MXCPX vs. MXDPX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXCPX vs. MXDPX - Performance Comparison
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MXCPX vs. MXDPX - 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% |
MXDPX Great-West Moderately Conservative Profile Fund | -0.12% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Returns By Period
Over the past 10 years, MXCPX has underperformed MXDPX with an annualized return of 3.71%, while MXDPX has yielded a comparatively higher 4.93% 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%
MXDPX
- 1D
- 1.21%
- 1M
- -3.35%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 8.54%
- 3Y*
- 7.61%
- 5Y*
- 3.82%
- 10Y*
- 4.93%
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MXCPX vs. MXDPX - Expense Ratio Comparison
Both MXCPX and MXDPX have an expense ratio of 0.37%.
Return for Risk
MXCPX vs. MXDPX — Risk / Return Rank
MXCPX
MXDPX
MXCPX vs. MXDPX - 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 Conservative Profile Fund (MXDPX). 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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.04 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.49 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.47 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.66 | 5.70 | +0.96 |
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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.04 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.42 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.13 | -0.05 |
Correlation
The correlation between MXCPX and MXDPX is 0.94, 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. MXDPX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.45%, less than MXDPX's 5.28% 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% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.28% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
Drawdowns
MXCPX vs. MXDPX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXDPX.
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Drawdown Indicators
| MXCPX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -39.33% | +4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -5.89% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -20.55% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -20.55% | +2.74% |
Current DrawdownCurrent decline from peak | -2.88% | -3.79% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -14.02% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.52% | -0.48% |
Volatility
MXCPX vs. MXDPX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 2.23%, while Great-West Moderately Conservative Profile Fund (MXDPX) has a volatility of 2.87%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 2.87% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 5.14% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 8.41% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 9.03% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 8.87% | -2.37% |