MXDPX vs. MXMVX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Mid Cap Value Fund (MXMVX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXMVX is managed by Great-West. It was launched on May 15, 2008.
Performance
MXDPX vs. MXMVX - Performance Comparison
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MXDPX vs. MXMVX - 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% |
MXMVX Great-West Mid Cap Value Fund | 0.64% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than MXMVX's 0.64% return. Over the past 10 years, MXDPX has underperformed MXMVX with an annualized return of 4.81%, while MXMVX has yielded a comparatively higher 6.77% 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%
MXMVX
- 1D
- -0.63%
- 1M
- -7.27%
- YTD
- 0.64%
- 6M
- 2.86%
- 1Y
- 12.36%
- 3Y*
- 12.07%
- 5Y*
- 4.26%
- 10Y*
- 6.77%
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MXDPX vs. MXMVX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXMVX's 1.15% expense ratio.
Return for Risk
MXDPX vs. MXMVX — Risk / Return Rank
MXDPX
MXMVX
MXDPX vs. MXMVX - 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 Mid Cap Value Fund (MXMVX). 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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.60 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.28 | 0.99 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.76 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.56 | 3.47 | +1.09 |
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 | MXMVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.60 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.22 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.33 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.19 | -0.06 |
Correlation
The correlation between MXDPX and MXMVX is 0.83, 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. MXMVX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, less than MXMVX's 5.95% 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% |
MXMVX Great-West Mid Cap Value Fund | 5.95% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
Drawdowns
MXDPX vs. MXMVX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXMVX drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXMVX.
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Drawdown Indicators
| MXDPX | MXMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -57.13% | +17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -14.03% | +8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -34.69% | +14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -45.46% | +24.91% |
Current DrawdownCurrent decline from peak | -4.94% | -7.45% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.62% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.23% | -1.73% |
Volatility
MXDPX vs. MXMVX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Great-West Mid Cap Value Fund (MXMVX) has a volatility of 4.44%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 4.44% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.67% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 20.68% | -12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 19.67% | -10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 20.55% | -11.69% |