MXDPX vs. MXCPX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Conservative Profile Fund (MXCPX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXDPX vs. MXCPX - Performance Comparison
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MXDPX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MXDPX
MXCPX
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.
| MXDPX | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.13 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.57 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.37 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.54 | -0.98 |
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 | MXCPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
| MXDPX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.94% | -3.75% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.61% | -1.41% |
Ulcer IndexDepth 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
| MXDPX | MXCPX | Difference | |
|---|---|---|---|
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% |