MXBPX vs. FYMIX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Fidelity Sustainable Multi-Asset Fund (FYMIX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. FYMIX is managed by Fidelity. It was launched on Feb 9, 2022.
Performance
MXBPX vs. FYMIX - Performance Comparison
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MXBPX vs. FYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -10.33% |
FYMIX Fidelity Sustainable Multi-Asset Fund | -2.11% | 18.95% | 11.09% | 16.15% | -15.71% |
Returns By Period
In the year-to-date period, MXBPX achieves a -0.27% return, which is significantly higher than FYMIX's -2.11% return.
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
FYMIX
- 1D
- 2.39%
- 1M
- -5.31%
- YTD
- -2.11%
- 6M
- 0.46%
- 1Y
- 17.23%
- 3Y*
- 12.19%
- 5Y*
- —
- 10Y*
- —
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MXBPX vs. FYMIX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is higher than FYMIX's 0.05% expense ratio.
Return for Risk
MXBPX vs. FYMIX — Risk / Return Rank
MXBPX
FYMIX
MXBPX vs. FYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.
| MXBPX | FYMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.33 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.91 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.96 | -0.61 |
Martin ratioReturn relative to average drawdown | 5.32 | 7.99 | -2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXBPX | FYMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.33 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.47 | -0.36 |
Correlation
The correlation between MXBPX and FYMIX is 0.85, 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.
Dividends
MXBPX vs. FYMIX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 5.94%, more than FYMIX's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.77% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXBPX vs. FYMIX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for MXBPX and FYMIX.
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Drawdown Indicators
| MXBPX | FYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -22.70% | -33.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -8.95% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | — | — |
Current DrawdownCurrent decline from peak | -5.34% | -6.54% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -5.83% | -15.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.20% | +0.15% |
Volatility
MXBPX vs. FYMIX - Volatility Comparison
The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 4.26%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 5.52%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | FYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 5.52% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 8.39% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 13.38% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 12.72% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 12.72% | +0.95% |