MXCPX vs. SIFAX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. SIFAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
MXCPX vs. SIFAX - Performance Comparison
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MXCPX vs. SIFAX - 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.34% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Returns By Period
In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly lower than SIFAX's 9.34% return. Over the past 10 years, MXCPX has underperformed SIFAX with an annualized return of 3.62%, while SIFAX has yielded a comparatively higher 3.95% 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%
SIFAX
- 1D
- 0.46%
- 1M
- 2.61%
- YTD
- 9.34%
- 6M
- 11.23%
- 1Y
- 11.09%
- 3Y*
- 7.29%
- 5Y*
- 6.95%
- 10Y*
- 3.95%
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MXCPX vs. SIFAX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Return for Risk
MXCPX vs. SIFAX — Risk / Return Rank
MXCPX
SIFAX
MXCPX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.19 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.57 | 3.07 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.74 | -2.36 |
Martin ratioReturn relative to average drawdown | 5.54 | 9.56 | -4.03 |
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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.19 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 1.27 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.77 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.36 | -0.29 |
Correlation
The correlation between MXCPX and SIFAX is 0.30, 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. SIFAX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than SIFAX's 4.16% 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.16% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
Drawdowns
MXCPX vs. SIFAX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for MXCPX and SIFAX.
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Drawdown Indicators
| MXCPX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -23.62% | -11.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -3.07% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -8.32% | -9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -14.69% | -3.12% |
Current DrawdownCurrent decline from peak | -3.75% | 0.00% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -8.65% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 1.25% | -0.23% |
Volatility
MXCPX vs. SIFAX - Volatility Comparison
Great-West Conservative Profile Fund (MXCPX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) have volatilities of 1.97% and 2.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.03% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.19% | 3.91% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.27% | 5.30% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.68% | 5.50% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 5.16% | +1.33% |