MXCPX vs. BAICX
MXCPX (Great-West Conservative Profile Fund) and BAICX (BlackRock Multi-Asset Income Portfolio) are both Diversified Portfolio funds. Over the past 10 years, MXCPX returned 4.00%/yr vs 5.22%/yr for BAICX. Their correlation of 0.80 suggests significant overlap in exposure. MXCPX charges 0.37%/yr vs 0.81%/yr for BAICX.
Performance
MXCPX vs. BAICX - Performance Comparison
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Returns By Period
In the year-to-date period, MXCPX achieves a 4.12% return, which is significantly higher than BAICX's 3.55% return. Over the past 10 years, MXCPX has underperformed BAICX with an annualized return of 4.00%, while BAICX has yielded a comparatively higher 5.22% annualized return.
MXCPX
- 1D
- 0.25%
- 1M
- 0.87%
- YTD
- 4.12%
- 6M
- 3.97%
- 1Y
- 9.26%
- 3Y*
- 7.28%
- 5Y*
- 3.33%
- 10Y*
- 4.00%
BAICX
- 1D
- 0.38%
- 1M
- 0.91%
- YTD
- 3.55%
- 6M
- 4.29%
- 1Y
- 10.80%
- 3Y*
- 9.20%
- 5Y*
- 3.88%
- 10Y*
- 5.22%
MXCPX vs. BAICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 4.12% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
BAICX BlackRock Multi-Asset Income Portfolio | 3.55% | 11.53% | 7.19% | 9.24% | -12.42% | 6.61% | 6.34% | 13.61% | -3.78% | 8.79% |
Correlation
The correlation between MXCPX and BAICX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2008 | 0.80 |
The correlation between MXCPX and BAICX has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXCPX | BAICX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.15 | +0.25 |
| Martin ratioReturn relative to average drawdown | 10.07 | 9.28 | +0.80 |
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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 | -3.88% | -5.00% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.57% | -5.85% | +0.28% |
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 | -0.25% | -0.37% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -12.51% | -3.73% | -8.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 1.16% | -0.24% |
Volatility
MXCPX vs. BAICX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.70%, while BlackRock Multi-Asset Income Portfolio (BAICX) has a volatility of 2.15%. 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 | 1.70% | 2.15% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 4.67% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 5.59% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.74% | 6.32% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.53% | 6.08% | +0.45% |
MXCPX vs. BAICX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than BAICX's 0.81% expense ratio.
Dividends
MXCPX vs. BAICX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.32%, less than BAICX's 6.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAICX BlackRock Multi-Asset Income Portfolio | 6.36% | 6.26% | 5.85% | 4.20% | 4.21% | 4.90% | 4.07% | 4.69% | 5.28% | 4.60% | 4.71% | 5.34% |
MXCPX Great-West Conservative Profile Fund | 3.32% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% | 0.00% | 0.00% |
Frequently Asked Questions
MXCPX and BAICX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAICX has higher volatility (2.15%) compared to MXCPX (1.70%). In terms of maximum drawdown, MXCPX dropped -35.02% vs BAICX's -33.29%.
MXCPX currently has the higher Sharpe Ratio (1.96 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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