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MXLMX vs. MXREX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLMX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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 0.37% return, which is significantly lower than MXREX's 20.70% return. Over the past 10 years, MXLMX has underperformed MXREX with an annualized return of 3.09%, while MXREX has yielded a comparatively higher 3.73% annualized return.


MXLMX

1D
0.15%
1M
-0.66%
6M
-0.15%
YTD
0.37%
1Y
3.82%
3Y*
5.96%
5Y*
1.64%
10Y*
3.09%
ALL TIME*
1.81%

MXREX

1D
-1.21%
1M
1.30%
6M
17.25%
YTD
20.70%
1Y
26.51%
3Y*
11.83%
5Y*
4.56%
10Y*
3.73%
ALL TIME*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MXLMX vs. MXREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXLMX
Great-West Multi-Sector Bond Fund
0.37%7.99%5.14%7.89%-11.42%0.96%9.02%11.74%-3.03%4.83%
MXREX
Great-West Real Estate Index Fund
20.70%3.16%7.47%13.31%-26.44%45.80%-12.52%22.41%-4.92%2.25%

Correlation

The correlation between MXLMX and MXREX is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.39

Correlation (10Y)
Provides a long-term view across more market conditions.

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.36

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Return for Risk

MXLMX vs. MXREX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MXLMX
MXLMX Risk / Return Rank: 4242
Overall Rank
MXLMX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MXLMX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MXLMX Omega Ratio Rank: 5050
Omega Ratio Rank
MXLMX Calmar Ratio Rank: 3333
Calmar Ratio Rank
MXLMX Martin Ratio Rank: 3535
Martin Ratio Rank

MXREX
MXREX Risk / Return Rank: 7979
Overall Rank
MXREX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MXREX Sortino Ratio Rank: 7373
Sortino Ratio Rank
MXREX Omega Ratio Rank: 7272
Omega Ratio Rank
MXREX Calmar Ratio Rank: 8989
Calmar Ratio Rank
MXREX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MXLMX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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.


MXLMXMXREXDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

1.52

3.22

-1.69

Martin ratioReturn relative to average drawdown

5.51

11.24

-5.73

MXLMX vs. MXREX - Sharpe Ratio Comparison

The current MXLMX Sharpe Ratio is 1.37, which is comparable to the MXREX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of MXLMX and MXREX, 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. MXREX - Drawdown Comparison

The maximum MXLMX drawdown since its inception was -36.94%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXLMX and MXREX.


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Drawdown Indicators


MXLMXMXREXDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-43.89%

+6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-7.73%

+5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-3.76%

-18.79%

+15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-33.06%

+17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

-43.89%

+28.37%

Current Drawdown

Current decline from peak

-1.09%

-2.38%

+1.29%

Average Drawdown

Average peak-to-trough decline

-8.18%

-11.50%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.27%

-1.57%

Volatility

MXLMX vs. MXREX - Volatility Comparison

The current volatility for Great-West Multi-Sector Bond Fund (MXLMX) is 0.80%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.81%. This indicates that MXLMX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXLMXMXREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

4.81%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

10.97%

-8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

13.96%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.27%

19.37%

-15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.08%

21.98%

-17.90%

MXLMX vs. MXREX - Expense Ratio Comparison

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


Dividends

MXLMX vs. MXREX - Dividend Comparison

MXLMX's dividend yield for the trailing twelve months is around 3.27%, more than MXREX's 1.71% yield.


PositionTTM202520242023202220212020201920182017
MXLMX
Great-West Multi-Sector Bond Fund
3.27%3.28%3.68%3.16%2.59%3.88%3.59%1.76%3.07%0.45%
MXREX
Great-West Real Estate Index Fund
1.71%2.07%6.74%1.85%4.69%1.93%1.60%4.51%4.10%3.36%

Frequently Asked Questions


MXLMX and MXREX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXREX has higher volatility (4.81%) compared to MXLMX (0.80%). In terms of maximum drawdown, MXLMX dropped -36.94% vs MXREX's -43.89%.

MXREX currently has the higher Sharpe Ratio (1.79 vs 1.37), 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 MXLMX and MXREX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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