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MXDPX vs. MXSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXDPX vs. MXSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Short Duration Bond Fund (MXSDX). The values are adjusted to include any dividend payments, if applicable.

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MXDPX vs. MXSDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MXSDX
Great-West Short Duration Bond Fund
0.10%5.30%4.24%5.67%-4.25%-0.03%4.64%5.40%0.73%1.39%

Returns By Period

In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than MXSDX's 0.10% return. Over the past 10 years, MXDPX has outperformed MXSDX with an annualized return of 4.81%, while MXSDX has yielded a comparatively lower 2.24% 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%

MXSDX

1D
0.10%
1M
-0.66%
YTD
0.10%
6M
1.20%
1Y
3.78%
3Y*
4.54%
5Y*
2.15%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXDPX vs. MXSDX - Expense Ratio Comparison

MXDPX has a 0.37% expense ratio, which is lower than MXSDX's 0.60% expense ratio.


Return for Risk

MXDPX vs. MXSDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank

MXSDX
MXSDX Risk / Return Rank: 9797
Overall Rank
MXSDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9797
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXDPX vs. MXSDX - 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 Short Duration Bond Fund (MXSDX). 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.


MXDPXMXSDXDifference

Sharpe ratio

Return per unit of total volatility

0.89

2.39

-1.50

Sortino ratio

Return per unit of downside risk

1.28

3.62

-2.34

Omega ratio

Gain probability vs. loss probability

1.19

1.63

-0.44

Calmar ratio

Return relative to maximum drawdown

1.16

3.79

-2.63

Martin ratio

Return relative to average drawdown

4.56

17.64

-13.08

MXDPX vs. MXSDX - Sharpe Ratio Comparison

The current MXDPX Sharpe Ratio is 0.89, which is lower than the MXSDX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MXDPX and MXSDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXDPXMXSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

2.39

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

1.04

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

1.13

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.32

-0.19

Correlation

The correlation between MXDPX and MXSDX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MXDPX vs. MXSDX - Dividend Comparison

MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than MXSDX's 3.08% yield.


TTM202520242023202220212020201920182017
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%
MXSDX
Great-West Short Duration Bond Fund
3.08%3.08%4.43%2.31%1.51%1.87%2.14%2.06%1.90%0.70%

Drawdowns

MXDPX vs. MXSDX - Drawdown Comparison

The maximum MXDPX drawdown since its inception was -39.33%, which is greater than MXSDX's maximum drawdown of -10.81%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXSDX.


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Drawdown Indicators


MXDPXMXSDXDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-10.81%

-28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-1.05%

-4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-6.63%

-13.92%

Max Drawdown (10Y)

Largest decline over 10 years

-20.55%

-7.78%

-12.77%

Current Drawdown

Current decline from peak

-4.94%

-0.66%

-4.28%

Average Drawdown

Average peak-to-trough decline

-14.02%

-3.05%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

0.23%

+1.27%

Volatility

MXDPX vs. MXSDX - Volatility Comparison

Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.49% compared to Great-West Short Duration Bond Fund (MXSDX) at 0.50%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than MXSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXDPXMXSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

0.50%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

0.84%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

8.34%

1.80%

+6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

2.10%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

2.00%

+6.86%