MXFLX vs. SSFNX
MXFLX (Great-West Lifetime 2025 Fund) and SSFNX (State Street Target Retirement Fund) are both Target Retirement Date funds. Over the past 10 years, MXFLX returned 6.58%/yr vs 5.87%/yr for SSFNX. Their correlation of 0.82 suggests significant overlap in exposure. MXFLX charges 0.54%/yr vs 0.10%/yr for SSFNX.
Performance
MXFLX vs. SSFNX - Performance Comparison
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Returns By Period
In the year-to-date period, MXFLX achieves a 4.96% return, which is significantly higher than SSFNX's 4.51% return. Over the past 10 years, MXFLX has outperformed SSFNX with an annualized return of 6.58%, while SSFNX has yielded a comparatively lower 5.87% 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%
SSFNX
- 1D
- -0.51%
- 1M
- -0.25%
- YTD
- 4.51%
- 6M
- 4.05%
- 1Y
- 10.55%
- 3Y*
- 9.53%
- 5Y*
- 4.24%
- 10Y*
- 5.87%
MXFLX vs. SSFNX - 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% |
SSFNX State Street Target Retirement Fund | 4.51% | 10.93% | 7.05% | 10.73% | -12.21% | 6.87% | 10.26% | 13.97% | -2.49% | 8.92% |
Correlation
The correlation between MXFLX and SSFNX is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.82 |
The correlation between MXFLX and SSFNX has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
MXFLX vs. SSFNX — Risk / Return Rank
MXFLX
SSFNX
MXFLX vs. SSFNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and State Street Target Retirement Fund (SSFNX). 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 | SSFNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.15 | -0.93 |
| Martin ratioReturn relative to average drawdown | 9.17 | 13.92 | -4.74 |
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Drawdowns
MXFLX vs. SSFNX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, which is greater than SSFNX's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for MXFLX and SSFNX.
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Drawdown Indicators
| MXFLX | SSFNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -16.62% | -11.84% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -3.52% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -5.40% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -16.62% | -6.88% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -16.62% | -6.88% |
Current DrawdownCurrent decline from peak | -1.09% | -1.01% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -2.51% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 0.80% | +0.55% |
Volatility
MXFLX vs. SSFNX - Volatility Comparison
Great-West Lifetime 2025 Fund (MXFLX) has a higher volatility of 2.73% compared to State Street Target Retirement Fund (SSFNX) at 2.00%. This indicates that MXFLX's price experiences larger fluctuations and is considered to be riskier than SSFNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFLX | SSFNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.00% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.84% | 3.94% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 4.73% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 6.62% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 6.57% | +3.75% |
MXFLX vs. SSFNX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is higher than SSFNX's 0.10% expense ratio.
Dividends
MXFLX vs. SSFNX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.77%, less than SSFNX's 4.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SSFNX State Street Target Retirement Fund | 4.65% | 4.86% | 5.78% | 5.26% | 5.12% | 6.69% | 1.61% | 3.35% | 4.40% | 2.72% | 1.84% | 2.05% |
Frequently Asked Questions
MXFLX and SSFNX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXFLX has higher volatility (2.73%) compared to SSFNX (2.00%). In terms of maximum drawdown, MXFLX dropped -28.46% vs SSFNX's -16.62%.
SSFNX currently has the higher Sharpe Ratio (2.35 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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