MXSDX vs. MXMDX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXSDX vs. MXMDX - Performance Comparison
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MXSDX vs. MXMDX - 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% |
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%
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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
MXSDX
MXMDX
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.
| MXSDX | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.78 | +1.52 |
Sortino ratioReturn per unit of downside risk | 3.45 | 1.24 | +2.20 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.18 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 1.13 | +2.85 |
Martin ratioReturn relative to average drawdown | 18.30 | 4.93 | +13.37 |
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 | MXMDX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| MXSDX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.57% | -6.26% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -6.00% | +2.95% |
Ulcer IndexDepth 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
| MXSDX | MXMDX | Difference | |
|---|---|---|---|
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% |