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MXSDX vs. MXMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXSDX vs. MXMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Short Duration Bond Fund (MXSDX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). The values are adjusted to include any dividend payments, if applicable.

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MXSDX vs. MXMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, MXSDX achieves a 0.19% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, MXSDX has underperformed MXMDX with an annualized return of 2.25%, while MXMDX has yielded a comparatively higher 9.32% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXSDX vs. MXMDX - Expense Ratio Comparison

MXSDX has a 0.60% expense ratio, which is higher than MXMDX's 0.55% expense ratio.


Return for Risk

MXSDX vs. MXMDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXSDX
MXSDX Risk / Return Rank: 9696
Overall Rank
MXSDX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9696
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
Martin Ratio Rank

MXMDX
MXMDX Risk / Return Rank: 3535
Overall Rank
MXMDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 3333
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXSDX vs. MXMDX - 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 S&P Mid Cap 400 Index Fund (MXMDX). 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.


MXSDXMXMDXDifference

Sharpe ratio

Return per unit of total volatility

2.30

0.78

+1.52

Sortino ratio

Return per unit of downside risk

3.45

1.24

+2.20

Omega ratio

Gain probability vs. loss probability

1.60

1.18

+0.42

Calmar ratio

Return relative to maximum drawdown

3.98

1.13

+2.85

Martin ratio

Return relative to average drawdown

18.30

4.93

+13.37

MXSDX vs. MXMDX - Sharpe Ratio Comparison

The current MXSDX Sharpe Ratio is 2.30, which is higher than the MXMDX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MXSDX and MXMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXSDXMXMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

0.78

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.32

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

0.44

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.42

-0.10

Correlation

The correlation between MXSDX and MXMDX is 0.00, 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. MXMDX - Dividend Comparison

MXSDX's dividend yield for the trailing twelve months is around 3.08%, less than MXMDX's 6.50% yield.


TTM202520242023202220212020201920182017
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%
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%

Drawdowns

MXSDX vs. MXMDX - Drawdown Comparison

The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXMDX.


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Drawdown Indicators


MXSDXMXMDXDifference

Max Drawdown

Largest peak-to-trough decline

-10.81%

-41.80%

+30.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

-14.12%

+13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-6.63%

-24.15%

+17.52%

Max Drawdown (10Y)

Largest decline over 10 years

-7.78%

-41.80%

+34.02%

Current Drawdown

Current decline from peak

-0.57%

-6.26%

+5.69%

Average Drawdown

Average peak-to-trough decline

-3.05%

-6.00%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

3.47%

-3.24%

Volatility

MXSDX vs. MXMDX - Volatility Comparison

The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.49%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 6.50%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXSDXMXMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

6.50%

-6.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

11.83%

-10.99%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

22.79%

-20.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

20.00%

-17.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.00%

21.20%

-19.20%