MXXLX vs. PDEJX
Compare and contrast key facts about Great-West Lifetime 2055 Fund (MXXLX) and Prudential Day One 2025 Fund (PDEJX).
MXXLX is managed by Great-West. It was launched on Apr 30, 2009. PDEJX is managed by PGIM. It was launched on Dec 12, 2016.
Performance
MXXLX vs. PDEJX - Performance Comparison
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MXXLX vs. PDEJX - 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% |
PDEJX Prudential Day One 2025 Fund | 0.55% | 11.91% | 17.34% | 11.21% | -12.30% | 12.90% | 9.30% | 16.82% | -4.47% | 12.48% |
Returns By Period
In the year-to-date period, MXXLX achieves a -1.40% return, which is significantly lower than PDEJX's 0.55% 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%
PDEJX
- 1D
- 1.40%
- 1M
- -2.68%
- YTD
- 0.55%
- 6M
- 1.96%
- 1Y
- 10.58%
- 3Y*
- 12.21%
- 5Y*
- 7.10%
- 10Y*
- —
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MXXLX vs. PDEJX - Expense Ratio Comparison
MXXLX has a 0.57% expense ratio, which is higher than PDEJX's 0.00% expense ratio.
Return for Risk
MXXLX vs. PDEJX — Risk / Return Rank
MXXLX
PDEJX
MXXLX vs. PDEJX - 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 2025 Fund (PDEJX). 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 | PDEJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.45 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.07 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.31 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.90 | -0.48 |
Martin ratioReturn relative to average drawdown | 6.39 | 9.24 | -2.84 |
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
| MXXLX | PDEJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.45 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.81 | -0.39 |
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 | 0.88 | -0.44 |
Correlation
The correlation between MXXLX and PDEJX is 0.78, 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. PDEJX - Dividend Comparison
MXXLX's dividend yield for the trailing twelve months is around 3.02%, less than PDEJX's 5.60% 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% |
PDEJX Prudential Day One 2025 Fund | 5.60% | 5.63% | 20.16% | 3.66% | 7.83% | 10.79% | 2.42% | 5.03% | 4.61% | 1.68% |
Drawdowns
MXXLX vs. PDEJX - Drawdown Comparison
The maximum MXXLX drawdown since its inception was -33.59%, which is greater than PDEJX's maximum drawdown of -20.45%. Use the drawdown chart below to compare losses from any high point for MXXLX and PDEJX.
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Drawdown Indicators
| MXXLX | PDEJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -20.45% | -13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -5.85% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | -16.83% | -12.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -2.94% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -2.90% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.20% | +1.33% |
Volatility
MXXLX vs. PDEJX - Volatility Comparison
Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 5.71% compared to Prudential Day One 2025 Fund (PDEJX) at 2.87%. This indicates that MXXLX's price experiences larger fluctuations and is considered to be riskier than PDEJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXXLX | PDEJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 2.87% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 4.33% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 7.52% | +8.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 8.87% | +6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 8.86% | +7.55% |