MXFLX vs. MXIVX
MXFLX (Great-West Lifetime 2025 Fund) and MXIVX (Great-West International Value Fund) are both mutual funds - MXFLX is a Target Retirement Date fund managed by Great-West, while MXIVX is a Foreign Large Cap Equities fund managed by Great-West. Over the past 10 years, MXFLX returned 6.58%/yr vs 9.51%/yr for MXIVX. A 0.76 correlation means they provide meaningful diversification when combined. MXFLX charges 0.54%/yr vs 1.07%/yr for MXIVX.
Performance
MXFLX vs. MXIVX - Performance Comparison
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Returns By Period
In the year-to-date period, MXFLX achieves a 4.96% return, which is significantly lower than MXIVX's 6.99% return. Over the past 10 years, MXFLX has underperformed MXIVX with an annualized return of 6.58%, while MXIVX has yielded a comparatively higher 9.51% annualized return.
MXFLX
- 1D
- -0.77%
- 1M
- 0.26%
- YTD
- 4.96%
- 6M
- 4.41%
- 1Y
- 12.35%
- 3Y*
- 9.97%
- 5Y*
- 4.41%
- 10Y*
- 6.58%
MXIVX
- 1D
- -1.57%
- 1M
- -0.53%
- YTD
- 6.99%
- 6M
- 6.53%
- 1Y
- 22.97%
- 3Y*
- 19.33%
- 5Y*
- 9.61%
- 10Y*
- 9.51%
MXFLX vs. MXIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFLX Great-West Lifetime 2025 Fund | 4.96% | 11.57% | 7.09% | 11.99% | -14.12% | 10.22% | 11.94% | 18.42% | -6.57% | 11.28% |
MXIVX Great-West International Value Fund | 6.99% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
Correlation
The correlation between MXFLX and MXIVX is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.76 |
The correlation between MXFLX and MXIVX has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
MXFLX vs. MXIVX — Risk / Return Rank
MXFLX
MXIVX
MXFLX vs. MXIVX - 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 Value Fund (MXIVX). 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.
| MXFLX | MXIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.16 | +0.06 |
| Martin ratioReturn relative to average drawdown | 9.17 | 7.96 | +1.21 |
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Drawdowns
MXFLX vs. MXIVX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXFLX and MXIVX.
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Drawdown Indicators
| MXFLX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -76.77% | +48.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -11.65% | +6.06% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -13.63% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -29.13% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -33.18% | +9.68% |
Current DrawdownCurrent decline from peak | -1.09% | -3.03% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -22.16% | +15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 3.12% | -1.77% |
Volatility
MXFLX vs. MXIVX - Volatility Comparison
The current volatility for Great-West Lifetime 2025 Fund (MXFLX) is 2.73%, while Great-West International Value Fund (MXIVX) has a volatility of 4.40%. This indicates that MXFLX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFLX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.40% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 5.84% | 11.49% | -5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 14.29% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 16.08% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 19.31% | -8.99% |
MXFLX vs. MXIVX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is lower than MXIVX's 1.07% expense ratio.
Dividends
MXFLX vs. MXIVX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.77%, less than MXIVX's 5.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXFLX Great-West Lifetime 2025 Fund | 3.77% | 3.95% | 4.67% | 4.22% | 7.28% | 8.85% | 4.06% | 7.19% | 7.82% | 2.97% |
MXIVX Great-West International Value Fund | 5.57% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Frequently Asked Questions
MXFLX and MXIVX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXIVX has higher volatility (4.40%) compared to MXFLX (2.73%). In terms of maximum drawdown, MXFLX dropped -28.46% vs MXIVX's -76.77%.
MXIVX currently has the higher Sharpe Ratio (1.76 vs 1.61), 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.
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