MXCPX vs. BAICX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and BlackRock Multi-Asset Income Portfolio (BAICX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. BAICX is managed by BlackRock. It was launched on Apr 7, 2008.
Performance
MXCPX vs. BAICX - Performance Comparison
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MXCPX vs. BAICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | -0.90% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
BAICX BlackRock Multi-Asset Income Portfolio | -1.72% | 11.53% | 7.19% | 9.24% | -12.42% | 6.61% | 6.34% | 13.61% | -3.78% | 8.79% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than BAICX's -1.72% return. Over the past 10 years, MXCPX has underperformed BAICX with an annualized return of 3.62%, while BAICX has yielded a comparatively higher 4.85% annualized return.
MXCPX
- 1D
- 0.13%
- 1M
- -3.75%
- YTD
- -0.90%
- 6M
- 0.33%
- 1Y
- 5.79%
- 3Y*
- 5.91%
- 5Y*
- 2.72%
- 10Y*
- 3.62%
BAICX
- 1D
- 0.19%
- 1M
- -4.81%
- YTD
- -1.72%
- 6M
- -0.05%
- 1Y
- 7.51%
- 3Y*
- 7.55%
- 5Y*
- 3.29%
- 10Y*
- 4.85%
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MXCPX vs. BAICX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than BAICX's 0.81% expense ratio.
Return for Risk
MXCPX vs. BAICX — Risk / Return Rank
MXCPX
BAICX
MXCPX vs. BAICX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and BlackRock Multi-Asset Income Portfolio (BAICX). 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.
| MXCPX | BAICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.34 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.84 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.61 | -0.24 |
Martin ratioReturn relative to average drawdown | 5.54 | 6.38 | -0.84 |
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
| MXCPX | BAICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.34 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.54 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.81 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.67 | -0.60 |
Correlation
The correlation between MXCPX and BAICX is 0.80, 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
MXCPX vs. BAICX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than BAICX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.49% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% | 0.00% | 0.00% |
BAICX BlackRock Multi-Asset Income Portfolio | 5.98% | 6.26% | 5.85% | 4.20% | 4.21% | 4.90% | 4.07% | 4.69% | 5.28% | 4.60% | 4.71% | 5.34% |
Drawdowns
MXCPX vs. BAICX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than BAICX's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for MXCPX and BAICX.
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Drawdown Indicators
| MXCPX | BAICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -33.29% | -1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -5.00% | +0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -17.64% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -19.76% | +1.95% |
Current DrawdownCurrent decline from peak | -3.75% | -4.81% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -3.77% | -8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.26% | -0.24% |
Volatility
MXCPX vs. BAICX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while BlackRock Multi-Asset Income Portfolio (BAICX) has a volatility of 2.26%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than BAICX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | BAICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.26% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 3.69% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 6.19% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 6.16% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 5.99% | +0.50% |