MXCPX vs. TIBIX
Compare and contrast key facts about Great-West Conservative Profile Fund (MXCPX) and Thornburg Investment Income Builder Fund Class I (TIBIX).
MXCPX is managed by Great-West. It was launched on Sep 29, 1999. TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002.
Performance
MXCPX vs. TIBIX - Performance Comparison
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MXCPX vs. TIBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 0.00% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
TIBIX Thornburg Investment Income Builder Fund Class I | 9.82% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
Returns By Period
Over the past 10 years, MXCPX has underperformed TIBIX with an annualized return of 3.71%, while TIBIX has yielded a comparatively higher 12.18% annualized return.
MXCPX
- 1D
- 0.91%
- 1M
- -2.51%
- YTD
- 0.00%
- 6M
- 0.99%
- 1Y
- 6.75%
- 3Y*
- 6.23%
- 5Y*
- 2.91%
- 10Y*
- 3.71%
TIBIX
- 1D
- 1.69%
- 1M
- -2.43%
- YTD
- 9.82%
- 6M
- 16.92%
- 1Y
- 38.14%
- 3Y*
- 24.21%
- 5Y*
- 15.48%
- 10Y*
- 12.18%
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MXCPX vs. TIBIX - Expense Ratio Comparison
MXCPX has a 0.37% expense ratio, which is lower than TIBIX's 0.93% expense ratio.
Return for Risk
MXCPX vs. TIBIX — Risk / Return Rank
MXCPX
TIBIX
MXCPX vs. TIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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 | TIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 3.57 | -2.29 |
Sortino ratioReturn per unit of downside risk | 1.78 | 4.54 | -2.76 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.79 | -0.53 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 4.43 | -2.76 |
Martin ratioReturn relative to average drawdown | 6.66 | 21.79 | -15.13 |
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 | TIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 3.57 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 1.40 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.91 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.75 | -0.67 |
Correlation
The correlation between MXCPX and TIBIX is 0.74, 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. TIBIX - Dividend Comparison
MXCPX's dividend yield for the trailing twelve months is around 3.45%, less than TIBIX's 5.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.45% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% | 0.00% | 0.00% |
TIBIX Thornburg Investment Income Builder Fund Class I | 5.40% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
Drawdowns
MXCPX vs. TIBIX - Drawdown Comparison
The maximum MXCPX drawdown since its inception was -35.02%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for MXCPX and TIBIX.
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Drawdown Indicators
| MXCPX | TIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.02% | -48.88% | +13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -8.58% | +4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.81% | -20.79% | +2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -17.81% | -34.85% | +17.04% |
Current DrawdownCurrent decline from peak | -2.88% | -3.47% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -6.00% | -6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.75% | -0.71% |
Volatility
MXCPX vs. TIBIX - Volatility Comparison
The current volatility for Great-West Conservative Profile Fund (MXCPX) is 2.23%, while Thornburg Investment Income Builder Fund Class I (TIBIX) has a volatility of 3.68%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXCPX | TIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 3.68% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 6.57% | -3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.33% | 10.83% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.69% | 11.11% | -4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.50% | 13.48% | -6.98% |