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MXDPX vs. DGTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXDPX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Moderately Conservative Profile Fund (MXDPX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

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

MXDPX vs. DGTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4747
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4646
Martin Ratio Rank

DGTSX
DGTSX Risk / Return Rank: 8989
Overall Rank
DGTSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DGTSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGTSX Omega Ratio Rank: 8888
Omega Ratio Rank
DGTSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGTSX Martin Ratio Rank: 9090
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.

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.


MXDPXDGTSXDifference
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

MXDPX vs. DGTSX - Sharpe Ratio Comparison

The current MXDPX Sharpe Ratio is 1.68, which is lower than the DGTSX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of MXDPX and DGTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MXDPXDGTSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.34%

-0.14%

-0.20%

Average Drawdown

Average peak-to-trough decline

-13.91%

-1.64%

-12.27%

Ulcer Index

Depth 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


MXDPXDGTSXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for MXDPX and DGTSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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