MXSDX vs. MXINX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West International Index Fund (MXINX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXSDX vs. MXINX - Performance Comparison
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MXSDX vs. MXINX - 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% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXSDX achieves a 0.19% return, which is significantly lower than MXINX's 0.95% return. Over the past 10 years, MXSDX has underperformed MXINX with an annualized return of 2.25%, while MXINX has yielded a comparatively higher 8.09% 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%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXSDX vs. MXINX - Expense Ratio Comparison
MXSDX has a 0.60% expense ratio, which is lower than MXINX's 0.65% expense ratio.
Return for Risk
MXSDX vs. MXINX — Risk / Return Rank
MXSDX
MXINX
MXSDX vs. MXINX - 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 International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 1.32 | +0.98 |
Sortino ratioReturn per unit of downside risk | 3.45 | 1.86 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.27 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 1.56 | +2.43 |
Martin ratioReturn relative to average drawdown | 18.30 | 6.51 | +11.79 |
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 | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.32 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.48 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 0.48 | +0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.29 | +0.02 |
Correlation
The correlation between MXSDX and MXINX is 0.08, 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. MXINX - Dividend Comparison
MXSDX's dividend yield for the trailing twelve months is around 3.08%, less than MXINX's 3.31% 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% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXSDX vs. MXINX - Drawdown Comparison
The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXINX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXINX.
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Drawdown Indicators
| MXSDX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.81% | -34.59% | +23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.05% | -11.43% | +10.38% |
Max Drawdown (5Y)Largest decline over 5 years | -6.63% | -29.75% | +23.12% |
Max Drawdown (10Y)Largest decline over 10 years | -7.78% | -34.59% | +26.81% |
Current DrawdownCurrent decline from peak | -0.57% | -8.19% | +7.62% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -8.65% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 3.27% | -3.04% |
Volatility
MXSDX vs. MXINX - Volatility Comparison
The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.49%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSDX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 7.84% | -7.35% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 11.28% | -10.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.80% | 18.21% | -16.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.10% | 16.65% | -14.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.00% | 16.95% | -14.95% |