MXCPX vs. MXLGX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Large Cap Growth Fund (MXLGX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXCPX vs. MXLGX - Performance Comparison
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MXCPX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
Over the past 10 years, MXCPX has underperformed MXLGX with an annualized return of 3.71%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXCPX vs. MXLGX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXCPX vs. MXLGX — Risk / Return Rank
MXCPX
MXLGX
MXCPX vs. MXLGX - 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 Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.56 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.99 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 0.75 | +0.93 |
Martin ratioReturn relative to average drawdown | 6.66 | 2.29 | +4.36 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.56 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.45 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.63 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.23 | -0.16 |
Correlation
The correlation between MXCPX and MXLGX is 0.73, 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. MXLGX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.45%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXCPX vs. MXLGX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXLGX.
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Drawdown Indicators
| MXCPX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -62.98% | +27.96% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -14.95% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -38.07% | +20.26% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -38.07% | +20.26% |
Current DrawdownCurrent decline from peak | -2.88% | -12.28% | +9.40% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -25.98% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 4.89% | -3.85% |
Volatility
MXCPX vs. MXLGX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 2.23%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 6.00% | -3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 11.40% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 21.59% | -16.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 21.88% | -15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 23.42% | -16.92% |