MXDPX vs. MXVIX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West S&P 500 Index Fund (MXVIX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXDPX vs. MXVIX - Performance Comparison
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MXDPX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXDPX has underperformed MXVIX with an annualized return of 4.81%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXDPX vs. MXVIX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXVIX's 0.51% expense ratio.
Return for Risk
MXDPX vs. MXVIX — Risk / Return Rank
MXDPX
MXVIX
MXDPX vs. MXVIX - 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 S&P 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.70 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.17 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.99 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.56 | 4.71 | -0.15 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.70 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.71 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.44 | -0.32 |
Correlation
The correlation between MXDPX and MXVIX 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. MXVIX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXDPX vs. MXVIX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXVIX.
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Drawdown Indicators
| MXDPX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -58.12% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -12.13% | +6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -24.74% | +4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -33.82% | +13.27% |
Current DrawdownCurrent decline from peak | -4.94% | -8.94% | +4.00% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -8.74% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.90% | -1.40% |
Volatility
MXDPX vs. MXVIX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Great-West S&P 500 Index Fund (MXVIX) has a volatility of 4.23%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 4.23% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.07% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 19.21% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 17.17% | -8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 18.18% | -9.32% |