MXCPX vs. VASIX

Last updated Jun 4, 2026

MXCPX (Great-West Conservative Profile Fund) and VASIX (Vanguard LifeStrategy Income Fund) are both Diversified Portfolio funds. Over the past 10 years, MXCPX returned 3.98%/yr vs 4.08%/yr for VASIX. A 0.73 correlation means they provide meaningful diversification when combined. MXCPX charges 0.37%/yr vs 0.11%/yr for VASIX.

Performance

MXCPX vs. VASIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Conservative Profile Fund (MXCPX) and Vanguard LifeStrategy Income Fund (VASIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXCPX achieves a 3.87% return, which is significantly higher than VASIX's 3.14% return. Both investments have delivered pretty close results over the past 10 years, with MXCPX having a 3.98% annualized return and VASIX not far ahead at 4.08%.

MXCPX

• 1D: 0.25%
• 1M: 1.26%
• YTD: 3.87%
• 6M: 4.11%
• 1Y: 9.28%
• 3Y*: 7.53%
• 5Y*: 3.16%
• 10Y*: 3.98%

VASIX

• 1D: 0.12%
• 1M: 1.70%
• YTD: 3.14%
• 6M: 3.21%
• 1Y: 9.53%
• 3Y*: 8.20%
• 5Y*: 2.94%
• 10Y*: 4.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MXCPX vs. VASIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXCPX Great-West Conservative Profile Fund	3.87%	8.19%	4.95%	8.41%	-10.33%	6.35%	8.07%	11.40%	-3.95%	5.94%
VASIX Vanguard LifeStrategy Income Fund	3.14%	9.42%	6.67%	9.63%	-13.94%	1.92%	9.13%	12.05%	-1.05%	6.05%

Correlation

The correlation between MXCPX and VASIX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Oct 1, 1999	0.73

The correlation between MXCPX and VASIX shifts across timeframes, from 0.63 (10 years) to 0.82 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

MXCPX vs. VASIX — Risk / Return Rank

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

MXCPX

MXCPX Risk / Return Rank: 49
MXCPX Sharpe Ratio Rank: 48
MXCPX Sortino Ratio Rank: 52
MXCPX Omega Ratio Rank: 54
MXCPX Calmar Ratio Rank: 40
MXCPX Martin Ratio Rank: 49

VASIX

VASIX Risk / Return Rank: 53
VASIX Sharpe Ratio Rank: 55
VASIX Sortino Ratio Rank: 56
VASIX Omega Ratio Rank: 60
VASIX Calmar Ratio Rank: 42
VASIX Martin Ratio Rank: 51

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. VASIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Conservative Profile Fund (MXCPX) and Vanguard LifeStrategy Income Fund (VASIX). 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	VASIX	Difference
Sharpe ratio: Return per unit of total volatility	2.04	2.18	-0.14
Sortino ratio: Return per unit of downside risk	3.04	3.17	-0.13
Omega ratio: Gain probability vs. loss probability	1.40	1.43	-0.03
Calmar ratio: Return relative to maximum drawdown	2.40	2.47	-0.07
Martin ratio: Return relative to average drawdown	10.12	10.32	-0.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXCPX vs. VASIX - Sharpe Ratio Comparison

The current MXCPX Sharpe Ratio is 2.04, which is comparable to the VASIX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of MXCPX and VASIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MXCPX	VASIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	2.18	-0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.51	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.83	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	1.12	-1.03

Drawdowns

MXCPX vs. VASIX - Drawdown Comparison

The maximum MXCPX drawdown since its inception was -35.02%, which is greater than VASIX's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for MXCPX and VASIX.

Drawdown Indicators

	MXCPX	VASIX	Difference
Max Drawdown Largest peak-to-trough decline	-35.02%	-18.17%	-16.85%
Max Drawdown (1Y) Largest decline over 1 year	-3.88%	-3.90%	+0.02%
Max Drawdown (3Y) Largest decline over 3 years	-5.57%	-5.58%	+0.01%
Max Drawdown (5Y) Largest decline over 5 years	-17.81%	-18.17%	+0.36%
Max Drawdown (10Y) Largest decline over 10 years	-17.81%	-18.17%	+0.36%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-12.53%	-1.92%	-10.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.92%	0.93%	-0.01%

Volatility

MXCPX vs. VASIX - Volatility Comparison

The current volatility for Great-West Conservative Profile Fund (MXCPX) is 1.62%, while Vanguard LifeStrategy Income Fund (VASIX) has a volatility of 1.71%. This indicates that MXCPX experiences smaller price fluctuations and is considered to be less risky than VASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXCPX	VASIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	1.71%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	3.70%	3.65%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	4.57%	4.42%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.72%	5.75%	+0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.52%	4.92%	+1.60%

MXCPX vs. VASIX - Expense Ratio Comparison

MXCPX has a 0.37% expense ratio, which is higher than VASIX's 0.11% expense ratio.

Dividends

MXCPX vs. VASIX - Dividend Comparison

MXCPX's dividend yield for the trailing twelve months is around 3.33%, less than VASIX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MXCPX Great-West Conservative Profile Fund	3.33%	3.45%	4.53%	4.17%	5.70%	5.20%	2.46%	5.62%	5.53%	2.70%	0.00%	0.00%
VASIX Vanguard LifeStrategy Income Fund	4.11%	4.18%	7.61%	3.17%	2.02%	3.95%	2.15%	2.73%	3.55%	1.52%	2.26%	2.57%

Frequently Asked Questions

Can I hold both MXCPX and VASIX in my portfolio?

MXCPX and VASIX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXCPX or VASIX?

VASIX has higher volatility (1.71%) compared to MXCPX (1.62%). In terms of maximum drawdown, MXCPX dropped -35.02% vs VASIX's -18.17%.

Which has better risk-adjusted returns?

VASIX currently has the higher Sharpe Ratio (2.18 vs 2.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.