MXBPX vs. PALDX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and PGIM 60/40 Allocation Fund (PALDX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. PALDX is managed by PGIM. It was launched on Sep 12, 2017.
Performance
MXBPX vs. PALDX - Performance Comparison
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MXBPX vs. PALDX - 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% | 5.32% |
PALDX PGIM 60/40 Allocation Fund | -3.62% | 13.62% | 18.96% | 18.90% | -15.65% | 16.30% | 10.68% | 22.27% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly higher than PALDX's -3.62% 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%
PALDX
- 1D
- -0.22%
- 1M
- -5.44%
- YTD
- -3.62%
- 6M
- -1.03%
- 1Y
- 12.43%
- 3Y*
- 13.72%
- 5Y*
- 7.99%
- 10Y*
- —
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MXBPX vs. PALDX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is higher than PALDX's 0.03% expense ratio.
Return for Risk
MXBPX vs. PALDX — Risk / Return Rank
MXBPX
PALDX
MXBPX vs. PALDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and PGIM 60/40 Allocation Fund (PALDX). 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 | PALDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.12 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.65 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.42 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.00 | 6.83 | -2.83 |
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 | PALDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.12 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.67 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.71 | -0.61 |
Correlation
The correlation between MXBPX and PALDX is 0.77, 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. PALDX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than PALDX's 5.62% 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% |
PALDX PGIM 60/40 Allocation Fund | 5.62% | 5.42% | 10.40% | 2.94% | 6.19% | 6.87% | 2.58% | 4.58% | 3.65% | 1.48% |
Drawdowns
MXBPX vs. PALDX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for MXBPX and PALDX.
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Drawdown Indicators
| MXBPX | PALDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -26.16% | -29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -8.20% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -20.47% | -5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | — | — |
Current DrawdownCurrent decline from peak | -7.12% | -5.96% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -4.16% | -16.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.70% | +0.62% |
Volatility
MXBPX vs. PALDX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 3.62% compared to PGIM 60/40 Allocation Fund (PALDX) at 3.05%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | PALDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 3.05% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 5.86% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 11.52% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 12.08% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 12.75% | +0.90% |