MXBSX vs. MXDPX
Compare and contrast key facts about Great-West Lifetime 2050 Fund (MXBSX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXBSX is managed by Great-West. It was launched on Apr 27, 2016. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXBSX vs. MXDPX - Performance Comparison
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MXBSX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | -3.81% | 17.70% | 11.16% | 17.79% | -16.61% | 16.82% | 13.96% | 26.31% | -10.30% | 20.41% |
MXDPX Great-West Moderately Conservative Profile Fund | -1.31% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Returns By Period
In the year-to-date period, MXBSX achieves a -3.81% return, which is significantly lower than MXDPX's -1.31% return.
MXBSX
- 1D
- -0.16%
- 1M
- -8.52%
- YTD
- -3.81%
- 6M
- -1.40%
- 1Y
- 13.32%
- 3Y*
- 11.93%
- 5Y*
- 6.37%
- 10Y*
- —
MXDPX
- 1D
- 0.00%
- 1M
- -4.83%
- YTD
- -1.31%
- 6M
- 0.20%
- 1Y
- 7.37%
- 3Y*
- 7.18%
- 5Y*
- 3.57%
- 10Y*
- 4.81%
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MXBSX vs. MXDPX - Expense Ratio Comparison
MXBSX has a 0.12% expense ratio, which is lower than MXDPX's 0.37% expense ratio.
Return for Risk
MXBSX vs. MXDPX — Risk / Return Rank
MXBSX
MXDPX
MXBSX vs. MXDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2050 Fund (MXBSX) and Great-West Moderately Conservative Profile Fund (MXDPX). 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.
| MXBSX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.89 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.28 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.16 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.74 | 4.56 | +0.19 |
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
| MXBSX | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.89 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.40 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.12 | +0.44 |
Correlation
The correlation between MXBSX and MXDPX is 0.94, 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
MXBSX vs. MXDPX - Dividend Comparison
MXBSX's dividend yield for the trailing twelve months is around 5.48%, more than MXDPX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBSX Great-West Lifetime 2050 Fund | 5.48% | 5.27% | 7.38% | 5.63% | 10.66% | 11.14% | 6.57% | 9.46% | 8.18% | 3.54% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.34% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
Drawdowns
MXBSX vs. MXDPX - Drawdown Comparison
The maximum MXBSX drawdown since its inception was -31.88%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXBSX and MXDPX.
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Drawdown Indicators
| MXBSX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.88% | -39.33% | +7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -5.89% | -5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -20.55% | -9.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.55% | — |
Current DrawdownCurrent decline from peak | -8.80% | -4.94% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -14.02% | +8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.50% | +0.97% |
Volatility
MXBSX vs. MXDPX - Volatility Comparison
Great-West Lifetime 2050 Fund (MXBSX) has a higher volatility of 4.63% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXBSX's price experiences larger fluctuations and is considered to be riskier than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBSX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.49% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 5.00% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 8.34% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 9.01% | +6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 8.86% | +7.51% |