MXDPX vs. MXINX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West International Index Fund (MXINX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXDPX vs. MXINX - Performance Comparison
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MXDPX vs. MXINX - 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% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly lower than MXINX's 0.95% return. Over the past 10 years, MXDPX has underperformed MXINX with an annualized return of 4.93%, while MXINX has yielded a comparatively higher 8.09% 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%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXDPX vs. MXINX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXINX's 0.65% expense ratio.
Return for Risk
MXDPX vs. MXINX — Risk / Return Rank
MXDPX
MXINX
MXDPX vs. MXINX - 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 International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.32 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.86 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.56 | -0.08 |
Martin ratioReturn relative to average drawdown | 5.70 | 6.51 | -0.81 |
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 | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.32 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.48 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.29 | -0.16 |
Correlation
The correlation between MXDPX and MXINX is 0.78, 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. MXINX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, more than MXINX's 3.31% 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% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXDPX vs. MXINX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXINX.
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Drawdown Indicators
| MXDPX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -34.59% | -4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -11.43% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -29.75% | +9.20% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -34.59% | +14.04% |
Current DrawdownCurrent decline from peak | -3.79% | -8.19% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -8.65% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 3.27% | -1.75% |
Volatility
MXDPX vs. MXINX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 7.84% | -4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 11.28% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 18.21% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 16.65% | -7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 16.95% | -8.08% |