SFBPX vs. MXBIX
SFBPX (Great-West SecureFoundation Balanced ETF Fund) and MXBIX (Great-West Bond Index Fund) are both mutual funds - SFBPX is a Diversified Portfolio fund managed by Great-West, while MXBIX is a Intermediate Core Bond fund managed by Great-West. Over the past 10 years, SFBPX returned 7.28%/yr vs 0.75%/yr for MXBIX. Their 0.10 correlation means their historical movements had little consistent relationship. SFBPX charges 0.23%/yr vs 0.50%/yr for MXBIX.
Performance
SFBPX vs. MXBIX - Performance Comparison
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Returns By Period
In the year-to-date period, SFBPX achieves a 7.46% return, which is significantly higher than MXBIX's -0.54% return. Over the past 10 years, SFBPX has outperformed MXBIX with an annualized return of 7.28%, while MXBIX has yielded a comparatively lower 0.75% annualized return.
SFBPX
- 1D
- 1.06%
- 1M
- -0.80%
- 6M
- 5.00%
- YTD
- 7.46%
- 1Y
- 15.06%
- 3Y*
- 11.35%
- 5Y*
- 5.82%
- 10Y*
- 7.28%
- ALL TIME*
- 6.87%
MXBIX
- 1D
- 0.08%
- 1M
- -0.92%
- 6M
- -0.77%
- YTD
- -0.54%
- 1Y
- 2.46%
- 3Y*
- 3.32%
- 5Y*
- -0.93%
- 10Y*
- 0.75%
- ALL TIME*
- 0.48%
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 |
SFBPX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFBPX Great-West SecureFoundation Balanced ETF Fund | 7.46% | 14.49% | 8.93% | 13.80% | -23.41% | 22.72% | 13.37% | 18.83% | -6.02% | 13.08% |
MXBIX Great-West Bond Index Fund | -0.54% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Correlation
The correlation between SFBPX and MXBIX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.10 |
Over the past year, SFBPX and MXBIX have become more correlated (0.51) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
SFBPX vs. MXBIX — Risk / Return Rank
SFBPX
MXBIX
SFBPX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced ETF Fund (SFBPX) and Great-West Bond Index Fund (MXBIX). 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.
| SFBPX | MXBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.12 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.90 | +1.42 |
| Martin ratioReturn relative to average drawdown | 9.55 | 2.17 | +7.37 |
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Drawdowns
SFBPX vs. MXBIX - Drawdown Comparison
The maximum SFBPX drawdown since its inception was -49.54%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for SFBPX and MXBIX.
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Drawdown Indicators
| SFBPX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.54% | -19.74% | -29.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -2.87% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -10.69% | -5.14% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | -18.70% | -9.80% |
Max Drawdown (10Y)Largest decline over 10 years | -49.54% | -19.74% | -29.80% |
Current DrawdownCurrent decline from peak | -1.35% | -6.06% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -5.88% | -12.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.18% | +0.36% |
Volatility
SFBPX vs. MXBIX - Volatility Comparison
Great-West SecureFoundation Balanced ETF Fund (SFBPX) has a higher volatility of 2.49% compared to Great-West Bond Index Fund (MXBIX) at 0.99%. This indicates that SFBPX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFBPX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 0.99% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 2.84% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.34% | 3.68% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 6.05% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.20% | 4.94% | +38.26% |
SFBPX vs. MXBIX - Expense Ratio Comparison
SFBPX has a 0.23% expense ratio, which is lower than MXBIX's 0.50% expense ratio.
Dividends
SFBPX vs. MXBIX - Dividend Comparison
SFBPX's dividend yield for the trailing twelve months is around 8.43%, more than MXBIX's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | 2.79% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
SFBPX Great-West SecureFoundation Balanced ETF Fund | 8.43% | 9.06% | 8.51% | 5.49% | 8.61% | 11.50% | 12.95% | 9.17% | 9.07% | 5.26% |
Frequently Asked Questions
SFBPX and MXBIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SFBPX has higher volatility (2.49%) compared to MXBIX (0.99%). In terms of maximum drawdown, SFBPX dropped -49.54% vs MXBIX's -19.74%.
SFBPX currently has the higher Sharpe Ratio (1.59 vs 0.70), 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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