MXXLX vs. VTSAX

Last updated Jun 4, 2026

MXXLX (Great-West Lifetime 2055 Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - MXXLX is a Target Retirement Date fund managed by Great-West, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, MXXLX returned 9.64%/yr vs 15.12%/yr for VTSAX. Their correlation of 0.86 suggests significant overlap in exposure. MXXLX charges 0.57%/yr vs 0.04%/yr for VTSAX.

Performance

MXXLX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2055 Fund (MXXLX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXXLX achieves a 10.87% return, which is significantly lower than VTSAX's 11.98% return. Over the past 10 years, MXXLX has underperformed VTSAX with an annualized return of 9.64%, while VTSAX has yielded a comparatively higher 15.12% annualized return.

MXXLX

• 1D: 0.32%
• 1M: 4.42%
• YTD: 10.87%
• 6M: 11.51%
• 1Y: 23.84%
• 3Y*: 16.39%
• 5Y*: 7.78%
• 10Y*: 9.64%

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MXXLX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXXLX Great-West Lifetime 2055 Fund	10.87%	17.54%	10.65%	17.25%	-17.19%	16.12%	13.57%	25.75%	-13.05%	21.19%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between MXXLX and VTSAX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since May 5, 2009	0.86

The correlation between MXXLX and VTSAX shifts across timeframes, from 0.79 (10 years) to 0.90 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MXXLX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXXLX

MXXLX Risk / Return Rank: 49
MXXLX Sharpe Ratio Rank: 47
MXXLX Sortino Ratio Rank: 46
MXXLX Omega Ratio Rank: 47
MXXLX Calmar Ratio Rank: 49
MXXLX Martin Ratio Rank: 57

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXXLX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.47	-0.44
Sortino ratio: Return per unit of downside risk	2.85	3.36	-0.51
Omega ratio: Gain probability vs. loss probability	1.37	1.44	-0.07
Calmar ratio: Return relative to maximum drawdown	2.66	3.37	-0.71
Martin ratio: Return relative to average drawdown	11.39	15.56	-4.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXXLX vs. VTSAX - Sharpe Ratio Comparison

The current MXXLX Sharpe Ratio is 2.03, which is comparable to the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of MXXLX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MXXLX	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	2.47	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.76	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.82	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.47	+0.01

Drawdowns

MXXLX vs. VTSAX - Drawdown Comparison

The maximum MXXLX drawdown since its inception was -33.59%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for MXXLX and VTSAX.

Drawdown Indicators

	MXXLX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-33.59%	-55.33%	+21.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-8.92%	-0.19%
Max Drawdown (3Y) Largest decline over 3 years	-15.05%	-19.36%	+4.31%
Max Drawdown (5Y) Largest decline over 5 years	-28.94%	-25.36%	-3.58%
Max Drawdown (10Y) Largest decline over 10 years	-33.59%	-34.97%	+1.38%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.03%	-9.01%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.93%	+0.20%

Volatility

MXXLX vs. VTSAX - Volatility Comparison

Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 3.39% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.95%. This indicates that MXXLX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXXLX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	2.95%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	9.19%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	12.19%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	17.36%	-1.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.44%	18.41%	-1.97%

MXXLX vs. VTSAX - Expense Ratio Comparison

MXXLX has a 0.57% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

MXXLX vs. VTSAX - Dividend Comparison

MXXLX's dividend yield for the trailing twelve months is around 2.68%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MXXLX Great-West Lifetime 2055 Fund	2.68%	2.97%	4.27%	3.42%	7.87%	8.92%	5.05%	9.47%	10.16%	2.95%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both MXXLX and VTSAX in my portfolio?

MXXLX and VTSAX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXXLX or VTSAX?

MXXLX has higher volatility (3.39%) compared to VTSAX (2.95%). In terms of maximum drawdown, MXXLX dropped -33.59% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 2.03), 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.