MXXLX vs. PRMYX
MXXLX (Great-West Lifetime 2055 Fund) and PRMYX (Putnam RetirementReady Maturity Fund) are both Target Retirement Date funds. Over the past 10 years, MXXLX returned 9.55%/yr vs 3.28%/yr for PRMYX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. MXXLX charges 0.57%/yr vs 0.13%/yr for PRMYX.
Performance
MXXLX vs. PRMYX - Performance Comparison
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Returns By Period
In the year-to-date period, MXXLX achieves a 13.37% return, which is significantly higher than PRMYX's 3.06% return. Over the past 10 years, MXXLX has outperformed PRMYX with an annualized return of 9.55%, while PRMYX has yielded a comparatively lower 3.28% annualized return.
MXXLX
- 1D
- 1.38%
- 1M
- 1.56%
- 6M
- 9.97%
- YTD
- 13.37%
- 1Y
- 22.19%
- 3Y*
- 15.89%
- 5Y*
- 7.98%
- 10Y*
- 9.55%
- ALL TIME*
- 8.00%
PRMYX
- 1D
- 0.69%
- 1M
- 0.17%
- 6M
- 3.35%
- YTD
- 3.06%
- 1Y
- 6.73%
- 3Y*
- 7.95%
- 5Y*
- 4.14%
- 10Y*
- 3.28%
- ALL TIME*
- 3.33%
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. PRMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | 13.37% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
PRMYX Putnam RetirementReady Maturity Fund | 3.06% | 8.38% | 6.31% | 9.82% | -4.22% | 0.02% | 1.29% | 8.54% | -5.19% | 5.10% |
Correlation
The correlation between MXXLX and PRMYX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.67 |
Over the past year, MXXLX and PRMYX have become more correlated (0.88) than their long-term average of 0.67, meaning their price movements have been converging.
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Return for Risk
MXXLX vs. PRMYX — Risk / Return Rank
MXXLX
PRMYX
MXXLX vs. PRMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) and Putnam RetirementReady Maturity Fund (PRMYX). 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 | PRMYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.88 | +0.55 |
| Martin ratioReturn relative to average drawdown | 10.20 | 7.54 | +2.66 |
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Drawdowns
MXXLX vs. PRMYX - Drawdown Comparison
The maximum MXXLX drawdown since its inception was -33.59%, which is greater than PRMYX's maximum drawdown of -9.74%. Use the drawdown chart below to compare losses from any high point for MXXLX and PRMYX.
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Drawdown Indicators
| MXXLX | PRMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -9.74% | -23.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -3.50% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -15.05% | -7.35% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | -9.24% | -19.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | -9.74% | -23.85% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -1.68% | -5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 0.87% | +1.29% |
Volatility
MXXLX vs. PRMYX - Volatility Comparison
Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 3.47% compared to Putnam RetirementReady Maturity Fund (PRMYX) at 1.66%. This indicates that MXXLX's price experiences larger fluctuations and is considered to be riskier than PRMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXXLX | PRMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 1.66% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 3.98% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 4.91% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 5.27% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 4.51% | +11.90% |
MXXLX vs. PRMYX - Expense Ratio Comparison
MXXLX has a 0.57% expense ratio, which is higher than PRMYX's 0.13% expense ratio.
Dividends
MXXLX vs. PRMYX - Dividend Comparison
MXXLX's dividend yield for the trailing twelve months is around 2.62%, less than PRMYX's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | 2.62% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% | 0.00% | 0.00% |
PRMYX Putnam RetirementReady Maturity Fund | 3.38% | 3.30% | 3.15% | 3.62% | 7.46% | 2.47% | 2.17% | 2.97% | 1.73% | 0.55% | 1.53% | 3.90% |
Frequently Asked Questions
MXXLX and PRMYX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXXLX has higher volatility (3.47%) compared to PRMYX (1.66%). In terms of maximum drawdown, MXXLX dropped -33.59% vs PRMYX's -9.74%.
MXXLX currently has the higher Sharpe Ratio (1.73 vs 1.34), 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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