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MXINX vs. MXBGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXINX vs. MXBGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Index Fund (MXINX) and Great-West Lifetime 2040 Fund (MXBGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXINX achieves a 8.38% return, which is significantly higher than MXBGX's 7.94% return. Over the past 10 years, MXINX has underperformed MXBGX with an annualized return of 9.20%, while MXBGX has yielded a comparatively higher 9.77% annualized return.


MXINX

1D
-2.12%
1M
0.00%
YTD
8.38%
6M
7.97%
1Y
20.06%
3Y*
16.17%
5Y*
8.03%
10Y*
9.20%

MXBGX

1D
-1.31%
1M
0.31%
YTD
7.94%
6M
7.13%
1Y
18.87%
3Y*
14.21%
5Y*
7.02%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXINX vs. MXBGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXINX
Great-West International Index Fund
8.38%30.90%2.92%17.56%-14.75%10.32%7.97%21.26%-13.93%24.73%
MXBGX
Great-West Lifetime 2040 Fund
7.94%16.19%10.17%16.47%-15.90%15.69%13.61%25.22%-9.48%18.42%

Correlation

The correlation between MXINX and MXBGX is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since May 4, 2016

0.74

The correlation between MXINX and MXBGX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

MXINX vs. MXBGX — Risk / Return Rank

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

MXINX
MXINX Risk / Return Rank: 3232
Overall Rank
MXINX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MXINX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MXINX Omega Ratio Rank: 3030
Omega Ratio Rank
MXINX Calmar Ratio Rank: 3333
Calmar Ratio Rank
MXINX Martin Ratio Rank: 3636
Martin Ratio Rank

MXBGX
MXBGX Risk / Return Rank: 4848
Overall Rank
MXBGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MXBGX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MXBGX Omega Ratio Rank: 4646
Omega Ratio Rank
MXBGX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MXBGX Martin Ratio Rank: 5656
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.

MXINX vs. MXBGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Lifetime 2040 Fund (MXBGX). 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.


MXINXMXBGXDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.96

2.38

-0.41

Martin ratioReturn relative to average drawdown

7.31

9.82

-2.52

MXINX vs. MXBGX - Sharpe Ratio Comparison

The current MXINX Sharpe Ratio is 1.40, which is comparable to the MXBGX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of MXINX and MXBGX, 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

MXINX vs. MXBGX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -34.59%, which is greater than MXBGX's maximum drawdown of -30.12%. Use the drawdown chart below to compare losses from any high point for MXINX and MXBGX.


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Drawdown Indicators


MXINXMXBGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-30.12%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-7.98%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-13.05%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-28.13%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-30.12%

-4.47%

Current Drawdown

Current decline from peak

-2.12%

-1.54%

-0.58%

Average Drawdown

Average peak-to-trough decline

-8.56%

-5.58%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.92%

+1.11%

Volatility

MXINX vs. MXBGX - Volatility Comparison

Great-West International Index Fund (MXINX) has a higher volatility of 5.21% compared to Great-West Lifetime 2040 Fund (MXBGX) at 4.14%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXINXMXBGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

4.14%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

8.70%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

11.46%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

14.50%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

15.08%

+1.69%

MXINX vs. MXBGX - Expense Ratio Comparison

MXINX has a 0.65% expense ratio, which is higher than MXBGX's 0.11% expense ratio.


Dividends

MXINX vs. MXBGX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 3.08%, less than MXBGX's 4.65% yield.


PositionTTM202520242023202220212020201920182017
MXBGX
Great-West Lifetime 2040 Fund
4.65%5.02%6.86%5.77%11.05%10.66%6.43%9.53%7.86%5.21%
MXINX
Great-West International Index Fund
3.08%3.34%2.20%4.38%1.80%5.73%2.45%2.64%3.55%2.63%

Frequently Asked Questions


MXINX and MXBGX 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.

MXINX has higher volatility (5.21%) compared to MXBGX (4.14%). In terms of maximum drawdown, MXINX dropped -34.59% vs MXBGX's -30.12%.

MXBGX currently has the higher Sharpe Ratio (1.66 vs 1.40), 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

Find the right allocation for MXINX and MXBGX

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