MXCPX vs. MXMDX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXCPX vs. MXMDX - Performance Comparison
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MXCPX vs. MXMDX - 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% |
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%
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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
MXCPX
MXMDX
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.
| MXCPX | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.57 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.97 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.78 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.54 | 3.41 | +2.13 |
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 | MXMDX | Difference | |
|---|---|---|---|
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.
| 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% |
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.
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Drawdown Indicators
| MXCPX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.75% | -8.87% | +5.12% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -6.00% | -6.61% |
Ulcer IndexDepth 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.
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Volatility by Period
| MXCPX | MXMDX | Difference | |
|---|---|---|---|
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% |