MXMDX vs. MXSDX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Short Duration Bond Fund (MXSDX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXSDX is managed by Great-West. It was launched on Aug 1, 1995.
Performance
MXMDX vs. MXSDX - Performance Comparison
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MXMDX vs. MXSDX - 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% |
MXSDX Great-West Short Duration Bond Fund | 0.19% | 5.30% | 4.24% | 5.67% | -4.25% | -0.03% | 4.64% | 5.40% | 0.73% | 1.39% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than MXSDX's 0.19% return. Over the past 10 years, MXMDX has outperformed MXSDX with an annualized return of 9.32%, while MXSDX has yielded a comparatively lower 2.25% 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%
MXSDX
- 1D
- 0.10%
- 1M
- -0.38%
- YTD
- 0.19%
- 6M
- 1.20%
- 1Y
- 3.88%
- 3Y*
- 4.57%
- 5Y*
- 2.17%
- 10Y*
- 2.25%
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MXMDX vs. MXSDX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXSDX's 0.60% expense ratio.
Return for Risk
MXMDX vs. MXSDX — Risk / Return Rank
MXMDX
MXSDX
MXMDX vs. MXSDX - 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 Short Duration Bond Fund (MXSDX). 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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 2.30 | -1.52 |
Sortino ratioReturn per unit of downside risk | 1.24 | 3.45 | -2.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.60 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.98 | -2.85 |
Martin ratioReturn relative to average drawdown | 4.93 | 18.30 | -13.37 |
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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 2.30 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.05 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.13 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.32 | +0.10 |
Correlation
The correlation between MXMDX and MXSDX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXMDX vs. MXSDX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than MXSDX's 3.08% 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% |
MXSDX Great-West Short Duration Bond Fund | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% |
Drawdowns
MXMDX vs. MXSDX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXSDX.
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Drawdown Indicators
| MXMDX | MXSDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -10.81% | -30.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -1.05% | -13.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -6.63% | -17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -7.78% | -34.02% |
Current DrawdownCurrent decline from peak | -6.26% | -0.57% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -3.05% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 0.23% | +3.24% |
Volatility
MXMDX vs. MXSDX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.49%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXSDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 0.49% | +6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 0.84% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 1.80% | +20.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 2.10% | +17.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 2.00% | +19.20% |