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ISIN
US39137C6369
Inception Date
Sep 15, 1999
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MXBPX Performance Chart

Great-West Moderately Aggressive Profile Fund (MXBPX) is up 8.9% since the beginning of the year. MXBPX is currently trading at $8 per share. Investors who bought $1,000 worth of MXBPX shares 5 years ago would now be looking at an investment worth $1,403.


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S&P 500 Index

Returns By Period

Great-West Moderately Aggressive Profile Fund (MXBPX) has returned 8.85% so far this year and 18.72% over the past 12 months. Over the last ten years, MXBPX has returned 7.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Great-West Moderately Aggressive Profile Fund

1D
0.62%
1M
1.75%
YTD
8.85%
6M
8.39%
1Y
18.72%
3Y*
12.75%
5Y*
7.01%
10Y*
7.67%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXBPX Monthly Returns History

Based on dividend-adjusted daily data since Sep 16, 1999, MXBPX's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +10.8%, while the worst month was Dec 2011 at -18.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MXBPX closed higher 47% of trading days. The best single day was Dec 30, 2021 with a return of +7.2%, while the worst single day was Dec 29, 2011 at -18.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.82%2.22%-5.10%5.91%2.03%1.00%8.85%
20252.88%0.00%-1.96%-0.71%3.74%2.77%0.13%2.69%1.37%0.40%1.06%0.76%13.78%
20240.00%1.92%3.48%-3.08%2.60%0.56%2.52%1.91%1.63%-1.36%2.48%-3.72%9.00%
20236.37%-2.40%0.31%0.61%-1.98%4.55%2.99%-2.46%-3.46%-2.86%6.54%5.76%13.96%
2022-4.66%0.13%1.06%-4.70%-0.68%-7.32%5.68%-2.69%-7.70%2.18%7.24%-1.21%-13.04%
20211.57%2.20%1.90%3.23%1.32%0.17%0.71%1.18%-2.25%2.44%-2.38%3.63%14.39%

Benchmark Metrics

Great-West Moderately Aggressive Profile Fund has an annualized alpha of -2.31%, beta of 0.65, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 16, 1999.

  • This fund participated in 86.64% of S&P 500 Index downside but only 64.86% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.31% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.65 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-2.31%
Beta
0.65
0.68
Upside Capture
64.86%
Downside Capture
86.64%

Expense Ratio

MXBPX has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MXBPX ranks 43 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


MXBPX Risk / Return Rank: 4343
Overall Rank
MXBPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MXBPX Sortino Ratio Rank: 3636
Sortino Ratio Rank
MXBPX Omega Ratio Rank: 4444
Omega Ratio Rank
MXBPX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MXBPX Martin Ratio Rank: 4545
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and compare them to S&P 500 Index.

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.


MXBPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.62

2.78

-0.17

Martin ratioReturn relative to average drawdown

9.07

12.44

-3.37

Dividends

Dividend History

Great-West Moderately Aggressive Profile Fund provided a 5.44% dividend yield over the last twelve months, with an annual payout of $0.44 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.44$0.44$0.43$0.37$0.62$0.77$0.65$0.84$0.83$0.38

Dividend yield

5.44%5.92%6.18%5.45%9.89%9.76%8.52%11.28%12.07%4.47%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West Moderately Aggressive Profile Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.20$0.44
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.21$0.43
2023$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.20$0.00$0.00$0.12$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.43$0.00$0.00$0.16$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.18$0.00$0.00$0.57$0.77

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Great-West Moderately Aggressive Profile Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Great-West Moderately Aggressive Profile Fund was 55.80%, occurring on Mar 9, 2009. Recovery took 3082 trading sessions.

The current Great-West Moderately Aggressive Profile Fund drawdown is 0.25%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.80%Mar 2009
1y 7mo12y 3mo
13y 10moJul 2007 - Jun 2021
2003 bear market2003
-42.89%Mar 2003
2y 11mo3y 8mo
6y 8moMar 2000 - Dec 2006
Bear market2022
-25.51%Oct 2022
9mo 15d1y 9mo
2y 6moDec 2021 - Jul 2024
2025 selloff2025
-11.46%Apr 2025
1mo 18d1mo 8d
2mo 26dFeb 2025 - May 2025
2026 pullback2026
-7.12%Mar 2026
1mo 1d18d
1mo 19dFeb 2026 - Apr 2026

Drawdown Indicators


MXBPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.80%

-56.78%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-9.10%

+1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-11.46%

-18.90%

+7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.51%

-25.43%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

-33.92%

+5.29%

Current Drawdown

Current decline from peak

-0.25%

-1.80%

+1.55%

Average Drawdown

Average peak-to-trough decline

-20.94%

-10.71%

-10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.03%

+0.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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