MXFLX vs. PLWIX
MXFLX (Great-West Lifetime 2025 Fund) and PLWIX (Principal LifeTime 2020 Fund) are both Target Retirement Date funds. Over the past 10 years, MXFLX returned 6.37%/yr vs 7.23%/yr for PLWIX. Their correlation of 0.89 suggests significant overlap in exposure. MXFLX charges 0.54%/yr vs 0.01%/yr for PLWIX.
Performance
MXFLX vs. PLWIX - Performance Comparison
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Returns By Period
In the year-to-date period, MXFLX achieves a 5.84% return, which is significantly higher than PLWIX's 4.21% return. Over the past 10 years, MXFLX has underperformed PLWIX with an annualized return of 6.37%, while PLWIX has yielded a comparatively higher 7.23% 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%
PLWIX
- 1D
- 0.32%
- 1M
- 0.24%
- 6M
- 2.93%
- YTD
- 4.21%
- 1Y
- 9.69%
- 3Y*
- 11.33%
- 5Y*
- 4.98%
- 10Y*
- 7.23%
MXFLX vs. PLWIX - 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% |
PLWIX Principal LifeTime 2020 Fund | 4.21% | 11.32% | 12.21% | 12.23% | -14.36% | 9.05% | 12.70% | 18.40% | -5.72% | 14.96% |
Correlation
The correlation between MXFLX and PLWIX is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.89 |
The correlation between MXFLX and PLWIX shifts across timeframes, from 0.81 (10 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MXFLX vs. PLWIX — Risk / Return Rank
MXFLX
PLWIX
MXFLX vs. PLWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and Principal LifeTime 2020 Fund (PLWIX). 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 | PLWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.98 | +0.04 |
| Martin ratioReturn relative to average drawdown | 8.29 | 8.59 | -0.30 |
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Drawdowns
MXFLX vs. PLWIX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum PLWIX drawdown of -49.07%. Use the drawdown chart below to compare losses from any high point for MXFLX and PLWIX.
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Drawdown Indicators
| MXFLX | PLWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -49.07% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -4.75% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -6.97% | -1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -19.73% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -20.29% | -3.21% |
Current DrawdownCurrent decline from peak | -0.45% | -0.47% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -5.70% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.09% | +0.26% |
Volatility
MXFLX vs. PLWIX - Volatility Comparison
Great-West Lifetime 2025 Fund (MXFLX) and Principal LifeTime 2020 Fund (PLWIX) have volatilities of 2.34% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFLX | PLWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 2.27% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.86% | 5.30% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.72% | 6.29% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 8.30% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.29% | 8.51% | +1.78% |
MXFLX vs. PLWIX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is higher than PLWIX's 0.01% expense ratio.
Dividends
MXFLX vs. PLWIX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.74%, less than PLWIX's 9.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PLWIX Principal LifeTime 2020 Fund | 9.67% | 10.08% | 11.91% | 5.12% | 9.82% | 9.40% | 5.90% | 8.69% | 7.35% | 5.74% | 3.73% | 8.75% |
Frequently Asked Questions
With a correlation of 0.93, MXFLX and PLWIX 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.
MXFLX has higher volatility (2.34%) compared to PLWIX (2.27%). In terms of maximum drawdown, MXFLX dropped -28.46% vs PLWIX's -49.07%.
PLWIX currently has the higher Sharpe Ratio (1.49 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.
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