MXCPX vs. MXBIX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Bond Index Fund (MXBIX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXCPX vs. MXBIX - Performance Comparison
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MXCPX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 0.00% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
Over the past 10 years, MXCPX has outperformed MXBIX with an annualized return of 3.71%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
MXCPX
- 1D
- 0.91%
- 1M
- -2.51%
- YTD
- 0.00%
- 6M
- 0.99%
- 1Y
- 6.75%
- 3Y*
- 6.23%
- 5Y*
- 2.91%
- 10Y*
- 3.71%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
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MXCPX vs. MXBIX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXBIX's 0.50% expense ratio.
Return for Risk
MXCPX vs. MXBIX — Risk / Return Rank
MXCPX
MXBIX
MXCPX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Bond Index Fund (MXBIX). 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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.93 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.34 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.55 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.66 | 4.48 | +2.17 |
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 | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.93 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | -0.05 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.21 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.09 | -0.01 |
Correlation
The correlation between MXCPX and MXBIX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXCPX vs. MXBIX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.45%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.45% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
Drawdowns
MXCPX vs. MXBIX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXBIX.
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Drawdown Indicators
| MXCPX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -19.74% | -15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -2.77% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -18.70% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -19.74% | +1.93% |
Current DrawdownCurrent decline from peak | -2.88% | -5.63% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -5.88% | -6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.96% | +0.08% |
Volatility
MXCPX vs. MXBIX - Volatility Comparison
Great-West Conservative Profile Fund (MXCPX) has a higher volatility of 2.23% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXCPX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 1.54% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 2.50% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 4.43% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 6.02% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 4.92% | +1.58% |