MXMDX vs. MXBIX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Bond Index Fund (MXBIX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXMDX vs. MXBIX - Performance Comparison
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MXMDX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than MXBIX's -0.08% return. Over the past 10 years, MXMDX has outperformed MXBIX with an annualized return of 9.32%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
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MXMDX vs. MXBIX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXMDX vs. MXBIX — Risk / Return Rank
MXMDX
MXBIX
MXMDX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Bond Index Fund (MXBIX). 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.
| MXMDX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.93 | -0.15 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.34 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.55 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.93 | 4.48 | +0.45 |
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
| MXMDX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.93 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | -0.05 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.21 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.09 | +0.33 |
Correlation
The correlation between MXMDX and MXBIX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXMDX vs. MXBIX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
Drawdowns
MXMDX vs. MXBIX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXBIX.
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Drawdown Indicators
| MXMDX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -19.74% | -22.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -2.77% | -11.35% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -18.70% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -19.74% | -22.06% |
Current DrawdownCurrent decline from peak | -6.26% | -5.63% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -5.88% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 0.96% | +2.51% |
Volatility
MXMDX vs. MXBIX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 1.54% | +4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 2.50% | +9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 4.43% | +18.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 6.02% | +13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 4.92% | +16.28% |