MXBPX vs. MXCPX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Conservative Profile Fund (MXCPX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXBPX vs. MXCPX - Performance Comparison
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MXBPX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXCPX Great-West Conservative Profile Fund | -0.90% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Returns By Period
In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly lower than MXCPX's -0.90% return. Over the past 10 years, MXBPX has outperformed MXCPX with an annualized return of 6.71%, while MXCPX has yielded a comparatively lower 3.62% 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%
MXCPX
- 1D
- 0.13%
- 1M
- -3.75%
- YTD
- -0.90%
- 6M
- 0.33%
- 1Y
- 5.79%
- 3Y*
- 5.91%
- 5Y*
- 2.72%
- 10Y*
- 3.62%
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MXBPX vs. MXCPX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Return for Risk
MXBPX vs. MXCPX — Risk / Return Rank
MXBPX
MXCPX
MXBPX vs. MXCPX - 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 Conservative Profile Fund (MXCPX). 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 | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.13 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.57 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.37 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.00 | 5.54 | -1.54 |
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 | MXCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.13 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.07 | +0.03 |
Correlation
The correlation between MXBPX and MXCPX is 0.92, 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. MXCPX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than MXCPX's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXCPX Great-West Conservative Profile Fund | 3.49% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
Drawdowns
MXBPX vs. MXCPX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than MXCPX's maximum drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXCPX.
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Drawdown Indicators
| MXBPX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -35.02% | -20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -4.11% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -17.81% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -17.81% | -10.82% |
Current DrawdownCurrent decline from peak | -7.12% | -3.75% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -12.61% | -8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.02% | +1.30% |
Volatility
MXBPX vs. MXCPX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 3.62% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 1.97% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 3.19% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 5.27% | +8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 6.68% | +6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 6.49% | +7.16% |