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MXDPX vs. MXCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXDPX vs. MXCPX - Performance Comparison

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

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MXDPX vs. MXCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXDPX
Great-West Moderately Conservative Profile Fund
-1.31%10.02%6.17%10.19%-11.44%9.24%9.30%14.91%-5.19%8.25%
MXCPX
Great-West Conservative Profile Fund
-0.90%8.19%4.95%8.41%-10.33%6.35%8.07%11.40%-3.95%5.94%

Returns By Period

In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than MXCPX's -0.90% return. Over the past 10 years, MXDPX has outperformed MXCPX with an annualized return of 4.81%, while MXCPX has yielded a comparatively lower 3.62% annualized return.


MXDPX

1D
0.00%
1M
-4.83%
YTD
-1.31%
6M
0.20%
1Y
7.37%
3Y*
7.18%
5Y*
3.57%
10Y*
4.81%

MXCPX

1D
0.13%
1M
-3.75%
YTD
-0.90%
6M
0.33%
1Y
5.79%
3Y*
5.91%
5Y*
2.72%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXDPX vs. MXCPX - Expense Ratio Comparison

Both MXDPX and MXCPX have an expense ratio of 0.37%.


Return for Risk

MXDPX vs. MXCPX — 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: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank

MXCPX
MXCPX Risk / Return Rank: 6060
Overall Rank
MXCPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MXCPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MXCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXCPX Martin Ratio Rank: 5858
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. MXCPX - 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 Conservative Profile Fund (MXCPX). 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.


MXDPXMXCPXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.13

-0.24

Sortino ratio

Return per unit of downside risk

1.28

1.57

-0.29

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.16

1.37

-0.21

Martin ratio

Return relative to average drawdown

4.56

5.54

-0.98

MXDPX vs. MXCPX - Sharpe Ratio Comparison

The current MXDPX Sharpe Ratio is 0.89, which is comparable to the MXCPX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of MXDPX and MXCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXDPXMXCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.13

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.41

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.07

+0.05

Correlation

The correlation between MXDPX and MXCPX is 0.94, 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. MXCPX - Dividend Comparison

MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than MXCPX's 3.49% yield.


TTM202520242023202220212020201920182017
MXDPX
Great-West Moderately Conservative Profile Fund
5.34%5.27%4.86%5.29%6.69%6.84%2.38%7.36%7.84%2.90%
MXCPX
Great-West Conservative Profile Fund
3.49%3.45%4.53%4.17%5.70%5.20%2.46%5.62%5.53%2.70%

Drawdowns

MXDPX vs. MXCPX - Drawdown Comparison

The maximum MXDPX drawdown since its inception was -39.33%, which is greater than MXCPX's maximum drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXCPX.


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Drawdown Indicators


MXDPXMXCPXDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-35.02%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-4.11%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-17.81%

-2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-20.55%

-17.81%

-2.74%

Current Drawdown

Current decline from peak

-4.94%

-3.75%

-1.19%

Average Drawdown

Average peak-to-trough decline

-14.02%

-12.61%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.02%

+0.48%

Volatility

MXDPX vs. MXCPX - Volatility Comparison

Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.49% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXDPXMXCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

1.97%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

3.19%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.34%

5.27%

+3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

6.68%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

6.49%

+2.37%