MXBPX vs. MXMDX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXBPX or MXMDX.
Key characteristics
| MXBPX | MXMDX | |
|---|---|---|
| YTD Return | 8.59% | 16.59% |
| 1Y Return | 15.43% | 23.13% |
| 3Y Return (Ann) | -2.55% | 0.70% |
| 5Y Return (Ann) | 2.02% | 6.71% |
| 10Y Return (Ann) | 0.38% | 4.80% |
| Sharpe Ratio | 1.65 | 1.44 |
| Sortino Ratio | 2.24 | 2.04 |
| Omega Ratio | 1.33 | 1.26 |
| Calmar Ratio | 0.36 | 1.32 |
| Martin Ratio | 9.29 | 6.95 |
| Ulcer Index | 1.68% | 3.41% |
| Daily Std Dev | 9.44% | 16.45% |
| Max Drawdown | -56.54% | -45.17% |
| Current Drawdown | -34.74% | -2.49% |
Correlation
The correlation between MXBPX and MXMDX is 0.81, 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.
Performance
MXBPX vs. MXMDX - Performance Comparison
In the year-to-date period, MXBPX achieves a 8.59% return, which is significantly lower than MXMDX's 16.59% return. Over the past 10 years, MXBPX has underperformed MXMDX with an annualized return of 0.38%, while MXMDX has yielded a comparatively higher 4.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXBPX vs. MXMDX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than MXMDX's 0.55% expense ratio.
Risk-Adjusted Performance
MXBPX vs. MXMDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). 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.
Dividends
MXBPX vs. MXMDX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 1.45%, more than MXMDX's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 1.45% | 2.21% | 1.69% | 4.74% | 1.90% | 1.70% | 3.17% | 2.76% | 1.68% | 2.51% | 3.31% | 0.00% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 0.13% | 0.44% | 0.46% | 1.41% | 0.88% | 0.28% | 0.83% | 0.59% | 0.55% | 1.03% | 1.42% | 1.46% |
Drawdowns
MXBPX vs. MXMDX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -56.54%, which is greater than MXMDX's maximum drawdown of -45.17%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXMDX. For additional features, visit the drawdowns tool.
Volatility
MXBPX vs. MXMDX - Volatility Comparison
The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 2.30%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 5.35%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.