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MXLMX vs. MXIHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLMX vs. MXIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Multi-Sector Bond Fund (MXLMX) and Great-West Inflation-Protected Securities Fund (MXIHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXLMX achieves a 0.96% return, which is significantly higher than MXIHX's 0.65% return.


MXLMX

1D
0.07%
1M
0.66%
YTD
0.96%
6M
1.07%
1Y
5.84%
3Y*
6.39%
5Y*
1.91%
10Y*
3.23%

MXIHX

1D
0.22%
1M
-0.00%
YTD
0.65%
6M
0.76%
1Y
3.61%
3Y*
4.33%
5Y*
1.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXLMX vs. MXIHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MXLMX
Great-West Multi-Sector Bond Fund
0.96%7.99%5.14%7.89%-11.42%0.96%9.02%11.74%-3.39%
MXIHX
Great-West Inflation-Protected Securities Fund
0.65%6.75%2.80%4.76%-8.95%4.96%7.36%6.35%-1.22%

Correlation

The correlation between MXLMX and MXIHX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

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

0.79

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2018

0.64

The correlation between MXLMX and MXIHX shifts across timeframes, from 0.64 (all time) to 0.79 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MXLMX vs. MXIHX — Risk / Return Rank

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

MXLMX
MXLMX Risk / Return Rank: 5959
Overall Rank
MXLMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MXLMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
MXLMX Omega Ratio Rank: 7373
Omega Ratio Rank
MXLMX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXLMX Martin Ratio Rank: 4646
Martin Ratio Rank

MXIHX
MXIHX Risk / Return Rank: 2828
Overall Rank
MXIHX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MXIHX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXIHX Omega Ratio Rank: 2626
Omega Ratio Rank
MXIHX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MXIHX Martin Ratio Rank: 3535
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.

MXLMX vs. MXIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Multi-Sector Bond Fund (MXLMX) and Great-West Inflation-Protected Securities Fund (MXIHX). 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.


MXLMXMXIHXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.44

1.25

+0.18

Calmar ratioReturn relative to maximum drawdown

2.38

1.84

+0.54

Martin ratioReturn relative to average drawdown

9.17

7.36

+1.82

MXLMX vs. MXIHX - Sharpe Ratio Comparison

The current MXLMX Sharpe Ratio is 2.13, which is higher than the MXIHX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MXLMX and MXIHX, 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

MXLMX vs. MXIHX - Drawdown Comparison

The maximum MXLMX drawdown since its inception was -36.94%, which is greater than MXIHX's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for MXLMX and MXIHX.


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Drawdown Indicators


MXLMXMXIHXDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-11.51%

-25.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-2.04%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-2.86%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-11.51%

-4.01%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

Current Drawdown

Current decline from peak

-0.51%

-0.86%

+0.35%

Average Drawdown

Average peak-to-trough decline

-8.21%

-2.41%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.50%

+0.15%

Volatility

MXLMX vs. MXIHX - Volatility Comparison

The current volatility for Great-West Multi-Sector Bond Fund (MXLMX) is 1.03%, while Great-West Inflation-Protected Securities Fund (MXIHX) has a volatility of 1.12%. This indicates that MXLMX experiences smaller price fluctuations and is considered to be less risky than MXIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXLMXMXIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.12%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

2.14%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

2.86%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

4.85%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

4.37%

-0.18%

MXLMX vs. MXIHX - Expense Ratio Comparison

MXLMX has a 0.90% expense ratio, which is higher than MXIHX's 0.70% expense ratio.


Dividends

MXLMX vs. MXIHX - Dividend Comparison

MXLMX's dividend yield for the trailing twelve months is around 3.25%, less than MXIHX's 3.59% yield.


PositionTTM202520242023202220212020201920182017
MXIHX
Great-West Inflation-Protected Securities Fund
3.59%3.61%3.60%4.22%8.49%3.05%2.01%1.51%4.31%0.00%
MXLMX
Great-West Multi-Sector Bond Fund
3.25%3.28%3.68%3.16%2.59%3.88%3.59%1.76%3.07%0.45%

Frequently Asked Questions


MXLMX and MXIHX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXIHX has higher volatility (1.12%) compared to MXLMX (1.03%). In terms of maximum drawdown, MXLMX dropped -36.94% vs MXIHX's -11.51%.

MXLMX currently has the higher Sharpe Ratio (2.13 vs 1.31), 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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