MXBPX vs. MXHYX
MXBPX (Great-West Moderately Aggressive Profile Fund) and MXHYX (Great-West High Yield Bond Fund) are both mutual funds - MXBPX is a Diversified Portfolio fund managed by Great-West, while MXHYX is a High Yield Bonds fund managed by Great-West. Over the past 10 years, MXBPX returned 7.79%/yr vs 5.19%/yr for MXHYX. At a 0.50 correlation, their price movements are largely independent. MXBPX charges 0.42%/yr vs 1.08%/yr for MXHYX.
Performance
MXBPX vs. MXHYX - Performance Comparison
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Returns By Period
In the year-to-date period, MXBPX achieves a 7.77% return, which is significantly higher than MXHYX's 5.68% return. Over the past 10 years, MXBPX has outperformed MXHYX with an annualized return of 7.79%, while MXHYX has yielded a comparatively lower 5.19% annualized return.
MXBPX
- 1D
- -1.11%
- 1M
- 0.75%
- YTD
- 7.77%
- 6M
- 6.90%
- 1Y
- 16.75%
- 3Y*
- 12.77%
- 5Y*
- 6.44%
- 10Y*
- 7.79%
MXHYX
- 1D
- -0.47%
- 1M
- 0.82%
- YTD
- 5.68%
- 6M
- 5.50%
- 1Y
- 10.59%
- 3Y*
- 9.92%
- 5Y*
- 4.13%
- 10Y*
- 5.19%
MXBPX vs. MXHYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 7.77% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
MXHYX Great-West High Yield Bond Fund | 5.68% | 8.95% | 7.64% | 11.14% | -11.80% | 3.65% | 10.77% | 14.40% | -3.79% | 3.63% |
Correlation
The correlation between MXBPX and MXHYX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2003 | 0.50 |
Over the past year, MXBPX and MXHYX have become more correlated (0.74) than their long-term average of 0.50, meaning their price movements have been converging.
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Return for Risk
MXBPX vs. MXHYX — Risk / Return Rank
MXBPX
MXHYX
MXBPX vs. MXHYX - 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 High Yield Bond Fund (MXHYX). 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 | MXHYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.63 | -1.26 |
| Martin ratioReturn relative to average drawdown | 8.18 | 15.60 | -7.42 |
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Drawdowns
MXBPX vs. MXHYX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, roughly equal to the maximum MXHYX drawdown of -53.32%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXHYX.
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Drawdown Indicators
| MXBPX | MXHYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -53.32% | -2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -3.14% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -5.28% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -16.23% | -9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -21.28% | -7.35% |
Current DrawdownCurrent decline from peak | -1.23% | -0.58% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -20.94% | -16.45% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 0.72% | +1.33% |
Volatility
MXBPX vs. MXHYX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 3.61% compared to Great-West High Yield Bond Fund (MXHYX) at 1.99%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than MXHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXHYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 1.99% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 4.26% | +3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.51% | 5.06% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 5.79% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.68% | 6.06% | +7.62% |
MXBPX vs. MXHYX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than MXHYX's 1.08% expense ratio.
Dividends
MXBPX vs. MXHYX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 5.50%, more than MXHYX's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.50% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
MXHYX Great-West High Yield Bond Fund | 4.40% | 4.65% | 4.19% | 5.45% | 3.46% | 3.14% | 3.66% | 5.37% | 8.16% | 3.37% |
Frequently Asked Questions
MXBPX and MXHYX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXBPX has higher volatility (3.61%) compared to MXHYX (1.99%). In terms of maximum drawdown, MXBPX dropped -55.80% vs MXHYX's -53.32%.
MXHYX currently has the higher Sharpe Ratio (2.26 vs 1.46), 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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