MXCPX vs. MXREX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Real Estate Index Fund (MXREX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXCPX vs. MXREX - Performance Comparison
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MXCPX vs. MXREX - 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% |
MXREX Great-West Real Estate Index Fund | 2.86% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -4.92% | 2.25% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than MXREX's 2.86% return. Over the past 10 years, MXCPX has outperformed MXREX with an annualized return of 3.62%, while MXREX has yielded a comparatively lower 2.94% 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%
MXREX
- 1D
- 0.32%
- 1M
- -7.03%
- YTD
- 2.86%
- 6M
- 1.99%
- 1Y
- 5.16%
- 3Y*
- 7.96%
- 5Y*
- 4.56%
- 10Y*
- 2.94%
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MXCPX vs. MXREX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXREX's 0.70% expense ratio.
Return for Risk
MXCPX vs. MXREX — Risk / Return Rank
MXCPX
MXREX
MXCPX vs. MXREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.38 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.65 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.09 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.46 | +0.91 |
Martin ratioReturn relative to average drawdown | 5.54 | 2.02 | +3.52 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.38 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.24 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.14 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.18 | -0.11 |
Correlation
The correlation between MXCPX and MXREX is 0.60, 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. MXREX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, more than MXREX's 2.01% 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% |
MXREX Great-West Real Estate Index Fund | 2.01% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXCPX vs. MXREX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXREX.
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Drawdown Indicators
| MXCPX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -43.89% | +8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -13.36% | +9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -33.06% | +15.25% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -43.89% | +26.08% |
Current DrawdownCurrent decline from peak | -3.75% | -7.44% | +3.69% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -11.77% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 3.03% | -2.01% |
Volatility
MXCPX vs. MXREX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West Real Estate Index Fund (MXREX) has a volatility of 4.18%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 4.18% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 9.11% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 17.87% | -12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 19.35% | -12.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 21.94% | -15.45% |