MXBPX vs. MXVIX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West S&P 500 Index Fund (MXVIX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXBPX vs. MXVIX - Performance Comparison
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MXBPX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXBPX has underperformed MXVIX with an annualized return of 6.71%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXBPX vs. MXVIX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than MXVIX's 0.51% expense ratio.
Return for Risk
MXBPX vs. MXVIX — Risk / Return Rank
MXBPX
MXVIX
MXBPX vs. MXVIX - 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 S&P 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.70 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.17 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.99 | +0.02 |
Martin ratioReturn relative to average drawdown | 4.00 | 4.71 | -0.71 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.70 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.64 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.71 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.44 | -0.34 |
Correlation
The correlation between MXBPX and MXVIX is 0.86, 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. MXVIX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXBPX vs. MXVIX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, roughly equal to the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXVIX.
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Drawdown Indicators
| MXBPX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -58.12% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -12.13% | +2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -24.74% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -33.82% | +5.19% |
Current DrawdownCurrent decline from peak | -7.12% | -8.94% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -8.74% | -12.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.90% | -0.58% |
Volatility
MXBPX vs. MXVIX - Volatility Comparison
The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 3.62%, while Great-West S&P 500 Index Fund (MXVIX) has a volatility of 4.23%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 4.23% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 9.07% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 19.21% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 17.17% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 18.18% | -4.53% |