MXDPX vs. MXBPX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Performance
MXDPX vs. MXBPX - Performance Comparison
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MXDPX vs. MXBPX - 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly higher than MXBPX's -0.27% return. Over the past 10 years, MXDPX has underperformed MXBPX with an annualized return of 4.93%, while MXBPX has yielded a comparatively higher 6.91% 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%
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
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MXDPX vs. MXBPX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXBPX's 0.42% expense ratio.
Return for Risk
MXDPX vs. MXBPX — Risk / Return Rank
MXDPX
MXBPX
MXDPX vs. MXBPX - 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 Moderately Aggressive Profile Fund (MXBPX). 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 | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.92 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.36 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.36 | +0.11 |
Martin ratioReturn relative to average drawdown | 5.70 | 5.32 | +0.38 |
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 | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.92 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.43 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.11 | +0.02 |
Correlation
The correlation between MXDPX and MXBPX is 0.97, 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
MXDPX vs. MXBPX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, less than MXBPX's 5.94% 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% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Drawdowns
MXDPX vs. MXBPX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXBPX.
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Drawdown Indicators
| MXDPX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -55.80% | +16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -9.21% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -25.51% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -28.63% | +8.08% |
Current DrawdownCurrent decline from peak | -3.79% | -5.34% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -21.11% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.35% | -0.83% |
Volatility
MXDPX vs. MXBPX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Great-West Moderately Aggressive Profile Fund (MXBPX) has a volatility of 4.26%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.26% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 8.20% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 13.60% | -5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 13.42% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 13.67% | -4.80% |