MXCPX vs. QBDSX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Quantified Managed Income Fund (QBDSX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
MXCPX vs. QBDSX - Performance Comparison
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MXCPX vs. QBDSX - 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% |
QBDSX Quantified Managed Income Fund | -0.76% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than QBDSX's -0.76% return. Over the past 10 years, MXCPX has outperformed QBDSX with an annualized return of 3.62%, while QBDSX has yielded a comparatively lower 0.83% 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%
QBDSX
- 1D
- 0.38%
- 1M
- -2.72%
- YTD
- -0.76%
- 6M
- -1.55%
- 1Y
- 1.86%
- 3Y*
- 2.60%
- 5Y*
- 0.90%
- 10Y*
- 0.83%
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MXCPX vs. QBDSX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Return for Risk
MXCPX vs. QBDSX — Risk / Return Rank
MXCPX
QBDSX
MXCPX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Quantified Managed Income Fund (QBDSX). 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 | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.63 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.91 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.12 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.93 | +0.44 |
Martin ratioReturn relative to average drawdown | 5.54 | 3.64 | +1.90 |
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 | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.63 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.21 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.16 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.15 | -0.08 |
Correlation
The correlation between MXCPX and QBDSX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXCPX vs. QBDSX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than QBDSX's 4.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
QBDSX Quantified Managed Income Fund | 4.51% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Drawdowns
MXCPX vs. QBDSX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for MXCPX and QBDSX.
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Drawdown Indicators
| MXCPX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -18.38% | -16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -3.09% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -7.40% | -10.41% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -18.38% | +0.57% |
Current DrawdownCurrent decline from peak | -3.75% | -8.75% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -6.83% | -5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.79% | +0.23% |
Volatility
MXCPX vs. QBDSX - Volatility Comparison
Great-West Conservative Profile Fund (MXCPX) has a higher volatility of 1.97% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that MXCPX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.31% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 2.79% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 3.76% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 4.32% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 5.25% | +1.24% |