MXFLX vs. MXREX
MXFLX (Great-West Lifetime 2025 Fund) and MXREX (Great-West Real Estate Index Fund) are both mutual funds - MXFLX is a Target Retirement Date fund managed by Great-West, while MXREX is a REIT fund managed by Great-West. Over the past 10 years, MXFLX returned 6.37%/yr vs 3.74%/yr for MXREX. A 0.55 correlation means they provide meaningful diversification when combined. MXFLX charges 0.54%/yr vs 0.70%/yr for MXREX.
Performance
MXFLX vs. MXREX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXFLX achieves a 5.84% return, which is significantly lower than MXREX's 17.92% return. Over the past 10 years, MXFLX has outperformed MXREX with an annualized return of 6.37%, while MXREX has yielded a comparatively lower 3.74% annualized return.
MXFLX
- 1D
- 0.39%
- 1M
- 0.45%
- 6M
- 4.35%
- YTD
- 5.84%
- 1Y
- 11.51%
- 3Y*
- 10.23%
- 5Y*
- 4.47%
- 10Y*
- 6.37%
MXREX
- 1D
- 0.07%
- 1M
- 0.70%
- 6M
- 16.12%
- YTD
- 17.92%
- 1Y
- 22.26%
- 3Y*
- 11.74%
- 5Y*
- 4.41%
- 10Y*
- 3.74%
MXFLX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFLX Great-West Lifetime 2025 Fund | 5.84% | 11.57% | 7.09% | 11.99% | -14.12% | 10.22% | 11.94% | 18.42% | -6.57% | 11.28% |
MXREX Great-West Real Estate Index Fund | 17.92% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Correlation
The correlation between MXFLX and MXREX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.55 |
The correlation between MXFLX and MXREX shifts across timeframes, from 0.42 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.
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. MXREX — Risk / Return Rank
MXFLX
MXREX
MXFLX vs. MXREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and Great-West Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 3.07 | -1.05 |
| Martin ratioReturn relative to average drawdown | 8.29 | 10.28 | -1.99 |
Loading charts...
Drawdowns
MXFLX vs. MXREX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXFLX and MXREX.
Loading charts...
Drawdown Indicators
| MXFLX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -43.89% | +15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -7.73% | +2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -18.79% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -33.06% | +9.56% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -43.89% | +20.39% |
Current DrawdownCurrent decline from peak | -0.45% | -1.57% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -11.55% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.28% | -0.93% |
Volatility
MXFLX vs. MXREX - Volatility Comparison
The current volatility for Great-West Lifetime 2025 Fund (MXFLX) is 2.34%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 5.39%. This indicates that MXFLX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MXFLX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 5.39% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.86% | 10.69% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.72% | 13.96% | -6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 19.39% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 21.96% | -11.67% |
MXFLX vs. MXREX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Dividends
MXFLX vs. MXREX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.74%, more than MXREX's 1.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXREX Great-West Real Estate Index Fund | 1.76% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Frequently Asked Questions
MXFLX and MXREX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXREX has higher volatility (5.39%) compared to MXFLX (2.34%). In terms of maximum drawdown, MXFLX dropped -28.46% vs MXREX's -43.89%.
MXREX currently has the higher Sharpe Ratio (1.70 vs 1.46), 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.
Find the right allocation for MXFLX and MXREX
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