MXDPX vs. MXMPX
MXDPX (Great-West Moderately Conservative Profile Fund) and MXMPX (Great-West Moderate Profile Fund) are both Diversified Portfolio funds from Great-West. Over the past 10 years, MXDPX returned 5.38%/yr vs 6.48%/yr for MXMPX. With a 0.97 correlation, they move nearly in lockstep. MXDPX charges 0.37%/yr vs 0.39%/yr for MXMPX.
Performance
MXDPX vs. MXMPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXDPX achieves a 5.73% return, which is significantly lower than MXMPX's 7.32% return. Over the past 10 years, MXDPX has underperformed MXMPX with an annualized return of 5.38%, while MXMPX has yielded a comparatively higher 6.48% annualized return.
MXDPX
- 1D
- 0.34%
- 1M
- 1.14%
- YTD
- 5.73%
- 6M
- 5.49%
- 1Y
- 12.40%
- 3Y*
- 9.03%
- 5Y*
- 4.51%
- 10Y*
- 5.38%
MXMPX
- 1D
- 0.43%
- 1M
- 1.44%
- YTD
- 7.32%
- 6M
- 7.44%
- 1Y
- 15.75%
- 3Y*
- 10.95%
- 5Y*
- 5.94%
- 10Y*
- 6.48%
MXDPX vs. MXMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.73% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
MXMPX Great-West Moderate Profile Fund | 7.32% | 11.96% | 7.75% | 12.13% | -11.86% | 11.97% | 11.04% | 17.43% | -11.39% | 15.83% |
Correlation
The correlation between MXDPX and MXMPX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 1999 | 0.97 |
The correlation between MXDPX and MXMPX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
MXDPX vs. MXMPX — Risk / Return Rank
MXDPX
MXMPX
MXDPX vs. MXMPX - 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 Moderate Profile Fund (MXMPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXDPX | MXMPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.55 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.11 | 7.28 | +1.82 |
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Drawdowns
MXDPX vs. MXMPX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXMPX drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXMPX.
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Drawdown Indicators
| MXDPX | MXMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -53.35% | +14.02% |
Max Drawdown (1Y)Largest decline over 1 year | -4.94% | -6.12% | +1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -7.03% | -9.49% | +2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -22.74% | +2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -24.55% | +4.00% |
Current DrawdownCurrent decline from peak | -0.34% | -0.28% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -21.16% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.14% | -0.79% |
Volatility
MXDPX vs. MXMPX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.39%, while Great-West Moderate Profile Fund (MXMPX) has a volatility of 2.90%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 2.90% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 6.44% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 11.03% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 11.78% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 11.81% | -2.90% |
MXDPX vs. MXMPX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXMPX's 0.39% expense ratio.
Dividends
MXDPX vs. MXMPX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 4.99%, less than MXMPX's 7.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.99% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXMPX Great-West Moderate Profile Fund | 7.08% | 7.60% | 7.42% | 4.79% | 9.64% | 7.84% | 3.00% | 9.98% | 10.12% | 4.84% |
Frequently Asked Questions
With a correlation of 0.98, MXDPX and MXMPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MXMPX has higher volatility (2.90%) compared to MXDPX (2.39%). In terms of maximum drawdown, MXDPX dropped -39.33% vs MXMPX's -53.35%.
MXDPX currently has the higher Sharpe Ratio (1.68 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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