MXSDX vs. MXREX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West Real Estate Index Fund (MXREX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXSDX vs. MXREX - Performance Comparison
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MXSDX vs. MXREX - 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% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, MXSDX achieves a 0.19% return, which is significantly lower than MXREX's 4.34% return. Over the past 10 years, MXSDX has underperformed MXREX with an annualized return of 2.25%, while MXREX has yielded a comparatively higher 3.08% 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%
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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MXSDX vs. MXREX - Expense Ratio Comparison
MXSDX has a 0.60% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXSDX vs. MXREX — Risk / Return Rank
MXSDX
MXREX
MXSDX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.30 | 0.39 | +1.90 |
Sortino ratioReturn per unit of downside risk | 3.45 | 0.67 | +2.78 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.09 | +0.51 |
Calmar ratioReturn relative to maximum drawdown | 3.98 | 0.45 | +3.53 |
Martin ratioReturn relative to average drawdown | 18.30 | 1.96 | +16.34 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.39 | +1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.26 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.13 | 0.14 | +0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.19 | +0.13 |
Correlation
The correlation between MXSDX and MXREX is 0.18, 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. MXREX - Dividend Comparison
MXSDX's dividend yield for the trailing twelve months is around 3.08%, more than MXREX's 1.98% 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% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXSDX vs. MXREX - Drawdown Comparison
The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXREX.
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Drawdown Indicators
| MXSDX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.81% | -43.89% | +33.08% |
Max Drawdown (1Y)Largest decline over 1 year | -1.05% | -13.36% | +12.31% |
Max Drawdown (5Y)Largest decline over 5 years | -6.63% | -33.06% | +26.43% |
Max Drawdown (10Y)Largest decline over 10 years | -7.78% | -43.89% | +36.11% |
Current DrawdownCurrent decline from peak | -0.57% | -6.11% | +5.54% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -11.77% | +8.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 3.05% | -2.82% |
Volatility
MXSDX vs. MXREX - Volatility Comparison
The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.49%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.48%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSDX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 4.48% | -3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 0.84% | 9.21% | -8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.80% | 17.89% | -16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.10% | 19.36% | -17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.00% | 21.94% | -19.94% |