MXCPX vs. MXLSX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Small Cap Value Fund (MXLSX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXCPX vs. MXLSX - Performance Comparison
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MXCPX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, MXCPX has underperformed MXLSX with an annualized return of 3.62%, while MXLSX has yielded a comparatively higher 8.19% 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%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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MXCPX vs. MXLSX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXCPX vs. MXLSX — Risk / Return Rank
MXCPX
MXLSX
MXCPX vs. MXLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.54 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.92 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.77 | +0.61 |
Martin ratioReturn relative to average drawdown | 5.54 | 2.97 | +2.57 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.54 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.28 | +0.13 |
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 | 0.25 | -0.18 |
Correlation
The correlation between MXCPX and MXLSX 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. MXLSX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, more than MXLSX's 0.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXCPX vs. MXLSX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXLSX.
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Drawdown Indicators
| MXCPX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -60.41% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -15.02% | +10.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -26.04% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -43.52% | +25.71% |
Current DrawdownCurrent decline from peak | -3.75% | -8.88% | +5.13% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -12.20% | -0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 4.19% | -3.17% |
Volatility
MXCPX vs. MXLSX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 5.13%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 5.13% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 11.94% | -8.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 23.41% | -18.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 20.90% | -14.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 22.28% | -15.79% |