MXBPX vs. SICIX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
MXBPX vs. SICIX - Performance Comparison
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MXBPX vs. SICIX - 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% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
Returns By Period
In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly lower than SICIX's 0.36% return. Over the past 10 years, MXBPX has outperformed SICIX with an annualized return of 6.71%, while SICIX has yielded a comparatively lower 3.36% 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%
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
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MXBPX vs. SICIX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is lower than SICIX's 0.51% expense ratio.
Return for Risk
MXBPX vs. SICIX — Risk / Return Rank
MXBPX
SICIX
MXBPX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Aggressive Profile Fund (MXBPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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 | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.66 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.20 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.19 | -1.18 |
Martin ratioReturn relative to average drawdown | 4.00 | 8.95 | -4.95 |
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 | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.66 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.84 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.87 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.78 | -0.67 |
Correlation
The correlation between MXBPX and SICIX is 0.75, 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. SICIX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
MXBPX vs. SICIX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for MXBPX and SICIX.
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Drawdown Indicators
| MXBPX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -27.62% | -28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -2.73% | -6.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -10.94% | -14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -11.61% | -17.02% |
Current DrawdownCurrent decline from peak | -7.12% | -2.39% | -4.73% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -3.59% | -17.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.67% | +1.65% |
Volatility
MXBPX vs. SICIX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 3.62% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 1.24% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 2.06% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 3.66% | +9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 3.87% | +9.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 3.89% | +9.76% |