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MXMDX vs. MXSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXMDX vs. MXSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Short Duration Bond Fund (MXSDX). The values are adjusted to include any dividend payments, if applicable.

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MXMDX vs. MXSDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MXMDX
MXMDX Risk / Return Rank: 3535
Overall Rank
MXMDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 3333
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 4444
Martin Ratio Rank

MXSDX
MXSDX Risk / Return Rank: 9696
Overall Rank
MXSDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9696
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
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.

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.


MXMDXMXSDXDifference

Sharpe ratio

Return per unit of total volatility

0.78

2.30

-1.52

Sortino ratio

Return per unit of downside risk

1.24

3.45

-2.20

Omega ratio

Gain probability vs. loss probability

1.18

1.60

-0.42

Calmar ratio

Return relative to maximum drawdown

1.13

3.98

-2.85

Martin ratio

Return relative to average drawdown

4.93

18.30

-13.37

MXMDX vs. MXSDX - Sharpe Ratio Comparison

The current MXMDX Sharpe Ratio is 0.78, which is lower than the MXSDX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of MXMDX and MXSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXMDXMXSDXDifference

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.


TTM202520242023202220212020201920182017
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


MXMDXMXSDXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.26%

-0.57%

-5.69%

Average Drawdown

Average peak-to-trough decline

-6.00%

-3.05%

-2.95%

Ulcer Index

Depth 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


MXMDXMXSDXDifference

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%