MXCPX vs. MXSDX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West Short Duration Bond Fund (MXSDX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXSDX is managed by Great-West. It was launched on Aug 1, 1995.
Performance
MXCPX vs. MXSDX - Performance Comparison
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MXCPX vs. MXSDX - 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% |
MXSDX Great-West Short Duration Bond Fund | 0.10% | 5.30% | 4.24% | 5.67% | -4.25% | -0.03% | 4.64% | 5.40% | 0.73% | 1.39% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than MXSDX's 0.10% return. Over the past 10 years, MXCPX has outperformed MXSDX with an annualized return of 3.62%, while MXSDX has yielded a comparatively lower 2.24% 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%
MXSDX
- 1D
- 0.10%
- 1M
- -0.66%
- YTD
- 0.10%
- 6M
- 1.20%
- 1Y
- 3.78%
- 3Y*
- 4.54%
- 5Y*
- 2.15%
- 10Y*
- 2.24%
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MXCPX vs. MXSDX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXSDX's 0.60% expense ratio.
Return for Risk
MXCPX vs. MXSDX — Risk / Return Rank
MXCPX
MXSDX
MXCPX vs. MXSDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West Short Duration Bond Fund (MXSDX). 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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.39 | -1.26 |
Sortino ratioReturn per unit of downside risk | 1.57 | 3.62 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.63 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.79 | -2.42 |
Martin ratioReturn relative to average drawdown | 5.54 | 17.64 | -12.10 |
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 | MXSDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.39 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.04 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.13 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.32 | -0.24 |
Correlation
The correlation between MXCPX and MXSDX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXCPX vs. MXSDX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, more than MXSDX's 3.08% 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% |
MXSDX Great-West Short Duration Bond Fund | 3.08% | 3.08% | 4.43% | 2.31% | 1.51% | 1.87% | 2.14% | 2.06% | 1.90% | 0.70% |
Drawdowns
MXCPX vs. MXSDX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXSDX.
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Drawdown Indicators
| MXCPX | MXSDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -10.81% | -24.21% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -1.05% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -6.63% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -7.78% | -10.03% |
Current DrawdownCurrent decline from peak | -3.75% | -0.66% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -3.05% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.23% | +0.79% |
Volatility
MXCPX vs. MXSDX - Volatility Comparison
Great-West Conservative Profile Fund (MXCPX) has a higher volatility of 1.97% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.50%. This indicates that MXCPX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXSDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 0.50% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 0.84% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 1.80% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 2.10% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 2.00% | +4.49% |