MXCPX vs. CONWX
MXCPX (Great-West Conservative Profile Fund) and CONWX (Concorde Wealth Management Fund) are both Diversified Portfolio funds. Over the past 10 years, MXCPX returned 4.08%/yr vs 8.39%/yr for CONWX. A 0.64 correlation means they provide meaningful diversification when combined. MXCPX charges 0.37%/yr vs 1.41%/yr for CONWX.
Performance
MXCPX vs. CONWX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXCPX achieves a 4.12% return, which is significantly lower than CONWX's 5.63% return. Over the past 10 years, MXCPX has underperformed CONWX with an annualized return of 4.08%, while CONWX has yielded a comparatively higher 8.39% annualized return.
MXCPX
- 1D
- 0.00%
- 1M
- 0.87%
- YTD
- 4.12%
- 6M
- 3.97%
- 1Y
- 8.98%
- 3Y*
- 7.48%
- 5Y*
- 3.21%
- 10Y*
- 4.08%
CONWX
- 1D
- 0.10%
- 1M
- -2.03%
- YTD
- 5.63%
- 6M
- 5.03%
- 1Y
- 14.14%
- 3Y*
- 12.04%
- 5Y*
- 6.27%
- 10Y*
- 8.39%
MXCPX vs. CONWX - 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% |
CONWX Concorde Wealth Management Fund | 5.63% | 11.95% | 13.58% | 0.20% | -2.51% | 19.73% | 8.76% | 16.84% | -1.95% | 7.17% |
Correlation
The correlation between MXCPX and CONWX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.64 |
Over the past year, the correlation between MXCPX and CONWX has dropped to 0.43 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MXCPX vs. CONWX — Risk / Return Rank
MXCPX
CONWX
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.
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 | CONWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 3.13 | -0.73 |
| Martin ratioReturn relative to average drawdown | 10.07 | 9.26 | +0.82 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| MXCPX | CONWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -26.09% | -8.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.88% | -4.44% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -5.57% | -9.86% | +4.29% |
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 DrawdownCurrent decline from peak | -0.25% | -4.34% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -2.78% | -9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 1.50% | -0.58% |
Volatility
MXCPX vs. CONWX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.60%, while Concorde Wealth Management Fund (CONWX) has a volatility of 1.97%. 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.
Loading charts...
Volatility by Period
| MXCPX | CONWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.97% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.89% | 5.21% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 7.12% | -2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.74% | 10.19% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.53% | 11.10% | -4.57% |
MXCPX vs. CONWX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than CONWX's 1.41% expense ratio.
Dividends
MXCPX vs. CONWX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.32%, less than CONWX's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CONWX Concorde Wealth Management Fund | 3.49% | 3.69% | 10.55% | 2.16% | 7.85% | 3.63% | 3.86% | 2.16% | 5.09% | 2.48% |
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% |
Frequently Asked Questions
MXCPX and CONWX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CONWX has higher volatility (1.97%) compared to MXCPX (1.60%). In terms of maximum drawdown, MXCPX dropped -35.02% vs CONWX's -26.09%.
MXCPX currently has the higher Sharpe Ratio (1.96 vs 1.96), 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.
Find the right allocation for MXCPX and CONWX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer