MXDPX vs. MXLSX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Small Cap Value Fund (MXLSX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXDPX vs. MXLSX - Performance Comparison
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MXDPX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than MXLSX's 1.81% return. Over the past 10 years, MXDPX has underperformed MXLSX with an annualized return of 4.81%, while MXLSX has yielded a comparatively higher 8.19% 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%
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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MXDPX vs. MXLSX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXLSX's 1.09% expense ratio.
Return for Risk
MXDPX vs. MXLSX — Risk / Return Rank
MXDPX
MXLSX
MXDPX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.54 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.92 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.77 | +0.40 |
Martin ratioReturn relative to average drawdown | 4.56 | 2.97 | +1.59 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.54 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.28 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.37 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.25 | -0.13 |
Correlation
The correlation between MXDPX and MXLSX 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. MXLSX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than MXLSX's 0.47% 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% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXDPX vs. MXLSX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXLSX.
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Drawdown Indicators
| MXDPX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -60.41% | +21.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -15.02% | +9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -26.04% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -43.52% | +22.97% |
Current DrawdownCurrent decline from peak | -4.94% | -8.88% | +3.94% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.20% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 4.19% | -2.69% |
Volatility
MXDPX vs. MXLSX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Great-West Small Cap Value Fund (MXLSX) has a volatility of 5.13%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 5.13% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 11.94% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 23.41% | -15.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 20.90% | -11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 22.28% | -13.42% |