MXINX vs. MXSDX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Short Duration Bond Fund (MXSDX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXSDX is managed by Great-West. It was launched on Aug 1, 1995.
Performance
MXINX vs. MXSDX - Performance Comparison
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MXINX vs. MXSDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
MXSDX Great-West Short Duration Bond Fund | 0.10% | 5.30% | 4.24% | 5.67% | -4.25% | -0.03% | 4.64% | 5.40% | 0.73% | 1.39% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly lower than MXSDX's 0.10% return. Over the past 10 years, MXINX has outperformed MXSDX with an annualized return of 7.76%, while MXSDX has yielded a comparatively lower 2.24% annualized return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
MXSDX
- 1D
- 0.10%
- 1M
- -0.66%
- YTD
- 0.10%
- 6M
- 1.20%
- 1Y
- 3.78%
- 3Y*
- 4.54%
- 5Y*
- 2.15%
- 10Y*
- 2.24%
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MXINX vs. MXSDX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXSDX's 0.60% expense ratio.
Return for Risk
MXINX vs. MXSDX — Risk / Return Rank
MXINX
MXSDX
MXINX vs. MXSDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Short Duration Bond Fund (MXSDX). 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.
| MXINX | MXSDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 2.39 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.40 | 3.62 | -2.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.63 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 3.79 | -2.55 |
Martin ratioReturn relative to average drawdown | 5.25 | 17.64 | -12.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXINX | MXSDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.39 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.04 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 1.13 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.32 | -0.04 |
Correlation
The correlation between MXINX and MXSDX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXINX vs. MXSDX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, more than MXSDX's 3.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
MXSDX Great-West Short Duration Bond Fund | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% |
Drawdowns
MXINX vs. MXSDX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXINX and MXSDX.
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Drawdown Indicators
| MXINX | MXSDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -10.81% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -1.05% | -10.38% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -6.63% | -23.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -7.78% | -26.81% |
Current DrawdownCurrent decline from peak | -10.91% | -0.66% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -3.05% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 0.23% | +3.00% |
Volatility
MXINX vs. MXSDX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.18% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.50%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXSDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 0.50% | +6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 0.84% | +10.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 1.80% | +16.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 2.10% | +14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 2.00% | +14.93% |