MXSDX vs. MXEOX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West Emerging Markets Equity Fund (MXEOX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXEOX is managed by Great-West. It was launched on Jan 4, 2018.
Performance
MXSDX vs. MXEOX - Performance Comparison
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MXSDX vs. MXEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
MXEOX Great-West Emerging Markets Equity Fund | 3.61% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
Returns By Period
In the year-to-date period, MXSDX achieves a 0.19% return, which is significantly lower than MXEOX's 3.61% 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%
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
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MXSDX vs. MXEOX - Expense Ratio Comparison
MXSDX has a 0.60% expense ratio, which is lower than MXEOX's 1.23% expense ratio.
Return for Risk
MXSDX vs. MXEOX — Risk / Return Rank
MXSDX
MXEOX
MXSDX vs. MXEOX - 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 Emerging Markets Equity Fund (MXEOX). 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 | MXEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 1.90 | +0.40 |
Sortino ratioReturn per unit of downside risk | 3.45 | 2.49 | +0.95 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.38 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.44 | +1.54 |
Martin ratioReturn relative to average drawdown | 18.30 | 9.15 | +9.15 |
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 | MXEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.90 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.21 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.23 | +0.09 |
Correlation
The correlation between MXSDX and MXEOX is 0.09, 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
MXSDX vs. MXEOX - Dividend Comparison
MXSDX's dividend yield for the trailing twelve months is around 3.08%, more than MXEOX's 0.97% 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% |
MXEOX Great-West Emerging Markets Equity Fund | 0.97% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% |
Drawdowns
MXSDX vs. MXEOX - Drawdown Comparison
The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXEOX drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXEOX.
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Drawdown Indicators
| MXSDX | MXEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.81% | -41.05% | +30.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.05% | -13.95% | +12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -6.63% | -38.47% | +31.84% |
Max Drawdown (10Y)Largest decline over 10 years | -7.78% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | -11.73% | +11.16% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -17.50% | +14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 3.84% | -3.61% |
Volatility
MXSDX vs. MXEOX - Volatility Comparison
The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.49%, while Great-West Emerging Markets Equity Fund (MXEOX) has a volatility of 9.21%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky than MXEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSDX | MXEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 9.21% | -8.72% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 13.79% | -12.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.80% | 19.33% | -17.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.10% | 17.20% | -15.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.00% | 18.94% | -16.94% |