MXCPX vs. CONWX

Last updated Apr 1, 2026

Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Concorde Wealth Management Fund (CONWX).

MXCPX is managed by Great-West. It was launched on Sep 29, 1999. CONWX is managed by BlackRock. It was launched on Dec 3, 1987.

Performance

MXCPX vs. CONWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and Concorde Wealth Management Fund (CONWX). The values are adjusted to include any dividend payments, if applicable.

MXCPX vs. CONWX - 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%
CONWX Concorde Wealth Management Fund	8.18%	11.95%	13.58%	0.20%	-2.51%	19.73%	8.76%	16.84%	-1.95%	7.17%

Returns By Period

In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than CONWX's 8.18% return. Over the past 10 years, MXCPX has underperformed CONWX with an annualized return of 3.62%, while CONWX has yielded a comparatively higher 8.62% 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%

CONWX

• 1D: -0.62%
• 1M: -1.70%
• YTD: 8.18%
• 6M: 11.51%
• 1Y: 17.28%
• 3Y*: 12.45%
• 5Y*: 7.53%
• 10Y*: 8.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MXCPX vs. CONWX - Expense Ratio Comparison

MXCPX has a 0.37% expense ratio, which is lower than CONWX's 1.41% expense ratio.

CONWX

Concorde Wealth Management Fund

MXCPX

Great-West Conservative Profile Fund

Return for Risk

MXCPX vs. CONWX — Risk / Return Rank

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

MXCPX

MXCPX Risk / Return Rank: 60
MXCPX Sharpe Ratio Rank: 64
MXCPX Sortino Ratio Rank: 61
MXCPX Omega Ratio Rank: 60
MXCPX Calmar Ratio Rank: 58
MXCPX Martin Ratio Rank: 58

CONWX

CONWX Risk / Return Rank: 87
CONWX Sharpe Ratio Rank: 86
CONWX Sortino Ratio Rank: 87
CONWX Omega Ratio Rank: 87
CONWX Calmar Ratio Rank: 82
CONWX Martin Ratio Rank: 92

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.

MXCPX vs. CONWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Concorde Wealth Management Fund (CONWX). 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	CONWX	Difference
Sharpe ratio Return per unit of total volatility	1.13	1.70	-0.57
Sortino ratio Return per unit of downside risk	1.57	2.36	-0.79
Omega ratio Gain probability vs. loss probability	1.23	1.37	-0.14
Calmar ratio Return relative to maximum drawdown	1.37	1.99	-0.62
Martin ratio Return relative to average drawdown	5.54	11.30	-5.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXCPX vs. CONWX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 1.13, which is lower than the CONWX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of MXCPX and CONWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MXCPX	CONWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	1.70	-0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.74	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.78	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.78	-0.71

Correlation

The correlation between MXCPX and CONWX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MXCPX vs. CONWX - Dividend Comparison

MXCPX's dividend yield for the trailing twelve months is around 3.49%, more than CONWX's 3.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CONWX Concorde Wealth Management Fund	3.41%	3.69%	10.55%	2.16%	7.85%	3.63%	3.86%	2.16%	5.09%	2.48%

Drawdowns

MXCPX vs. CONWX - Drawdown Comparison

The maximum MXCPX drawdown since its inception was -35.02%, which is greater than CONWX's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for MXCPX and CONWX.

Drawdown Indicators

	MXCPX	CONWX	Difference
Max Drawdown Largest peak-to-trough decline	-35.02%	-26.09%	-8.93%
Max Drawdown (1Y) Largest decline over 1 year	-4.11%	-8.60%	+4.49%
Max Drawdown (5Y) Largest decline over 5 years	-17.81%	-12.49%	-5.32%
Max Drawdown (10Y) Largest decline over 10 years	-17.81%	-26.09%	+8.28%
Current Drawdown Current decline from peak	-3.75%	-2.03%	-1.72%
Average Drawdown Average peak-to-trough decline	-12.61%	-2.78%	-9.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.02%	1.52%	-0.50%

Volatility

MXCPX vs. CONWX - Volatility Comparison

The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Concorde Wealth Management Fund (CONWX) has a volatility of 2.12%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than CONWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXCPX	CONWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.97%	2.12%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	3.19%	5.43%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	5.27%	10.70%	-5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.68%	10.26%	-3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.49%	11.15%	-4.66%