MXDPX vs. MXBIX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Bond Index Fund (MXBIX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
MXDPX vs. MXBIX - Performance Comparison
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MXDPX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | -0.12% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly lower than MXBIX's -0.08% return. Over the past 10 years, MXDPX has outperformed MXBIX with an annualized return of 4.93%, while MXBIX has yielded a comparatively lower 1.02% annualized return.
MXDPX
- 1D
- 1.21%
- 1M
- -3.35%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 8.54%
- 3Y*
- 7.61%
- 5Y*
- 3.82%
- 10Y*
- 4.93%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
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MXDPX vs. MXBIX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXBIX's 0.50% expense ratio.
Return for Risk
MXDPX vs. MXBIX — Risk / Return Rank
MXDPX
MXBIX
MXDPX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Bond Index Fund (MXBIX). 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.
| MXDPX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.93 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.34 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.55 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.70 | 4.48 | +1.22 |
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
| MXDPX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.93 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.05 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.21 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.09 | +0.04 |
Correlation
The correlation between MXDPX and MXBIX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXDPX vs. MXBIX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.28% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
Drawdowns
MXDPX vs. MXBIX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than MXBIX's maximum drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXBIX.
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Drawdown Indicators
| MXDPX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -19.74% | -19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -2.77% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -18.70% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -19.74% | -0.81% |
Current DrawdownCurrent decline from peak | -3.79% | -5.63% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -5.88% | -8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 0.96% | +0.56% |
Volatility
MXDPX vs. MXBIX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.87% compared to Great-West Bond Index Fund (MXBIX) at 1.54%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 1.54% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 2.50% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 4.43% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 6.02% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 4.92% | +3.95% |