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MXCPX vs. MXIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXCPX vs. MXIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and Great-West International Value Fund (MXIVX). The values are adjusted to include any dividend payments, if applicable.

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MXCPX vs. MXIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXIVX
Great-West International Value Fund
-1.26%39.08%5.46%18.05%-15.20%10.38%10.20%22.07%-15.68%25.12%

Returns By Period

In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than MXIVX's -1.26% return. Over the past 10 years, MXCPX has underperformed MXIVX with an annualized return of 3.62%, while MXIVX has yielded a comparatively higher 8.52% 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%

MXIVX

1D
0.38%
1M
-10.51%
YTD
-1.26%
6M
4.58%
1Y
24.18%
3Y*
16.45%
5Y*
9.22%
10Y*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXCPX vs. MXIVX - Expense Ratio Comparison

MXCPX has a 0.37% expense ratio, which is lower than MXIVX's 1.07% expense ratio.


Return for Risk

MXCPX vs. MXIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXCPX
MXCPX Risk / Return Rank: 6060
Overall Rank
MXCPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MXCPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MXCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXCPX Martin Ratio Rank: 5858
Martin Ratio Rank

MXIVX
MXIVX Risk / Return Rank: 7575
Overall Rank
MXIVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MXIVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
MXIVX Omega Ratio Rank: 7474
Omega Ratio Rank
MXIVX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIVX Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXCPX vs. MXIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West International Value Fund (MXIVX). 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.


MXCPXMXIVXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.37

-0.24

Sortino ratio

Return per unit of downside risk

1.57

1.86

-0.29

Omega ratio

Gain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratio

Return relative to maximum drawdown

1.37

1.73

-0.35

Martin ratio

Return relative to average drawdown

5.54

7.32

-1.78

MXCPX vs. MXIVX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 1.13, which is comparable to the MXIVX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of MXCPX and MXIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXCPXMXIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.37

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.59

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.44

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.16

-0.09

Correlation

The correlation between MXCPX and MXIVX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MXCPX vs. MXIVX - Dividend Comparison

MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than MXIVX's 6.04% yield.


TTM202520242023202220212020201920182017
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%
MXIVX
Great-West International Value Fund
6.04%5.96%4.97%3.27%2.99%4.27%1.99%2.42%27.79%2.85%

Drawdowns

MXCPX vs. MXIVX - Drawdown Comparison

The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXIVX.


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Drawdown Indicators


MXCPXMXIVXDifference

Max Drawdown

Largest peak-to-trough decline

-35.02%

-76.77%

+41.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-11.65%

+7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-29.13%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

-33.18%

+15.37%

Current Drawdown

Current decline from peak

-3.75%

-10.51%

+6.76%

Average Drawdown

Average peak-to-trough decline

-12.61%

-22.30%

+9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.22%

-2.20%

Volatility

MXCPX vs. MXIVX - Volatility Comparison

The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West International Value Fund (MXIVX) has a volatility of 6.34%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXCPXMXIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

6.34%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

9.99%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

16.88%

-11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

15.88%

-9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

19.34%

-12.85%