MXBPX vs. MXAYX
MXBPX (Great-West Moderately Aggressive Profile Fund) and MXAYX (Great-West Lifetime 2030 Fund) are both mutual funds - MXBPX is a Diversified Portfolio fund managed by Great-West, while MXAYX is a Target Retirement Date fund managed by Great-West. Over the past 10 years, MXBPX returned 7.51%/yr vs 7.77%/yr for MXAYX. Their 0.96 correlation means they have historically moved very closely together. MXBPX charges 0.42%/yr vs 0.10%/yr for MXAYX.
Performance
MXBPX vs. MXAYX - Performance Comparison
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Returns By Period
In the year-to-date period, MXBPX achieves a 10.05% return, which is significantly higher than MXAYX's 7.56% return. Both investments have delivered pretty close results over the past 10 years, with MXBPX having a 7.51% annualized return and MXAYX not far ahead at 7.77%.
MXBPX
- 1D
- 0.74%
- 1M
- 0.86%
- 6M
- 6.62%
- YTD
- 10.05%
- 1Y
- 16.82%
- 3Y*
- 12.70%
- 5Y*
- 6.83%
- 10Y*
- 7.51%
- ALL TIME*
- 1.99%
MXAYX
- 1D
- 0.66%
- 1M
- 0.49%
- 6M
- 5.34%
- YTD
- 7.56%
- 1Y
- 13.54%
- 3Y*
- 11.52%
- 5Y*
- 5.63%
- 10Y*
- 7.77%
- ALL TIME*
- 8.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXBPX vs. MXAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 10.05% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
MXAYX Great-West Lifetime 2030 Fund | 7.56% | 13.30% | 8.22% | 13.71% | -14.31% | 12.17% | 12.76% | 21.21% | -7.29% | 15.67% |
Correlation
The correlation between MXBPX and MXAYX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 4, 2016 | 0.96 |
The correlation between MXBPX and MXAYX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
MXBPX vs. MXAYX — Risk / Return Rank
MXBPX
MXAYX
MXBPX vs. MXAYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Lifetime 2030 Fund (MXAYX). 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.
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.
| MXBPX | MXAYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.32 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.33 | +0.19 |
| Martin ratioReturn relative to average drawdown | 8.78 | 9.73 | -0.95 |
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Drawdowns
MXBPX vs. MXAYX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than MXAYX's maximum drawdown of -24.86%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXAYX.
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Drawdown Indicators
| MXBPX | MXAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -24.86% | -30.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.27% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -9.57% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -24.86% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -24.86% | -3.77% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -20.85% | -4.73% | -16.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.50% | +0.55% |
Volatility
MXBPX vs. MXAYX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 2.34% compared to Great-West Lifetime 2030 Fund (MXAYX) at 2.16%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than MXAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 2.16% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 6.78% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 8.74% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 11.60% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.66% | 11.81% | +1.85% |
MXBPX vs. MXAYX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is higher than MXAYX's 0.10% expense ratio.
Dividends
MXBPX vs. MXAYX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 5.38%, more than MXAYX's 4.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXAYX Great-West Lifetime 2030 Fund | 4.27% | 4.60% | 5.85% | 5.73% | 9.66% | 9.40% | 5.78% | 8.28% | 7.37% | 3.07% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.38% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Frequently Asked Questions
With a correlation of 0.97, MXBPX and MXAYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MXBPX has higher volatility (2.34%) compared to MXAYX (2.16%). In terms of maximum drawdown, MXBPX dropped -55.80% vs MXAYX's -24.86%.
MXAYX currently has the higher Sharpe Ratio (1.68 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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