PortfoliosLab logoPortfoliosLab logo
MXBPX vs. IOEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXBPX vs. IOEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Moderately Aggressive Profile Fund (MXBPX) and ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXBPX vs. IOEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXBPX
Great-West Moderately Aggressive Profile Fund
-2.14%13.78%9.00%13.96%-13.04%14.39%11.44%20.91%-8.67%13.52%
IOEZX
ICON Equity Income Fund
8.64%14.29%6.12%3.82%-13.56%24.15%3.16%27.70%-10.11%13.59%

Returns By Period

In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly lower than IOEZX's 8.64% return. Over the past 10 years, MXBPX has underperformed IOEZX with an annualized return of 6.71%, while IOEZX has yielded a comparatively higher 8.27% annualized return.


MXBPX

1D
-0.14%
1M
-6.89%
YTD
-2.14%
6M
0.04%
1Y
10.39%
3Y*
9.92%
5Y*
5.40%
10Y*
6.71%

IOEZX

1D
-0.67%
1M
-4.99%
YTD
8.64%
6M
12.25%
1Y
19.34%
3Y*
11.13%
5Y*
4.83%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXBPX vs. IOEZX - Expense Ratio Comparison

MXBPX has a 0.42% expense ratio, which is lower than IOEZX's 1.00% expense ratio.


Return for Risk

MXBPX vs. IOEZX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXBPX
MXBPX Risk / Return Rank: 3636
Overall Rank
MXBPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MXBPX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MXBPX Omega Ratio Rank: 3737
Omega Ratio Rank
MXBPX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MXBPX Martin Ratio Rank: 3838
Martin Ratio Rank

IOEZX
IOEZX Risk / Return Rank: 7070
Overall Rank
IOEZX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IOEZX Sortino Ratio Rank: 7474
Sortino Ratio Rank
IOEZX Omega Ratio Rank: 6565
Omega Ratio Rank
IOEZX Calmar Ratio Rank: 7070
Calmar Ratio Rank
IOEZX Martin Ratio Rank: 7070
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.

MXBPX vs. IOEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and ICON Equity Income Fund (IOEZX). 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.


MXBPXIOEZXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.28

-0.51

Sortino ratio

Return per unit of downside risk

1.16

1.84

-0.69

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.01

1.62

-0.61

Martin ratio

Return relative to average drawdown

4.00

6.69

-2.70

MXBPX vs. IOEZX - Sharpe Ratio Comparison

The current MXBPX Sharpe Ratio is 0.77, which is lower than the IOEZX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of MXBPX and IOEZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXBPXIOEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.28

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.35

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.50

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.39

-0.29

Correlation

The correlation between MXBPX and IOEZX is 0.83, 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. IOEZX - Dividend Comparison

MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than IOEZX's 2.50% yield.


TTM20252024202320222021202020192018201720162015
MXBPX
Great-West Moderately Aggressive Profile Fund
6.05%5.92%6.18%5.45%9.89%9.76%8.52%11.28%12.07%4.47%0.00%0.00%
IOEZX
ICON Equity Income Fund
2.50%3.56%4.32%3.75%13.63%12.92%3.68%4.74%3.80%3.13%3.32%4.24%

Drawdowns

MXBPX vs. IOEZX - Drawdown Comparison

The maximum MXBPX drawdown since its inception was -55.80%, roughly equal to the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for MXBPX and IOEZX.


Loading graphics...

Drawdown Indicators


MXBPXIOEZXDifference

Max Drawdown

Largest peak-to-trough decline

-55.80%

-56.15%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-11.71%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.51%

-21.47%

-4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-28.63%

-38.12%

+9.49%

Current Drawdown

Current decline from peak

-7.12%

-4.99%

-2.13%

Average Drawdown

Average peak-to-trough decline

-21.11%

-8.64%

-12.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.84%

-0.52%

Volatility

MXBPX vs. IOEZX - Volatility Comparison

The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 3.62%, while ICON Equity Income Fund (IOEZX) has a volatility of 4.25%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXBPXIOEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.25%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

8.69%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

15.56%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

13.90%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

16.44%

-2.79%