MXDPX vs. MXEQX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Large Cap Value Fund (MXEQX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXEQX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXDPX vs. MXEQX - Performance Comparison
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MXDPX vs. MXEQX - 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% |
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly lower than MXEQX's 0.79% return. Over the past 10 years, MXDPX has underperformed MXEQX with an annualized return of 4.93%, while MXEQX has yielded a comparatively higher 18.85% 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%
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
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MXDPX vs. MXEQX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXEQX's 0.96% expense ratio.
Return for Risk
MXDPX vs. MXEQX — Risk / Return Rank
MXDPX
MXEQX
MXDPX vs. MXEQX - 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 Large Cap Value Fund (MXEQX). 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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.91 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.41 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.25 | +0.23 |
Martin ratioReturn relative to average drawdown | 5.70 | 5.45 | +0.25 |
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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.91 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.69 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.50 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.29 | -0.16 |
Correlation
The correlation between MXDPX and MXEQX is 0.80, 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. MXEQX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, more than MXEQX's 1.79% 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% |
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% |
Drawdowns
MXDPX vs. MXEQX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXEQX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXEQX.
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Drawdown Indicators
| MXDPX | MXEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -66.85% | +27.52% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -12.15% | +6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -16.81% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -37.73% | +17.18% |
Current DrawdownCurrent decline from peak | -3.79% | -5.23% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -13.36% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.88% | -1.36% |
Volatility
MXDPX vs. MXEQX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Great-West Large Cap Value Fund (MXEQX) has a volatility of 4.20%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 4.20% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 8.13% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 16.75% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 15.00% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 37.73% | -28.86% |