MXINX vs. MXXLX
MXINX (Great-West International Index Fund) and MXXLX (Great-West Lifetime 2055 Fund) are both mutual funds - MXINX is a Foreign Large Cap Equities fund managed by Great-West, while MXXLX is a Target Retirement Date fund managed by Great-West. Over the past 10 years, MXINX returned 9.20%/yr vs 9.85%/yr for MXXLX. Their correlation of 0.80 suggests significant overlap in exposure. MXINX charges 0.65%/yr vs 0.57%/yr for MXXLX.
Performance
MXINX vs. MXXLX - Performance Comparison
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Returns By Period
In the year-to-date period, MXINX achieves a 8.38% return, which is significantly lower than MXXLX's 9.23% return. Over the past 10 years, MXINX has underperformed MXXLX with an annualized return of 9.20%, while MXXLX has yielded a comparatively higher 9.85% 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%
MXXLX
- 1D
- -1.62%
- 1M
- 0.23%
- YTD
- 9.23%
- 6M
- 8.24%
- 1Y
- 21.21%
- 3Y*
- 15.32%
- 5Y*
- 7.34%
- 10Y*
- 9.85%
MXINX vs. MXXLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXXLX Great-West Lifetime 2055 Fund | 9.23% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
Correlation
The correlation between MXINX and MXXLX 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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2011 | 0.80 |
The correlation between MXINX and MXXLX 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. MXXLX — Risk / Return Rank
MXINX
MXXLX
MXINX vs. MXXLX - 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 2055 Fund (MXXLX). 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.
| MXINX | MXXLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.34 | -0.38 |
| Martin ratioReturn relative to average drawdown | 7.31 | 9.88 | -2.57 |
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Drawdowns
MXINX vs. MXXLX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, roughly equal to the maximum MXXLX drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXINX and MXXLX.
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Drawdown Indicators
| MXINX | MXXLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -33.59% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -9.11% | -2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -15.05% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -28.94% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -33.59% | -1.00% |
Current DrawdownCurrent decline from peak | -2.12% | -1.84% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -7.01% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.15% | +0.88% |
Volatility
MXINX vs. MXXLX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 5.21% compared to Great-West Lifetime 2055 Fund (MXXLX) at 4.75%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXXLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 4.75% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 10.05% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 12.64% | +3.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 15.70% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.42% | +0.35% |
MXINX vs. MXXLX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXXLX's 0.57% expense ratio.
Dividends
MXINX vs. MXXLX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.08%, more than MXXLX's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXXLX Great-West Lifetime 2055 Fund | 2.72% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Frequently Asked Questions
MXINX and MXXLX 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 MXXLX (4.75%). In terms of maximum drawdown, MXINX dropped -34.59% vs MXXLX's -33.59%.
MXXLX currently has the higher Sharpe Ratio (1.69 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.
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