MXBPX vs. MXREX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Real Estate Index Fund (MXREX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXBPX vs. MXREX - Performance Comparison
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MXBPX vs. MXREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, MXBPX achieves a -0.27% return, which is significantly lower than MXREX's 4.34% return. Over the past 10 years, MXBPX has outperformed MXREX with an annualized return of 6.91%, while MXREX has yielded a comparatively lower 3.08% annualized return.
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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MXBPX vs. MXREX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXBPX vs. MXREX — Risk / Return Rank
MXBPX
MXREX
MXBPX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.39 | +0.53 |
Sortino ratioReturn per unit of downside risk | 1.36 | 0.67 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.09 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.45 | +0.91 |
Martin ratioReturn relative to average drawdown | 5.32 | 1.96 | +3.36 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.39 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.26 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.14 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.19 | -0.08 |
Correlation
The correlation between MXBPX and MXREX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXBPX vs. MXREX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 5.94%, more than MXREX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXBPX vs. MXREX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than MXREX's maximum drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXREX.
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Drawdown Indicators
| MXBPX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -43.89% | -11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -13.36% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -33.06% | +7.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -43.89% | +15.26% |
Current DrawdownCurrent decline from peak | -5.34% | -6.11% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -11.77% | -9.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.05% | -0.70% |
Volatility
MXBPX vs. MXREX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Real Estate Index Fund (MXREX) have volatilities of 4.26% and 4.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.48% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 9.21% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 17.89% | -4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 19.36% | -5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 21.94% | -8.27% |