MXMDX vs. MXXLX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Lifetime 2055 Fund (MXXLX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXXLX is managed by Great-West. It was launched on Apr 30, 2009.
Performance
MXMDX vs. MXXLX - Performance Comparison
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MXMDX vs. MXXLX - 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% |
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than MXXLX's -1.40% return. Over the past 10 years, MXMDX has outperformed MXXLX with an annualized return of 9.32%, while MXXLX has yielded a comparatively lower 8.61% 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%
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
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MXMDX vs. MXXLX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is lower than MXXLX's 0.57% expense ratio.
Return for Risk
MXMDX vs. MXXLX — Risk / Return Rank
MXMDX
MXXLX
MXMDX vs. MXXLX - 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 Lifetime 2055 Fund (MXXLX). 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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.02 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.51 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.42 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.93 | 6.39 | -1.46 |
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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.02 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.53 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.44 | -0.02 |
Correlation
The correlation between MXMDX and MXXLX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXMDX vs. MXXLX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than MXXLX's 3.02% 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% |
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Drawdowns
MXMDX vs. MXXLX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than MXXLX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXXLX.
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Drawdown Indicators
| MXMDX | MXXLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -33.59% | -8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -11.36% | -2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -28.94% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -33.59% | -8.21% |
Current DrawdownCurrent decline from peak | -6.26% | -6.66% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -7.09% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.53% | +0.94% |
Volatility
MXMDX vs. MXXLX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Lifetime 2055 Fund (MXXLX) at 5.71%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXXLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.71% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 9.11% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 15.85% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 15.57% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 16.41% | +4.79% |