Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MXGMX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INVESTOR CLASS) | 3.08% | 3.29% | 1.23% | -1.77% | 0.75% | 0.37% | 1.60% | 1.63% |
Data as of 07/11/2025, AR inception is 06/25/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MXGMX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INVESTOR CLASS) | 06/25/2003 | 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 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.29 | 1.23 | -1.77 | 0.75 | 0.37 | 1.60 | 1.63 | 3.08 | -1.69 | 4.43 | -12.08 | -3.64 | 5.77 | 6.12 | 0.63 | 2.30 | 0.51 | 0.79 | 4.10 | -4.06 | -0.81 | 1.80 | 1.43 | 5.14 | 6.47 | 6.50 | 4.37 | 2.17 | 3.45 | -1.42 |
| Sharpe Ratio | NA | 0.01 | -0.30 | -0.64 | -0.14 | NA | NA | 0.11 | 0.58 | -1.34 | 0.03 | -1.82 | -1.19 | 1.44 | 1.64 | -0.24 | 0.68 | 0.14 | 0.27 | 1.70 | -1.19 | -0.31 | 0.53 | 0.30 | 1.41 | 1.01 | 1.05 | 0.40 | 0.00 | 0.76 | -0.77 |
| Standard Deviation(%) | NA | 6.15 | 7.03 | 5.97 | 4.71 | NA | NA | 4.10 | 5.11 | 6.17 | 7.33 | 7.41 | 3.06 | 3.84 | 2.88 | 2.88 | 2.48 | 2.14 | 2.78 | 2.40 | 3.44 | 2.76 | 3.34 | 4.41 | 3.58 | 5.48 | 3.36 | 2.77 | 2.49 | 3.28 | 4.36 |
| Draw Down(%) | NA | 5.47 | 10.71 | 19.94 | 19.94 | NA | NA | 19.94 | 2.78 | 6.63 | 8.21 | 15.49 | 3.79 | 3.69 | 1.76 | 2.50 | 1.34 | 3.82 | 1.95 | 1.25 | 4.63 | 2.53 | 2.21 | 4.87 | 2.33 | 2.74 | 2.13 | 1.71 | 2.26 | 3.94 | 2.98 |
| Yield(%) | 0.00 | 2.66 | 1.96 | 1.26 | 1.52 | 1.13 | 1.93 | 2.08 | 0.00 | 2.68 | 2.41 | 1.28 | 0.64 | 0.89 | 1.59 | 1.85 | 1.36 | 1.61 | 2.27 | 1.46 | 0.00 | 0.00 | 0.00 | 0.93 | 4.19 | 4.52 | 4.60 | 4.43 | 4.15 | 4.06 | 3.16 |
Data as of 07/11/2025, AR inception is 06/25/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXGMX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INVESTOR CLASS) |
-6.44%
Oct 2020 - Oct 2023 |
-1.83%
May 2020 - May 2025 |
-0.55%
Oct 2012 - Oct 2022 |
0.34%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MXGMX (GREAT-WEST U.S. GOVERNMENT MORTGAGE SECURITIES FUND INVESTOR CLASS) |
7.12%
Jul 2007 - Jul 2010 |
5.80%
Oct 2005 - Oct 2010 |
2.95%
May 2004 - May 2014 |
2.82%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison Chart