MXSDX vs. MXBIX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West Bond Index Fund (MXBIX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXSDX vs. MXBIX - Performance Comparison
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MXSDX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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, MXSDX achieves a 0.19% return, which is significantly higher than MXBIX's -0.08% return. Over the past 10 years, MXSDX has outperformed MXBIX with an annualized return of 2.25%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
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%
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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MXSDX vs. MXBIX - Expense Ratio Comparison
MXSDX has a 0.60% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXSDX vs. MXBIX — Risk / Return Rank
MXSDX
MXBIX
MXSDX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Short Duration Bond Fund (MXSDX) 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.
| MXSDX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.93 | +1.37 |
Sortino ratioReturn per unit of downside risk | 3.45 | 1.34 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.17 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 1.55 | +2.43 |
Martin ratioReturn relative to average drawdown | 18.30 | 4.48 | +13.82 |
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
| MXSDX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.93 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | -0.05 | +1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 0.21 | +0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.09 | +0.23 |
Correlation
The correlation between MXSDX and MXBIX is 0.71, 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
MXSDX vs. MXBIX - Dividend Comparison
MXSDX's dividend yield for the trailing twelve months is around 3.08%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
MXSDX vs. MXBIX - Drawdown Comparison
The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXBIX drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXBIX.
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Drawdown Indicators
| MXSDX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.81% | -19.74% | +8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -1.05% | -2.77% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -6.63% | -18.70% | +12.07% |
Max Drawdown (10Y)Largest decline over 10 years | -7.78% | -19.74% | +11.96% |
Current DrawdownCurrent decline from peak | -0.57% | -5.63% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -5.88% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.96% | -0.73% |
Volatility
MXSDX vs. MXBIX - Volatility Comparison
The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.49%, while Great-West Bond Index Fund (MXBIX) has a volatility of 1.54%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky 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
| MXSDX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 1.54% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 2.50% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.80% | 4.43% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.10% | 6.02% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.00% | 4.92% | -2.92% |