MXBPX vs. STDAX
Compare and contrast key facts about Great-West Moderately Aggressive Profile Fund (MXBPX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
MXBPX is managed by Great-West. It was launched on Sep 15, 1999. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
MXBPX vs. STDAX - Performance Comparison
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MXBPX vs. STDAX - 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, MXBPX achieves a -2.14% return, which is significantly lower than STDAX's 0.36% return. Over the past 10 years, MXBPX has outperformed STDAX with an annualized return of 6.71%, while STDAX has yielded a comparatively lower 2.52% 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%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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MXBPX vs. STDAX - Expense Ratio Comparison
MXBPX has a 0.42% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
MXBPX vs. STDAX — Risk / Return Rank
MXBPX
STDAX
MXBPX vs. STDAX - 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 Defensive Strategy Allocation Fund (STDAX). 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 | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 4.24 | -3.46 |
Sortino ratioReturn per unit of downside risk | 1.16 | 7.10 | -5.94 |
Omega ratioGain probability vs. loss probability | 1.18 | 2.50 | -1.32 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 6.50 | -5.49 |
Martin ratioReturn relative to average drawdown | 4.00 | 31.36 | -27.36 |
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 | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 4.24 | -3.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.42 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.38 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | -0.00 | +0.10 |
Correlation
The correlation between MXBPX and STDAX is 0.70, 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. STDAX - Dividend Comparison
MXBPX's dividend yield for the trailing twelve months is around 6.05%, more than STDAX's 4.47% 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
MXBPX vs. STDAX - Drawdown Comparison
The maximum MXBPX drawdown since its inception was -55.80%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for MXBPX and STDAX.
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Drawdown Indicators
| MXBPX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.80% | -76.81% | +21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -0.59% | -8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -25.51% | -2.91% | -22.60% |
Max Drawdown (10Y)Largest decline over 10 years | -28.63% | -26.89% | -1.74% |
Current DrawdownCurrent decline from peak | -7.12% | -9.55% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -31.95% | +10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 0.12% | +2.20% |
Volatility
MXBPX vs. STDAX - Volatility Comparison
Great-West Moderately Aggressive Profile Fund (MXBPX) has a higher volatility of 3.62% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that MXBPX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBPX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 0.39% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.97% | 0.64% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 0.93% | +12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 1.95% | +11.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.65% | 6.69% | +6.96% |