MXXLX vs. MXMDX
MXXLX (Great-West Lifetime 2055 Fund) and MXMDX (Great-West S&P Mid Cap 400 Index Fund) are both mutual funds - MXXLX is a Target Retirement Date fund managed by Great-West, while MXMDX is a Mid Cap Blend Equities fund managed by Great-West. Over the past 10 years, MXXLX returned 9.40%/yr vs 9.83%/yr for MXMDX. Their correlation of 0.81 means they have usually moved in the same direction. MXXLX charges 0.57%/yr vs 0.55%/yr for MXMDX.
Performance
MXXLX vs. MXMDX - Performance Comparison
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Returns By Period
In the year-to-date period, MXXLX achieves a 11.82% return, which is significantly lower than MXMDX's 15.47% return. Both investments have delivered pretty close results over the past 10 years, with MXXLX having a 9.40% annualized return and MXMDX not far ahead at 9.83%.
MXXLX
- 1D
- 0.99%
- 1M
- 1.04%
- 6M
- 8.26%
- YTD
- 11.82%
- 1Y
- 20.34%
- 3Y*
- 15.36%
- 5Y*
- 7.80%
- 10Y*
- 9.40%
- ALL TIME*
- 7.91%
MXMDX
- 1D
- 1.08%
- 1M
- -0.08%
- 6M
- 9.84%
- YTD
- 15.47%
- 1Y
- 21.94%
- 3Y*
- 13.37%
- 5Y*
- 8.25%
- 10Y*
- 9.83%
- ALL TIME*
- 9.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXXLX vs. MXMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | 11.82% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 15.47% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Correlation
The correlation between MXXLX and MXMDX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2011 | 0.81 |
The correlation between MXXLX and MXMDX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
MXXLX vs. MXMDX — Risk / Return Rank
MXXLX
MXMDX
MXXLX vs. MXMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXXLX | MXMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.47 | -0.05 |
| Martin ratioReturn relative to average drawdown | 10.17 | 8.93 | +1.23 |
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Drawdowns
MXXLX vs. MXMDX - Drawdown Comparison
The maximum MXXLX drawdown since its inception was -33.59%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXXLX and MXMDX.
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Drawdown Indicators
| MXXLX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -41.80% | +8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.87% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.05% | -24.15% | +9.10% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | -24.15% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | -41.80% | +8.21% |
Current DrawdownCurrent decline from peak | 0.00% | -1.30% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -5.90% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.47% | -0.31% |
Volatility
MXXLX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Lifetime 2055 Fund (MXXLX) is 3.30%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 3.57%. This indicates that MXXLX 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
| MXXLX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.57% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 11.54% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 15.39% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 19.93% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 21.17% | -4.77% |
MXXLX vs. MXMDX - Expense Ratio Comparison
MXXLX has a 0.57% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Dividends
MXXLX vs. MXMDX - Dividend Comparison
MXXLX's dividend yield for the trailing twelve months is around 2.66%, less than MXMDX's 5.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 5.77% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
MXXLX Great-West Lifetime 2055 Fund | 2.66% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Frequently Asked Questions
MXXLX and MXMDX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXMDX has higher volatility (3.57%) compared to MXXLX (3.30%). In terms of maximum drawdown, MXXLX dropped -33.59% vs MXMDX's -41.80%.
MXXLX currently has the higher Sharpe Ratio (1.72 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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