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MXCPX vs. MXSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXCPX vs. MXSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and Great-West Short Duration Bond Fund (MXSDX). The values are adjusted to include any dividend payments, if applicable.

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MXCPX vs. MXSDX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MXSDX
MXSDX Risk / Return Rank: 9797
Overall Rank
MXSDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9797
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
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. 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.


MXCPXMXSDXDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.39

-1.26

Sortino ratio

Return per unit of downside risk

1.57

3.62

-2.05

Omega ratio

Gain probability vs. loss probability

1.23

1.63

-0.40

Calmar ratio

Return relative to maximum drawdown

1.37

3.79

-2.42

Martin ratio

Return relative to average drawdown

5.54

17.64

-12.10

MXCPX vs. MXSDX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 1.13, which is lower than the MXSDX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MXCPX and MXSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXCPXMXSDXDifference

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.


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%
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


MXCPXMXSDXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.75%

-0.66%

-3.09%

Average Drawdown

Average peak-to-trough decline

-12.61%

-3.05%

-9.56%

Ulcer Index

Depth 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


MXCPXMXSDXDifference

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%