PortfoliosLab logoPortfoliosLab logo
MXCPX vs. TSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXCPX vs. TSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXCPX vs. TSAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
-5.91%20.04%15.46%22.72%-19.57%17.10%19.69%27.97%-11.27%22.35%

Returns By Period

In the year-to-date period, MXCPX achieves a -0.90% return, which is significantly higher than TSAIX's -5.91% return. Over the past 10 years, MXCPX has underperformed TSAIX with an annualized return of 3.62%, while TSAIX has yielded a comparatively higher 10.54% 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%

TSAIX

1D
-0.38%
1M
-9.58%
YTD
-5.91%
6M
-3.06%
1Y
15.39%
3Y*
14.41%
5Y*
7.42%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. TSAIX - Expense Ratio Comparison

MXCPX has a 0.37% expense ratio, which is higher than TSAIX's 0.04% expense ratio.


Return for Risk

MXCPX vs. TSAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXCPX
MXCPX Risk / Return Rank: 6060
Overall Rank
MXCPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MXCPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MXCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXCPX Martin Ratio Rank: 5858
Martin Ratio Rank

TSAIX
TSAIX Risk / Return Rank: 4646
Overall Rank
TSAIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TSAIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSAIX Omega Ratio Rank: 4848
Omega Ratio Rank
TSAIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TSAIX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXCPX vs. TSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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.


MXCPXTSAIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.92

+0.22

Sortino ratio

Return per unit of downside risk

1.57

1.37

+0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.37

1.08

+0.30

Martin ratio

Return relative to average drawdown

5.54

4.80

+0.74

MXCPX vs. TSAIX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 1.13, which is comparable to the TSAIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MXCPX and TSAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXCPXTSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.92

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.46

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.60

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.65

-0.58

Correlation

The correlation between MXCPX and TSAIX 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. TSAIX - Dividend Comparison

MXCPX's dividend yield for the trailing twelve months is around 3.49%, less than TSAIX's 7.84% yield.


TTM20252024202320222021202020192018201720162015
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%
TSAIX
TIAA-CREF Lifestyle Aggressive Growth Fund
7.84%7.38%2.94%1.81%9.27%11.82%5.59%5.71%5.71%1.13%4.12%7.19%

Drawdowns

MXCPX vs. TSAIX - Drawdown Comparison

The maximum MXCPX drawdown since its inception was -35.02%, roughly equal to the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for MXCPX and TSAIX.


Loading graphics...

Drawdown Indicators


MXCPXTSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.02%

-34.58%

-0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-11.72%

+7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-28.28%

+10.47%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

-34.58%

+16.77%

Current Drawdown

Current decline from peak

-3.75%

-10.28%

+6.53%

Average Drawdown

Average peak-to-trough decline

-12.61%

-4.96%

-7.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.77%

-1.75%

Volatility

MXCPX vs. TSAIX - Volatility Comparison

The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.97%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 5.29%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXCPXTSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

5.29%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

9.81%

-6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

17.09%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

16.15%

-9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

17.59%

-11.10%