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MXFLX vs. PLWIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFLX vs. PLWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2025 Fund (MXFLX) and Principal LifeTime 2020 Fund (PLWIX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFLX vs. PLWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MXFLX
MXFLX Risk / Return Rank: 4545
Overall Rank
MXFLX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXFLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MXFLX Omega Ratio Rank: 4545
Omega Ratio Rank
MXFLX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXFLX Martin Ratio Rank: 5151
Martin Ratio Rank

PLWIX
PLWIX Risk / Return Rank: 4646
Overall Rank
PLWIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
PLWIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
PLWIX Omega Ratio Rank: 4646
Omega Ratio Rank
PLWIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
PLWIX Martin Ratio Rank: 5454
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. 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.


MXFLXPLWIXDifference
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

MXFLX vs. PLWIX - Sharpe Ratio Comparison

The current MXFLX Sharpe Ratio is 1.46, which is comparable to the PLWIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of MXFLX and PLWIX, 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

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


MXFLXPLWIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.45%

-0.47%

+0.02%

Average Drawdown

Average peak-to-trough decline

-7.12%

-5.70%

-1.42%

Ulcer Index

Depth 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


MXFLXPLWIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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