MXSHX vs. TIBIX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Thornburg Investment Income Builder Fund Class I (TIBIX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002.
Performance
MXSHX vs. TIBIX - Performance Comparison
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MXSHX vs. TIBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
TIBIX Thornburg Investment Income Builder Fund Class I | 9.82% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, MXSHX has underperformed TIBIX with an annualized return of 6.49%, while TIBIX has yielded a comparatively higher 12.18% annualized return.
MXSHX
- 1D
- 1.78%
- 1M
- -4.16%
- YTD
- -0.21%
- 6M
- 1.35%
- 1Y
- 12.55%
- 3Y*
- 9.56%
- 5Y*
- 4.70%
- 10Y*
- 6.49%
TIBIX
- 1D
- 1.69%
- 1M
- -2.43%
- YTD
- 9.82%
- 6M
- 16.92%
- 1Y
- 38.14%
- 3Y*
- 24.21%
- 5Y*
- 15.48%
- 10Y*
- 12.18%
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MXSHX vs. TIBIX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than TIBIX's 0.93% expense ratio.
Return for Risk
MXSHX vs. TIBIX — Risk / Return Rank
MXSHX
TIBIX
MXSHX vs. TIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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.
| MXSHX | TIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 3.57 | -2.38 |
Sortino ratioReturn per unit of downside risk | 1.73 | 4.54 | -2.81 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.79 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.43 | -2.78 |
Martin ratioReturn relative to average drawdown | 7.12 | 21.79 | -14.67 |
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
| MXSHX | TIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 3.57 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.40 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.91 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.75 | -0.26 |
Correlation
The correlation between MXSHX and TIBIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXSHX vs. TIBIX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than TIBIX's 5.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 3.58% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% | 0.00% | 0.00% |
TIBIX Thornburg Investment Income Builder Fund Class I | 5.40% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
Drawdowns
MXSHX vs. TIBIX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for MXSHX and TIBIX.
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Drawdown Indicators
| MXSHX | TIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -48.88% | +25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -8.58% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -20.79% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -34.85% | +11.41% |
Current DrawdownCurrent decline from peak | -4.73% | -3.47% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -6.00% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.75% | +0.07% |
Volatility
MXSHX vs. TIBIX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) has a higher volatility of 4.20% compared to Thornburg Investment Income Builder Fund Class I (TIBIX) at 3.68%. This indicates that MXSHX's price experiences larger fluctuations and is considered to be riskier than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | TIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.68% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 6.57% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 10.83% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 11.11% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 13.48% | -2.31% |