PortfoliosLab logoPortfoliosLab logo
MXCPX vs. MXMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXCPX vs. MXMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXCPX vs. MXMDX - 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%
MXMDX
Great-West S&P Mid Cap 400 Index Fund
-0.47%6.90%13.23%15.75%-13.60%24.25%12.84%25.48%-12.02%15.01%

Returns By Period

In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than MXMDX's -0.47% return. Over the past 10 years, MXCPX has underperformed MXMDX with an annualized return of 3.62%, while MXMDX has yielded a comparatively higher 9.01% 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%

MXMDX

1D
-0.80%
1M
-8.07%
YTD
-0.47%
6M
0.97%
1Y
13.42%
3Y*
10.38%
5Y*
5.69%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXCPX vs. MXMDX - Expense Ratio Comparison

MXCPX has a 0.37% expense ratio, which is lower than MXMDX's 0.55% expense ratio.


Return for Risk

MXCPX vs. MXMDX — 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

MXMDX
MXMDX Risk / Return Rank: 2626
Overall Rank
MXMDX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 2424
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 3131
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. MXMDX - 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 Mid Cap 400 Index Fund (MXMDX). 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.


MXCPXMXMDXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.57

+0.56

Sortino ratio

Return per unit of downside risk

1.57

0.97

+0.61

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.37

0.78

+0.59

Martin ratio

Return relative to average drawdown

5.54

3.41

+2.13

MXCPX vs. MXMDX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 1.13, which is higher than the MXMDX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MXCPX and MXMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXCPXMXMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.57

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.29

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.43

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.41

-0.33

Correlation

The correlation between MXCPX and MXMDX is 0.75, 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. MXMDX - Dividend Comparison

MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than MXMDX's 6.69% 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%
MXMDX
Great-West S&P Mid Cap 400 Index Fund
6.69%6.66%3.04%4.76%4.35%5.24%5.74%3.74%8.13%4.51%

Drawdowns

MXCPX vs. MXMDX - Drawdown Comparison

The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXMDX.


Loading graphics...

Drawdown Indicators


MXCPXMXMDXDifference

Max Drawdown

Largest peak-to-trough decline

-35.02%

-41.80%

+6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-14.12%

+10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-24.15%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

-41.80%

+23.99%

Current Drawdown

Current decline from peak

-3.75%

-8.87%

+5.12%

Average Drawdown

Average peak-to-trough decline

-12.61%

-6.00%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

3.45%

-2.43%

Volatility

MXCPX vs. MXMDX - Volatility Comparison

The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a volatility of 5.75%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXCPXMXMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

5.75%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

11.49%

-8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

22.65%

-17.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

19.96%

-13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

21.18%

-14.69%