MXDPX vs. MXISX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXDPX vs. MXISX - Performance Comparison
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MXDPX vs. MXISX - 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 0.54% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than MXISX's 0.54% return. Over the past 10 years, MXDPX has underperformed MXISX with an annualized return of 4.81%, while MXISX has yielded a comparatively higher 8.66% 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%
MXISX
- 1D
- -0.76%
- 1M
- -6.75%
- YTD
- 0.54%
- 6M
- 2.13%
- 1Y
- 16.58%
- 3Y*
- 8.58%
- 5Y*
- 3.14%
- 10Y*
- 8.66%
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MXDPX vs. MXISX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXISX's 0.56% expense ratio.
Return for Risk
MXDPX vs. MXISX — Risk / Return Rank
MXDPX
MXISX
MXDPX vs. MXISX - 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 S&P Small Cap 600 Index Fund (MXISX). 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 | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.67 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.11 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.15 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.86 | +0.30 |
Martin ratioReturn relative to average drawdown | 4.56 | 3.56 | +0.99 |
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 | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.67 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.15 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.37 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.19 | -0.06 |
Correlation
The correlation between MXDPX and MXISX is 0.79, 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. MXISX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, less than MXISX's 7.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.41% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXDPX vs. MXISX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXISX.
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Drawdown Indicators
| MXDPX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -70.66% | +31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -14.88% | +8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -28.07% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -44.78% | +24.23% |
Current DrawdownCurrent decline from peak | -4.94% | -8.40% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -21.97% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.93% | -2.43% |
Volatility
MXDPX vs. MXISX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Great-West S&P Small Cap 600 Index Fund (MXISX) has a volatility of 5.50%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 5.50% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 12.71% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 24.12% | -15.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 21.82% | -12.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 23.82% | -14.96% |