MXCPX vs. MXVIX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Great-West S&P 500 Index Fund (MXVIX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXCPX vs. MXVIX - Performance Comparison
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MXCPX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXCPX has underperformed MXVIX with an annualized return of 3.62%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXCPX vs. MXVIX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than MXVIX's 0.51% expense ratio.
Return for Risk
MXCPX vs. MXVIX — Risk / Return Rank
MXCPX
MXVIX
MXCPX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.70 | +0.43 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.17 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.99 | +0.38 |
Martin ratioReturn relative to average drawdown | 5.54 | 4.71 | +0.83 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.70 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.64 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.44 | -0.37 |
Correlation
The correlation between MXCPX and MXVIX is 0.78, 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. MXVIX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXCPX vs. MXVIX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXCPX and MXVIX.
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Drawdown Indicators
| MXCPX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -58.12% | +23.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -12.13% | +8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -24.74% | +6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -33.82% | +16.01% |
Current DrawdownCurrent decline from peak | -3.75% | -8.94% | +5.19% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -8.74% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 2.90% | -1.88% |
Volatility
MXCPX vs. MXVIX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while Great-West S&P 500 Index Fund (MXVIX) has a volatility of 4.23%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 4.23% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 9.07% | -5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 19.21% | -13.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 17.17% | -10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 18.18% | -11.69% |