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MXXLX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXXLX and VTSAX is 0.76, 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.


-0.50.00.51.00.8

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.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.10%
10.15%
MXXLX
VTSAX

Key characteristics

Sharpe Ratio

MXXLX:

1.06

VTSAX:

1.90

Sortino Ratio

MXXLX:

1.44

VTSAX:

2.56

Omega Ratio

MXXLX:

1.22

VTSAX:

1.35

Calmar Ratio

MXXLX:

0.78

VTSAX:

2.89

Martin Ratio

MXXLX:

5.52

VTSAX:

11.42

Ulcer Index

MXXLX:

2.27%

VTSAX:

2.17%

Daily Std Dev

MXXLX:

11.85%

VTSAX:

13.02%

Max Drawdown

MXXLX:

-38.67%

VTSAX:

-55.34%

Current Drawdown

MXXLX:

-6.63%

VTSAX:

-0.08%

Returns By Period

In the year-to-date period, MXXLX achieves a 4.55% return, which is significantly higher than VTSAX's 4.20% return. Over the past 10 years, MXXLX has underperformed VTSAX with an annualized return of 1.77%, while VTSAX has yielded a comparatively higher 12.65% annualized return.


MXXLX

YTD

4.55%

1M

3.26%

6M

2.10%

1Y

10.15%

5Y*

2.85%

10Y*

1.77%

VTSAX

YTD

4.20%

1M

1.91%

6M

10.15%

1Y

23.12%

5Y*

13.65%

10Y*

12.65%

*Annualized

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. VTSAX - Expense Ratio Comparison

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


MXXLX
Great-West Lifetime 2055 Fund
Expense ratio chart for MXXLX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

MXXLX vs. VTSAX — Risk-Adjusted Performance Rank

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

MXXLX
The Risk-Adjusted Performance Rank of MXXLX is 5252
Overall Rank
The Sharpe Ratio Rank of MXXLX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of MXXLX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of MXXLX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MXXLX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MXXLX is 6363
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 8585
Overall Rank
The Sharpe Ratio Rank of VTSAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MXXLX vs. VTSAX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for MXXLX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.005.001.061.90
The chart of Sortino ratio for MXXLX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.001.442.56
The chart of Omega ratio for MXXLX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.35
The chart of Calmar ratio for MXXLX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.782.89
The chart of Martin ratio for MXXLX, currently valued at 5.52, compared to the broader market0.0020.0040.0060.0080.005.5211.42
MXXLX
VTSAX

The current MXXLX Sharpe Ratio is 1.06, which is lower than the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of MXXLX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.06
1.90
MXXLX
VTSAX

Dividends

MXXLX vs. VTSAX - Dividend Comparison

MXXLX's dividend yield for the trailing twelve months is around 1.07%, less than VTSAX's 1.21% yield.


TTM20242023202220212020201920182017201620152014
MXXLX
Great-West Lifetime 2055 Fund
1.07%1.12%1.03%0.87%2.03%1.07%1.19%1.74%1.54%1.60%1.60%2.19%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.21%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

MXXLX vs. VTSAX - Drawdown Comparison

The maximum MXXLX drawdown since its inception was -38.67%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for MXXLX and VTSAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.63%
-0.08%
MXXLX
VTSAX

Volatility

MXXLX vs. VTSAX - Volatility Comparison

Great-West Lifetime 2055 Fund (MXXLX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.04% and 3.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.04%
3.18%
MXXLX
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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