MXBPX vs. MXXLX

Last updated Jun 25, 2026

MXBPX (Great-West Moderately Aggressive Profile Fund) and MXXLX (Great-West Lifetime 2055 Fund) are both mutual funds - MXBPX is a Diversified Portfolio fund managed by Great-West, while MXXLX is a Target Retirement Date fund managed by Great-West. Over the past 10 years, MXBPX returned 7.79%/yr vs 9.85%/yr for MXXLX. With a 0.97 correlation, they move nearly in lockstep. MXBPX charges 0.42%/yr vs 0.57%/yr for MXXLX.

Performance

MXBPX vs. MXXLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Moderately Aggressive Profile Fund (MXBPX) and Great-West Lifetime 2055 Fund (MXXLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXBPX achieves a 7.77% return, which is significantly lower than MXXLX's 9.23% return. Over the past 10 years, MXBPX has underperformed MXXLX with an annualized return of 7.79%, while MXXLX has yielded a comparatively higher 9.85% 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%

MXXLX

• 1D: -1.62%
• 1M: 0.23%
• YTD: 9.23%
• 6M: 8.24%
• 1Y: 21.21%
• 3Y*: 15.32%
• 5Y*: 7.34%
• 10Y*: 9.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MXBPX vs. MXXLX - 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%
MXXLX Great-West Lifetime 2055 Fund	9.23%	17.54%	10.65%	17.25%	-17.19%	16.12%	13.57%	25.75%	-13.05%	21.19%

Correlation

The correlation between MXBPX and MXXLX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 4, 2009	0.97

The correlation between MXBPX and MXXLX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

MXBPX vs. MXXLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXBPX

MXBPX Risk / Return Rank: 39
MXBPX Sharpe Ratio Rank: 34
MXBPX Sortino Ratio Rank: 33
MXBPX Omega Ratio Rank: 40
MXBPX Calmar Ratio Rank: 45
MXBPX Martin Ratio Rank: 42

MXXLX

MXXLX Risk / Return Rank: 47
MXXLX Sharpe Ratio Rank: 44
MXXLX Sortino Ratio Rank: 43
MXXLX Omega Ratio Rank: 44
MXXLX Calmar Ratio Rank: 47
MXXLX Martin Ratio Rank: 56

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXBPX vs. MXXLX - 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 Lifetime 2055 Fund (MXXLX). 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	MXXLX	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.69	-0.22
Sortino ratio: Return per unit of downside risk	2.10	2.38	-0.27
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	2.36	2.34	+0.02
Martin ratio: Return relative to average drawdown	8.18	9.88	-1.70

MXBPX vs. MXXLX - Sharpe Ratio Comparison

The current MXBPX Sharpe Ratio is 1.46, which is comparable to the MXXLX Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MXBPX and MXXLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MXBPX vs. MXXLX - Drawdown Comparison

The maximum MXBPX drawdown since its inception was -55.80%, which is greater than MXXLX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXBPX and MXXLX.

Drawdown Indicators

	MXBPX	MXXLX	Difference
Max Drawdown Largest peak-to-trough decline	-55.80%	-33.59%	-22.21%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-9.11%	+1.99%
Max Drawdown (3Y) Largest decline over 3 years	-11.46%	-15.05%	+3.59%
Max Drawdown (5Y) Largest decline over 5 years	-25.51%	-28.94%	+3.43%
Max Drawdown (10Y) Largest decline over 10 years	-28.63%	-33.59%	+4.96%
Current Drawdown Current decline from peak	-1.23%	-1.84%	+0.61%
Average Drawdown Average peak-to-trough decline	-20.94%	-7.01%	-13.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.15%	-0.10%

Volatility

MXBPX vs. MXXLX - Volatility Comparison

The current volatility for Great-West Moderately Aggressive Profile Fund (MXBPX) is 3.61%, while Great-West Lifetime 2055 Fund (MXXLX) has a volatility of 4.75%. This indicates that MXBPX experiences smaller price fluctuations and is considered to be less risky than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXBPX	MXXLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	4.75%	-1.14%
Volatility (6M) Calculated over the trailing 6-month period	7.73%	10.05%	-2.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.51%	12.64%	-1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	15.70%	-2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.68%	16.42%	-2.74%

MXBPX vs. MXXLX - Expense Ratio Comparison

MXBPX has a 0.42% expense ratio, which is lower than MXXLX's 0.57% expense ratio.

Dividends

MXBPX vs. MXXLX - Dividend Comparison

MXBPX's dividend yield for the trailing twelve months is around 5.50%, more than MXXLX's 2.72% 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%
MXXLX Great-West Lifetime 2055 Fund	2.72%	2.97%	4.27%	3.42%	7.87%	8.92%	5.05%	9.47%	10.16%	2.95%

Frequently Asked Questions

Can I hold both MXBPX and MXXLX in my portfolio?

With a correlation of 0.97, MXBPX and MXXLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, MXBPX or MXXLX?

MXXLX has higher volatility (4.75%) compared to MXBPX (3.61%). In terms of maximum drawdown, MXBPX dropped -55.80% vs MXXLX's -33.59%.

Which has better risk-adjusted returns?

MXXLX currently has the higher Sharpe Ratio (1.69 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.