MXDPX vs. MXIVX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West International Value Fund (MXIVX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXIVX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXDPX vs. MXIVX - Performance Comparison
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MXDPX vs. MXIVX - 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% |
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
Returns By Period
The year-to-date returns for both investments are quite close, with MXDPX having a -1.31% return and MXIVX slightly higher at -1.26%. Over the past 10 years, MXDPX has underperformed MXIVX with an annualized return of 4.81%, while MXIVX has yielded a comparatively higher 8.52% 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%
MXIVX
- 1D
- 0.38%
- 1M
- -10.51%
- YTD
- -1.26%
- 6M
- 4.58%
- 1Y
- 24.18%
- 3Y*
- 16.45%
- 5Y*
- 9.22%
- 10Y*
- 8.52%
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MXDPX vs. MXIVX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXIVX's 1.07% expense ratio.
Return for Risk
MXDPX vs. MXIVX — Risk / Return Rank
MXDPX
MXIVX
MXDPX vs. MXIVX - 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 Value Fund (MXIVX). 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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.37 | -0.48 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.86 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.73 | -0.56 |
Martin ratioReturn relative to average drawdown | 4.56 | 7.32 | -2.76 |
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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.37 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.59 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.44 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.16 | -0.04 |
Correlation
The correlation between MXDPX and MXIVX is 0.74, 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. MXIVX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, less than MXIVX's 6.04% 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% |
MXIVX Great-West International Value Fund | 6.04% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Drawdowns
MXDPX vs. MXIVX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXIVX.
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Drawdown Indicators
| MXDPX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -76.77% | +37.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -11.65% | +5.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -29.13% | +8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -33.18% | +12.63% |
Current DrawdownCurrent decline from peak | -4.94% | -10.51% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -22.30% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.22% | -1.72% |
Volatility
MXDPX vs. MXIVX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Great-West International Value Fund (MXIVX) has a volatility of 6.34%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 6.34% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.99% | -4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 16.88% | -8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 15.88% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 19.34% | -10.48% |