MXCPX vs. PALDX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and PGIM 60/40 Allocation Fund (PALDX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. PALDX is managed by PGIM. It was launched on Sep 12, 2017.
Performance
MXCPX vs. PALDX - Performance Comparison
Loading graphics...
MXCPX vs. PALDX - 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% | 2.14% |
PALDX PGIM 60/40 Allocation Fund | -3.62% | 13.62% | 18.96% | 18.90% | -15.65% | 16.30% | 10.68% | 22.27% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than PALDX's -3.62% 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%
PALDX
- 1D
- -0.22%
- 1M
- -5.44%
- YTD
- -3.62%
- 6M
- -1.03%
- 1Y
- 12.43%
- 3Y*
- 13.72%
- 5Y*
- 7.99%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXCPX vs. PALDX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is higher than PALDX's 0.03% expense ratio.
Return for Risk
MXCPX vs. PALDX — Risk / Return Rank
MXCPX
PALDX
MXCPX vs. PALDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and PGIM 60/40 Allocation Fund (PALDX). 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 | PALDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.12 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.65 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.42 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.54 | 6.83 | -1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXCPX | PALDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.12 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.67 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.71 | -0.64 |
Correlation
The correlation between MXCPX and PALDX is 0.73, 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. PALDX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than PALDX's 5.62% 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% |
PALDX PGIM 60/40 Allocation Fund | 5.62% | 5.42% | 10.40% | 2.94% | 6.19% | 6.87% | 2.58% | 4.58% | 3.65% | 1.48% |
Drawdowns
MXCPX vs. PALDX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than PALDX's maximum drawdown of -26.16%. Use the drawdown chart below to compare losses from any high point for MXCPX and PALDX.
Loading graphics...
Drawdown Indicators
| MXCPX | PALDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -26.16% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -8.20% | +4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -20.47% | +2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | — | — |
Current DrawdownCurrent decline from peak | -3.75% | -5.96% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -4.16% | -8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.70% | -0.68% |
Volatility
MXCPX vs. PALDX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while PGIM 60/40 Allocation Fund (PALDX) has a volatility of 3.05%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than PALDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXCPX | PALDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 3.05% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 5.86% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 11.52% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 12.08% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 12.75% | -6.26% |