MXCPX vs. MXBPX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Performance
MXCPX vs. MXBPX - Performance Comparison
Loading graphics...
MXCPX vs. MXBPX - 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | -2.14% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than MXBPX's -2.14% return. Over the past 10 years, MXCPX has underperformed MXBPX with an annualized return of 3.62%, while MXBPX has yielded a comparatively higher 6.71% annualized return.
MXCPX
- 1D
- 0.13%
- 1M
- -3.39%
- YTD
- -0.90%
- 6M
- 0.08%
- 1Y
- 5.79%
- 3Y*
- 5.91%
- 5Y*
- 2.72%
- 10Y*
- 3.62%
MXBPX
- 1D
- -0.14%
- 1M
- -6.53%
- YTD
- -2.14%
- 6M
- -0.22%
- 1Y
- 10.23%
- 3Y*
- 9.92%
- 5Y*
- 5.40%
- 10Y*
- 6.71%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXCPX vs. MXBPX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXBPX's 0.42% expense ratio.
Return for Risk
MXCPX vs. MXBPX — Risk / Return Rank
MXCPX
MXBPX
MXCPX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Moderately Aggressive Profile Fund (MXBPX). 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 | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.77 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.16 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.01 | +0.36 |
Martin ratioReturn relative to average drawdown | 5.54 | 4.00 | +1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXCPX | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.77 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.41 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.49 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.10 | -0.03 |
Correlation
The correlation between MXCPX and MXBPX is 0.92, 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. MXBPX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than MXBPX's 6.05% 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | 6.05% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Drawdowns
MXCPX vs. MXBPX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXBPX.
Loading graphics...
Drawdown Indicators
| MXCPX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -55.80% | +20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -9.21% | +5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -25.51% | +7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -28.63% | +10.82% |
Current DrawdownCurrent decline from peak | -3.75% | -7.12% | +3.37% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -21.11% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.32% | -1.30% |
Volatility
MXCPX vs. MXBPX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West Moderately Aggressive Profile Fund (MXBPX) has a volatility of 3.62%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXCPX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 3.62% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 7.97% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 13.50% | -8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 13.39% | -6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 13.65% | -7.16% |