MXDPX vs. MXLGX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Large Cap Growth Fund (MXLGX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXDPX vs. MXLGX - Performance Comparison
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MXDPX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXDPX has underperformed MXLGX with an annualized return of 4.93%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXDPX vs. MXLGX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXDPX vs. MXLGX — Risk / Return Rank
MXDPX
MXLGX
MXDPX vs. MXLGX - 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 Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.56 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.99 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.75 | +0.72 |
Martin ratioReturn relative to average drawdown | 5.70 | 2.29 | +3.41 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.56 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.45 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.63 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.23 | -0.11 |
Correlation
The correlation between MXDPX and MXLGX is 0.77, 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. MXLGX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXDPX vs. MXLGX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXLGX.
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Drawdown Indicators
| MXDPX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -62.98% | +23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -14.95% | +9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -38.07% | +17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -38.07% | +17.52% |
Current DrawdownCurrent decline from peak | -3.79% | -12.28% | +8.49% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -25.98% | +11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 4.89% | -3.37% |
Volatility
MXDPX vs. MXLGX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Great-West Large Cap Growth Fund (MXLGX) has a volatility of 6.00%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 6.00% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 11.40% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 21.59% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 21.88% | -12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 23.42% | -14.55% |