MXLLX vs. MXMDX
MXLLX (Great-West Lifetime 2035 Fund) and MXMDX (Great-West S&P Mid Cap 400 Index Fund) are both mutual funds - MXLLX is a Target Retirement Date fund managed by Great-West, while MXMDX is a Mid Cap Blend Equities fund managed by Great-West. Over the past 10 years, MXLLX returned 7.82%/yr vs 9.78%/yr for MXMDX. Their correlation of 0.81 means they have usually moved in the same direction. MXLLX charges 0.56%/yr vs 0.55%/yr for MXMDX.
Performance
MXLLX vs. MXMDX - Performance Comparison
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Returns By Period
In the year-to-date period, MXLLX achieves a 7.66% return, which is significantly lower than MXMDX's 14.38% return. Over the past 10 years, MXLLX has underperformed MXMDX with an annualized return of 7.82%, while MXMDX has yielded a comparatively higher 9.78% annualized return.
MXLLX
- 1D
- 1.14%
- 1M
- -0.19%
- 6M
- 5.26%
- YTD
- 7.66%
- 1Y
- 15.39%
- 3Y*
- 11.33%
- 5Y*
- 5.75%
- 10Y*
- 7.82%
- ALL TIME*
- 6.16%
MXMDX
- 1D
- 0.79%
- 1M
- -1.03%
- 6M
- 9.95%
- YTD
- 14.38%
- 1Y
- 20.44%
- 3Y*
- 12.37%
- 5Y*
- 7.87%
- 10Y*
- 9.78%
- ALL TIME*
- 8.95%
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 |
MXLLX vs. MXMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLLX Great-West Lifetime 2035 Fund | 7.66% | 14.21% | 8.80% | 14.60% | -15.77% | 13.55% | 13.01% | 23.02% | -8.76% | 14.93% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 14.38% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Correlation
The correlation between MXLLX and MXMDX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2011 | 0.81 |
The correlation between MXLLX and MXMDX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
MXLLX vs. MXMDX — Risk / Return Rank
MXLLX
MXMDX
MXLLX vs. MXMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2035 Fund (MXLLX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). 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.
| MXLLX | MXMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.19 | -0.24 |
| Martin ratioReturn relative to average drawdown | 8.02 | 7.93 | +0.08 |
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Drawdowns
MXLLX vs. MXMDX - Drawdown Comparison
The maximum MXLLX drawdown since its inception was -37.21%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXLLX and MXMDX.
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Drawdown Indicators
| MXLLX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.21% | -41.80% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -8.87% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -24.15% | +12.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.28% | -24.15% | -2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -41.80% | +12.71% |
Current DrawdownCurrent decline from peak | -0.80% | -2.23% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -5.90% | -3.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.47% | -0.71% |
Volatility
MXLLX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Lifetime 2035 Fund (MXLLX) is 2.39%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 3.47%. This indicates that MXLLX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLLX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 3.47% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 11.55% | -3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 15.41% | -5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.74% | 19.92% | -7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.54% | 21.17% | -7.63% |
MXLLX vs. MXMDX - Expense Ratio Comparison
MXLLX has a 0.56% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Dividends
MXLLX vs. MXMDX - Dividend Comparison
MXLLX's dividend yield for the trailing twelve months is around 3.80%, less than MXMDX's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXLLX Great-West Lifetime 2035 Fund | 3.80% | 4.09% | 5.91% | 4.17% | 8.24% | 9.48% | 5.18% | 9.14% | 11.17% | 3.48% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 5.82% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Frequently Asked Questions
MXLLX and MXMDX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXMDX has higher volatility (3.47%) compared to MXLLX (2.39%). In terms of maximum drawdown, MXLLX dropped -37.21% vs MXMDX's -41.80%.
MXLLX currently has the higher Sharpe Ratio (1.38 vs 1.26), 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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