MXCPX vs. MXISX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXCPX vs. MXISX - Performance Comparison
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MXCPX vs. MXISX - 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 0.54% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than MXISX's 0.54% return. Over the past 10 years, MXCPX has underperformed MXISX with an annualized return of 3.62%, while MXISX has yielded a comparatively higher 8.66% annualized return.
MXCPX
- 1D
- 0.13%
- 1M
- -3.75%
- YTD
- -0.90%
- 6M
- 0.33%
- 1Y
- 5.79%
- 3Y*
- 5.91%
- 5Y*
- 2.72%
- 10Y*
- 3.62%
MXISX
- 1D
- -0.76%
- 1M
- -6.75%
- YTD
- 0.54%
- 6M
- 2.13%
- 1Y
- 16.58%
- 3Y*
- 8.58%
- 5Y*
- 3.14%
- 10Y*
- 8.66%
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MXCPX vs. MXISX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXISX's 0.56% expense ratio.
Return for Risk
MXCPX vs. MXISX — Risk / Return Rank
MXCPX
MXISX
MXCPX vs. MXISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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 | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.67 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.11 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.86 | +0.51 |
Martin ratioReturn relative to average drawdown | 5.54 | 3.56 | +1.98 |
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 | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.67 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.15 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.37 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.19 | -0.12 |
Correlation
The correlation between MXCPX and MXISX is 0.74, 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. MXISX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than MXISX's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.41% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXCPX vs. MXISX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXISX.
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Drawdown Indicators
| MXCPX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -70.66% | +35.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -14.88% | +10.77% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -28.07% | +10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -44.78% | +26.97% |
Current DrawdownCurrent decline from peak | -3.75% | -8.40% | +4.65% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -21.97% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.93% | -2.91% |
Volatility
MXCPX vs. MXISX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 5.50%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 5.50% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 12.71% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 24.12% | -18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 21.82% | -15.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 23.82% | -17.33% |