MXCPX vs. MXEQX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Large Cap Value Fund (MXEQX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXEQX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXCPX vs. MXEQX - Performance Comparison
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MXCPX vs. MXEQX - 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% |
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
Returns By Period
Over the past 10 years, MXCPX has underperformed MXEQX with an annualized return of 3.71%, while MXEQX has yielded a comparatively higher 18.85% 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%
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
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MXCPX vs. MXEQX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXEQX's 0.96% expense ratio.
Return for Risk
MXCPX vs. MXEQX — Risk / Return Rank
MXCPX
MXEQX
MXCPX vs. MXEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Large Cap Value Fund (MXEQX). 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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.91 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.41 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.25 | +0.43 |
Martin ratioReturn relative to average drawdown | 6.66 | 5.45 | +1.21 |
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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.91 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.69 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.50 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.29 | -0.21 |
Correlation
The correlation between MXCPX and MXEQX is 0.77, 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. MXEQX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.45%, more than MXEQX's 1.79% 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% |
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% |
Drawdowns
MXCPX vs. MXEQX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXEQX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXEQX.
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Drawdown Indicators
| MXCPX | MXEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -66.85% | +31.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -12.15% | +8.04% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -16.81% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -37.73% | +19.92% |
Current DrawdownCurrent decline from peak | -2.88% | -5.23% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -13.36% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.88% | -1.84% |
Volatility
MXCPX vs. MXEQX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 2.23%, while Great-West Large Cap Value Fund (MXEQX) has a volatility of 4.20%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 4.20% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 8.13% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 16.75% | -11.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 15.00% | -8.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 37.73% | -31.23% |