MXVIX vs. MXBIX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Bond Index Fund (MXBIX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXVIX vs. MXBIX - Performance Comparison
Loading graphics...
MXVIX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly lower than MXBIX's -0.08% return. Over the past 10 years, MXVIX has outperformed MXBIX with an annualized return of 13.12%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXVIX vs. MXBIX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
MXVIX vs. MXBIX — Risk / Return Rank
MXVIX
MXBIX
MXVIX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West Bond Index Fund (MXBIX). 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.
| MXVIX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.93 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.34 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.55 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.48 | +1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXVIX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.93 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | -0.05 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.21 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.09 | +0.36 |
Correlation
The correlation between MXVIX and MXBIX is -0.15. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXVIX vs. MXBIX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
Drawdowns
MXVIX vs. MXBIX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXBIX.
Loading graphics...
Drawdown Indicators
| MXVIX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -19.74% | -38.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -2.77% | -9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -18.70% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -19.74% | -14.08% |
Current DrawdownCurrent decline from peak | -6.29% | -5.63% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -5.88% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 0.96% | +1.96% |
Volatility
MXVIX vs. MXBIX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 5.33% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXVIX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXVIX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 1.54% | +3.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 2.50% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 4.43% | +14.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 6.02% | +11.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 4.92% | +13.28% |