Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXDQX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 3.27% | 3.61% | 1.56% | -1.14% | 1.29% | NA | NA | 1.18% |
Data as of 07/11/2025, AR inception is 05/01/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXDQX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) | 05/01/2015 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.61 | 1.56 | -1.14 | 1.29 | NA | NA | 1.18 | 3.27 | 1.07 | 4.75 | -11.71 | -1.83 | 6.24 | 6.38 | 1.02 | 2.38 | 1.52 | 0.00 |
| Sharpe Ratio | NA | 0.36 | -0.25 | -0.53 | -0.02 | NA | NA | -0.05 | 0.79 | -0.44 | 0.15 | -1.73 | -0.69 | 1.52 | 1.64 | -0.14 | 0.70 | 0.60 | -0.02 |
| Standard Deviation(%) | NA | 5.30 | 6.92 | 5.84 | 4.62 | NA | NA | 4.60 | 5.17 | 5.85 | 7.39 | 7.64 | 2.69 | 3.91 | 2.98 | 2.60 | 2.45 | 2.19 | 2.94 |
| Draw Down(%) | NA | 5.34 | 10.35 | 17.80 | 17.80 | NA | NA | 17.80 | 2.65 | 4.50 | 7.94 | 15.22 | 2.59 | 3.62 | 1.82 | 2.28 | 1.34 | 3.41 | 1.41 |
| Yield(%) | 0.00 | 4.19 | 3.39 | 2.66 | 2.86 | 1.91 | 1.44 | 2.87 | 0.00 | 4.22 | 4.37 | 2.53 | 2.86 | 2.41 | 2.90 | 3.07 | 3.09 | 3.07 | 2.39 |
Data as of 07/11/2025, AR inception is 05/01/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXDQX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) |
-5.63%
Oct 2020 - Oct 2023 |
-1.19%
May 2020 - May 2025 |
1.35%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXDQX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INSTITUTIONAL CLASS) |
4.96%
Jul 2017 - Jul 2020 |
3.72%
Jul 2015 - Jul 2020 |
1.35%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart