MXDPX vs. MXXLX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Great-West Lifetime 2055 Fund (MXXLX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. MXXLX is managed by Great-West. It was launched on Apr 30, 2009.
Performance
MXDPX vs. MXXLX - Performance Comparison
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MXDPX vs. MXXLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | -0.12% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly higher than MXXLX's -1.40% return. Over the past 10 years, MXDPX has underperformed MXXLX with an annualized return of 4.93%, while MXXLX has yielded a comparatively higher 8.61% annualized return.
MXDPX
- 1D
- 1.21%
- 1M
- -3.35%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 8.54%
- 3Y*
- 7.61%
- 5Y*
- 3.82%
- 10Y*
- 4.93%
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
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MXDPX vs. MXXLX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than MXXLX's 0.57% expense ratio.
Return for Risk
MXDPX vs. MXXLX — Risk / Return Rank
MXDPX
MXXLX
MXDPX vs. MXXLX - 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 Lifetime 2055 Fund (MXXLX). 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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 1.02 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.51 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.42 | +0.05 |
Martin ratioReturn relative to average drawdown | 5.70 | 6.39 | -0.70 |
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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.02 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.41 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.44 | -0.31 |
Correlation
The correlation between MXDPX and MXXLX is 0.95, 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. MXXLX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, more than MXXLX's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.28% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Drawdowns
MXDPX vs. MXXLX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than MXXLX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXDPX and MXXLX.
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Drawdown Indicators
| MXDPX | MXXLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -33.59% | -5.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -11.36% | +5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -28.94% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -33.59% | +13.04% |
Current DrawdownCurrent decline from peak | -3.79% | -6.66% | +2.87% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -7.09% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.53% | -1.01% |
Volatility
MXDPX vs. MXXLX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Great-West Lifetime 2055 Fund (MXXLX) has a volatility of 5.71%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | MXXLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 5.71% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 9.11% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 15.85% | -7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 15.57% | -6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 16.41% | -7.54% |