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MXSDX vs. MXREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXSDX vs. MXREX - 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 Real Estate Index Fund (MXREX). The values are adjusted to include any dividend payments, if applicable.

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MXSDX vs. MXREX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MXREX
MXREX Risk / Return Rank: 1212
Overall Rank
MXREX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MXREX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MXREX Omega Ratio Rank: 1111
Omega Ratio Rank
MXREX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MXREX Martin Ratio Rank: 1515
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. 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.


MXSDXMXREXDifference

Sharpe ratio

Return per unit of total volatility

2.30

0.39

+1.90

Sortino ratio

Return per unit of downside risk

3.45

0.67

+2.78

Omega ratio

Gain probability vs. loss probability

1.60

1.09

+0.51

Calmar ratio

Return relative to maximum drawdown

3.98

0.45

+3.53

Martin ratio

Return relative to average drawdown

18.30

1.96

+16.34

MXSDX vs. MXREX - Sharpe Ratio Comparison

The current MXSDX Sharpe Ratio is 2.30, which is higher than the MXREX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of MXSDX and MXREX, 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


MXSDXMXREXDifference

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.


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%
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


MXSDXMXREXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.57%

-6.11%

+5.54%

Average Drawdown

Average peak-to-trough decline

-3.05%

-11.77%

+8.72%

Ulcer Index

Depth 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


MXSDXMXREXDifference

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%