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MXBSX vs. MXDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXBSX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2050 Fund (MXBSX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

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MXBSX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MXBSX
MXBSX Risk / Return Rank: 4141
Overall Rank
MXBSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MXBSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MXBSX Omega Ratio Rank: 4141
Omega Ratio Rank
MXBSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MXBSX Martin Ratio Rank: 4747
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank
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.

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.


MXBSXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.89

-0.04

Sortino ratio

Return per unit of downside risk

1.27

1.28

-0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.05

1.16

-0.11

Martin ratio

Return relative to average drawdown

4.74

4.56

+0.19

MXBSX vs. MXDPX - Sharpe Ratio Comparison

The current MXBSX Sharpe Ratio is 0.85, which is comparable to the MXDPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MXBSX and MXDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXBSXMXDPXDifference

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.


TTM202520242023202220212020201920182017
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


MXBSXMXDPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.80%

-4.94%

-3.86%

Average Drawdown

Average peak-to-trough decline

-6.02%

-14.02%

+8.00%

Ulcer Index

Depth 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


MXBSXMXDPXDifference

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%