MXCPX vs. MXSHX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West SecureFoundation Balanced Fund (MXSHX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXSHX is managed by Great-West. It was launched on Nov 12, 2009.
Performance
MXCPX vs. MXSHX - Performance Comparison
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MXCPX vs. MXSHX - 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% |
MXSHX Great-West SecureFoundation Balanced Fund | -1.95% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than MXSHX's -1.95% return. Over the past 10 years, MXCPX has underperformed MXSHX with an annualized return of 3.62%, while MXSHX has yielded a comparatively higher 6.30% 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%
MXSHX
- 1D
- 0.00%
- 1M
- -6.15%
- YTD
- -1.95%
- 6M
- -0.07%
- 1Y
- 10.92%
- 3Y*
- 8.92%
- 5Y*
- 4.36%
- 10Y*
- 6.30%
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MXCPX vs. MXSHX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXSHX's 0.53% expense ratio.
Return for Risk
MXCPX vs. MXSHX — Risk / Return Rank
MXCPX
MXSHX
MXCPX vs. MXSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Great-West SecureFoundation Balanced Fund (MXSHX). 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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.03 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.50 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.28 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.54 | 5.60 | -0.06 |
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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.03 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.39 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.48 | -0.41 |
Correlation
The correlation between MXCPX and MXSHX is 0.92, 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. MXSHX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than MXSHX's 3.64% 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% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.64% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
Drawdowns
MXCPX vs. MXSHX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than MXSHX's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXSHX.
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Drawdown Indicators
| MXCPX | MXSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -23.44% | -11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -7.86% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -23.44% | +5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -23.44% | +5.63% |
Current DrawdownCurrent decline from peak | -3.75% | -6.40% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -4.04% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.80% | -0.78% |
Volatility
MXCPX vs. MXSHX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West SecureFoundation Balanced Fund (MXSHX) has a volatility of 3.66%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXSHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 3.66% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 6.18% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 10.78% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 11.16% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 11.15% | -4.66% |