MXDPX vs. QBDSX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Quantified Managed Income Fund (QBDSX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
MXDPX vs. QBDSX - Performance Comparison
Loading graphics...
MXDPX vs. QBDSX - 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% |
QBDSX Quantified Managed Income Fund | -0.76% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly higher than QBDSX's -0.76% return. Over the past 10 years, MXDPX has outperformed QBDSX with an annualized return of 4.93%, while QBDSX has yielded a comparatively lower 0.83% 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%
QBDSX
- 1D
- 0.38%
- 1M
- -2.72%
- YTD
- -0.76%
- 6M
- -1.90%
- 1Y
- 1.86%
- 3Y*
- 2.60%
- 5Y*
- 0.90%
- 10Y*
- 0.83%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXDPX vs. QBDSX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
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.
| MXDPX | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.63 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.49 | 0.91 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.12 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 0.93 | +0.54 |
Martin ratioReturn relative to average drawdown | 5.70 | 3.64 | +2.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXDPX | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.63 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.21 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.16 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.15 | -0.02 |
Correlation
The correlation between MXDPX and QBDSX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXDPX vs. QBDSX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, more than QBDSX's 4.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
QBDSX Quantified Managed Income Fund | 4.51% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
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.
Loading graphics...
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 | -5.89% | -3.09% | -2.80% |
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 | -3.79% | -8.75% | +4.96% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -6.83% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 0.79% | +0.73% |
Volatility
MXDPX vs. QBDSX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.87% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. 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.
Loading graphics...
Volatility by Period
| MXDPX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 1.31% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 2.79% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 3.76% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 4.32% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 5.25% | +3.62% |