MXDPX vs. DGTSX
MXDPX (Great-West Moderately Conservative Profile Fund) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, MXDPX returned 5.38%/yr vs 5.23%/yr for DGTSX. Their correlation of 0.86 suggests significant overlap in exposure. MXDPX charges 0.37%/yr vs 0.24%/yr for DGTSX.
Performance
MXDPX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, MXDPX achieves a 5.73% return, which is significantly higher than DGTSX's 4.30% return. Both investments have delivered pretty close results over the past 10 years, with MXDPX having a 5.38% annualized return and DGTSX not far behind at 5.23%.
MXDPX
- 1D
- 0.34%
- 1M
- 1.14%
- YTD
- 5.73%
- 6M
- 5.49%
- 1Y
- 12.40%
- 3Y*
- 9.03%
- 5Y*
- 4.51%
- 10Y*
- 5.38%
DGTSX
- 1D
- 0.34%
- 1M
- 0.76%
- YTD
- 4.30%
- 6M
- 4.30%
- 1Y
- 9.92%
- 3Y*
- 8.27%
- 5Y*
- 5.39%
- 10Y*
- 5.23%
MXDPX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.73% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
DGTSX DFA Global Allocation 25/75 Portfolio | 4.30% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between MXDPX and DGTSX is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.86 |
The correlation between MXDPX and DGTSX shifts across timeframes, from 0.79 (10 years) to 0.89 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MXDPX vs. DGTSX — Risk / Return Rank
MXDPX
DGTSX
MXDPX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXDPX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.57 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.79 | -1.30 |
| Martin ratioReturn relative to average drawdown | 9.11 | 16.65 | -7.54 |
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Drawdowns
MXDPX vs. DGTSX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for MXDPX and DGTSX.
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Drawdown Indicators
| MXDPX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -16.71% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.94% | -2.64% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -7.03% | -7.46% | +0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -11.26% | -9.29% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -11.26% | -9.29% |
Current DrawdownCurrent decline from peak | -0.34% | -0.14% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -1.64% | -12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 0.60% | +0.75% |
Volatility
MXDPX vs. DGTSX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.39% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.42%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 1.42% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 2.98% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 3.59% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 5.98% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 5.24% | +3.67% |
MXDPX vs. DGTSX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
MXDPX vs. DGTSX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 4.99%, less than DGTSX's 5.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.70% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
MXDPX Great-West Moderately Conservative Profile Fund | 4.99% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% | 0.00% | 0.00% |
Frequently Asked Questions
MXDPX and DGTSX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXDPX has higher volatility (2.39%) compared to DGTSX (1.42%). In terms of maximum drawdown, MXDPX dropped -39.33% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.79 vs 1.68), 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.
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