MXDPX vs. QBDSX
MXDPX (Great-West Moderately Conservative Profile Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, MXDPX returned 5.30%/yr vs 0.56%/yr for QBDSX. Their 0.39 correlation means their historical movements had little consistent relationship. MXDPX charges 0.37%/yr vs 1.31%/yr for QBDSX.
Performance
MXDPX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, MXDPX achieves a 5.97% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, MXDPX has outperformed QBDSX with an annualized return of 5.30%, while QBDSX has yielded a comparatively lower 0.56% annualized return.
MXDPX
- 1D
- -0.11%
- 1M
- 0.00%
- 6M
- 3.86%
- YTD
- 5.97%
- 1Y
- 11.18%
- 3Y*
- 8.55%
- 5Y*
- 4.18%
- 10Y*
- 5.30%
- ALL TIME*
- 1.45%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXDPX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.97% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between MXDPX and QBDSX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.39 |
Over the past year, MXDPX and QBDSX have become more correlated (0.68) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
MXDPX vs. QBDSX — Risk / Return Rank
MXDPX
QBDSX
MXDPX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and Quantified Managed Income Fund (QBDSX). 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 | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | -0.03 | +2.25 |
| Martin ratioReturn relative to average drawdown | 8.12 | -0.07 | +8.18 |
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Drawdowns
MXDPX vs. QBDSX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for MXDPX and QBDSX.
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Drawdown Indicators
| MXDPX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -18.38% | -20.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.94% | -3.09% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -7.03% | -3.76% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -7.40% | -13.15% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -18.38% | -2.17% |
Current DrawdownCurrent decline from peak | -0.34% | -8.29% | +7.95% |
Average DrawdownAverage peak-to-trough decline | -13.85% | -6.86% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.43% | -0.08% |
Volatility
MXDPX vs. QBDSX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 1.45% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 0.75% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.17% | 2.38% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.37% | 3.52% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 4.31% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 5.24% | +3.63% |
MXDPX vs. QBDSX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
MXDPX vs. QBDSX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 4.97%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.97% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% | 0.00% | 0.00% |
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
Frequently Asked Questions
MXDPX and QBDSX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXDPX has higher volatility (1.45%) compared to QBDSX (0.75%). In terms of maximum drawdown, MXDPX dropped -39.33% vs QBDSX's -18.38%.
MXDPX currently has the higher Sharpe Ratio (1.49 vs -0.03), 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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