%7.28%8.85%4.06%7.19%7.82%2.97%
MXINX
Great-West International Index Fund
3.02%3.34%2.20%4.38%1.80%5.73%2.45%2.64%3.55%2.63%

Frequently Asked Questions


MXFLX and MXINX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXINX has higher volatility (4.90%) compared to MXFLX (2.71%). In terms of maximum drawdown, MXFLX dropped -28.46% vs MXINX's -34.59%.

MXFLX currently has the higher Sharpe Ratio (1.79 vs 1.58), 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

Find the right allocation for MXFLX and MXINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer