MXXLX vs. PDDDX
Compare and contrast key facts about Great-West Lifetime 2055 Fund (MXXLX) and Prudential Day One 2020 Fund (PDDDX).
MXXLX is managed by Great-West. It was launched on Apr 30, 2009. PDDDX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
MXXLX vs. PDDDX - Performance Comparison
Loading graphics...
MXXLX vs. PDDDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 20.41% |
PDDDX Prudential Day One 2020 Fund | 0.77% | 10.40% | 15.97% | 9.52% | -12.63% | 36.80% | 8.13% | 14.99% | -4.65% | 10.17% |
Returns By Period
In the year-to-date period, MXXLX achieves a -1.40% return, which is significantly lower than PDDDX's 0.77% return.
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
PDDDX
- 1D
- 1.16%
- 1M
- -2.33%
- YTD
- 0.77%
- 6M
- 1.81%
- 1Y
- 9.25%
- 3Y*
- 10.93%
- 5Y*
- 10.53%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXXLX vs. PDDDX - Expense Ratio Comparison
MXXLX has a 0.57% expense ratio, which is lower than PDDDX's 0.76% expense ratio.
Return for Risk
MXXLX vs. PDDDX — Risk / Return Rank
MXXLX
PDDDX
MXXLX vs. PDDDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) and Prudential Day One 2020 Fund (PDDDX). 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.
| MXXLX | PDDDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.43 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.03 | -0.51 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.83 | -0.41 |
Martin ratioReturn relative to average drawdown | 6.39 | 8.88 | -2.48 |
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
| MXXLX | PDDDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.43 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.77 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.78 | -0.34 |
Correlation
The correlation between MXXLX and PDDDX is 0.75, 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
MXXLX vs. PDDDX - Dividend Comparison
MXXLX's dividend yield for the trailing twelve months is around 3.02%, less than PDDDX's 4.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
PDDDX Prudential Day One 2020 Fund | 4.02% | 4.05% | 19.73% | 3.22% | 8.41% | 28.05% | 1.91% | 3.76% | 3.05% | 0.86% |
Drawdowns
MXXLX vs. PDDDX - Drawdown Comparison
The maximum MXXLX drawdown since its inception was -33.59%, which is greater than PDDDX's maximum drawdown of -18.88%. Use the drawdown chart below to compare losses from any high point for MXXLX and PDDDX.
Loading graphics...
Drawdown Indicators
| MXXLX | PDDDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -18.88% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -5.29% | -6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | -16.64% | -12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -2.60% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -3.06% | -4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.09% | +1.44% |
Volatility
MXXLX vs. PDDDX - Volatility Comparison
Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 5.71% compared to Prudential Day One 2020 Fund (PDDDX) at 2.43%. This indicates that MXXLX's price experiences larger fluctuations and is considered to be riskier than PDDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXXLX | PDDDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 2.43% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 3.72% | +5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 6.65% | +9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 13.75% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 11.45% | +4.96% |