MXGMX vs. VEDTX
MXGMX (Great-West U.S. Government Securities Fund) and VEDTX (Vanguard Extended Duration Treasury Index Fund) are both Government Bonds funds. Over the past 10 years, MXGMX returned 0.64%/yr vs -4.58%/yr for VEDTX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. MXGMX charges 0.60%/yr vs 0.06%/yr for VEDTX.
Performance
MXGMX vs. VEDTX - Performance Comparison
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Returns By Period
In the year-to-date period, MXGMX achieves a -0.54% return, which is significantly higher than VEDTX's -5.74% return. Over the past 10 years, MXGMX has outperformed VEDTX with an annualized return of 0.64%, while VEDTX has yielded a comparatively lower -4.58% annualized return.
MXGMX
- 1D
- 0.00%
- 1M
- -0.81%
- 6M
- -0.81%
- YTD
- -0.54%
- 1Y
- 2.67%
- 3Y*
- 3.18%
- 5Y*
- -0.63%
- 10Y*
- 0.64%
- ALL TIME*
- 0.25%
VEDTX
- 1D
- -0.28%
- 1M
- -5.85%
- 6M
- -5.11%
- YTD
- -5.74%
- 1Y
- -5.04%
- 3Y*
- -6.09%
- 5Y*
- -12.52%
- 10Y*
- -4.58%
- ALL TIME*
- 2.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXGMX vs. VEDTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXGMX Great-West U.S. Government Securities Fund | -0.54% | 6.60% | 0.75% | 4.44% | -12.09% | -2.15% | 5.87% | 6.12% | 0.63% | 1.59% |
VEDTX Vanguard Extended Duration Treasury Index Fund | -5.74% | 1.34% | -13.35% | 2.15% | -39.40% | -6.52% | 24.20% | 19.16% | -3.50% | 12.69% |
Correlation
The correlation between MXGMX and VEDTX is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.74 |
The correlation between MXGMX and VEDTX has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
MXGMX vs. VEDTX — Risk / Return Rank
MXGMX
VEDTX
MXGMX vs. VEDTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West U.S. Government Securities Fund (MXGMX) and Vanguard Extended Duration Treasury Index Fund (VEDTX). 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.
| MXGMX | VEDTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | -0.27 | +1.15 |
| Martin ratioReturn relative to average drawdown | 2.16 | -0.53 | +2.70 |
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Drawdowns
MXGMX vs. VEDTX - Drawdown Comparison
The maximum MXGMX drawdown since its inception was -18.63%, smaller than the maximum VEDTX drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for MXGMX and VEDTX.
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Drawdown Indicators
| MXGMX | VEDTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.63% | -60.00% | +41.37% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -12.41% | +9.32% |
Max Drawdown (3Y)Largest decline over 3 years | -5.47% | -22.83% | +17.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.09% | -55.15% | +38.06% |
Max Drawdown (10Y)Largest decline over 10 years | -18.63% | -60.00% | +41.37% |
Current DrawdownCurrent decline from peak | -5.13% | -56.66% | +51.53% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -23.75% | +18.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 6.18% | -4.93% |
Volatility
MXGMX vs. VEDTX - Volatility Comparison
The current volatility for Great-West U.S. Government Securities Fund (MXGMX) is 1.00%, while Vanguard Extended Duration Treasury Index Fund (VEDTX) has a volatility of 4.08%. This indicates that MXGMX experiences smaller price fluctuations and is considered to be less risky than VEDTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXGMX | VEDTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 4.08% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 10.29% | -7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 14.18% | -10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.91% | 21.78% | -15.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.65% | 20.04% | -15.39% |
MXGMX vs. VEDTX - Expense Ratio Comparison
MXGMX has a 0.60% expense ratio, which is higher than VEDTX's 0.06% expense ratio.
Dividends
MXGMX vs. VEDTX - Dividend Comparison
MXGMX's dividend yield for the trailing twelve months is around 2.69%, less than VEDTX's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXGMX Great-West U.S. Government Securities Fund | 2.69% | 2.67% | 2.73% | 2.37% | 1.48% | 2.21% | 0.94% | 1.53% | 1.88% | 0.90% | 0.00% | 0.00% |
VEDTX Vanguard Extended Duration Treasury Index Fund | 5.42% | 4.94% | 4.68% | 3.55% | 3.30% | 1.96% | 5.56% | 3.53% | 2.94% | 2.23% | 5.34% | 4.28% |
Frequently Asked Questions
MXGMX and VEDTX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEDTX has higher volatility (4.08%) compared to MXGMX (1.00%). In terms of maximum drawdown, MXGMX dropped -18.63% vs VEDTX's -60.00%.
MXGMX currently has the higher Sharpe Ratio (0.73 vs -0.23), 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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