MXREX vs. MXBIX
Compare and contrast key facts about Great-West Real Estate Index Fund (MXREX) and Great-West Bond Index Fund (MXBIX).
MXREX is managed by Great-West. It was launched on Nov 27, 2012. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXREX vs. MXBIX - Performance Comparison
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MXREX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
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, MXREX achieves a 4.34% return, which is significantly higher than MXBIX's -0.08% return. Over the past 10 years, MXREX has outperformed MXBIX with an annualized return of 3.08%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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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MXREX vs. MXBIX - Expense Ratio Comparison
MXREX has a 0.70% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXREX vs. MXBIX — Risk / Return Rank
MXREX
MXBIX
MXREX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) 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.
| MXREX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.93 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.67 | 1.34 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.17 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.55 | -1.11 |
Martin ratioReturn relative to average drawdown | 1.96 | 4.48 | -2.52 |
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
| MXREX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.93 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | -0.05 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.21 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.09 | +0.10 |
Correlation
The correlation between MXREX and MXBIX is 0.16, 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
MXREX vs. MXBIX - Dividend Comparison
MXREX's dividend yield for the trailing twelve months is around 1.98%, less than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
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
MXREX vs. MXBIX - Drawdown Comparison
The maximum MXREX drawdown since its inception was -43.89%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXREX and MXBIX.
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Drawdown Indicators
| MXREX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.89% | -19.74% | -24.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -2.77% | -10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | -18.70% | -14.36% |
Max Drawdown (10Y)Largest decline over 10 years | -43.89% | -19.74% | -24.15% |
Current DrawdownCurrent decline from peak | -6.11% | -5.63% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -11.77% | -5.88% | -5.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 0.96% | +2.09% |
Volatility
MXREX vs. MXBIX - Volatility Comparison
Great-West Real Estate Index Fund (MXREX) has a higher volatility of 4.48% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXREX'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
| MXREX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 1.54% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 2.50% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 4.43% | +13.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 6.02% | +13.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 4.92% | +17.02% |