MXDPX vs. SHSAX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. SHSAX is managed by Blackrock. It was launched on Dec 20, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXDPX or SHSAX.
Key characteristics
| MXDPX | SHSAX | |
|---|---|---|
| YTD Return | 6.84% | 9.04% |
| 1Y Return | 13.93% | 16.38% |
| 3Y Return (Ann) | -2.04% | -2.80% |
| 5Y Return (Ann) | 2.27% | 3.04% |
| 10Y Return (Ann) | 1.27% | 3.53% |
| Sharpe Ratio | 1.98 | 1.17 |
| Sortino Ratio | 2.86 | 1.53 |
| Omega Ratio | 1.40 | 1.23 |
| Calmar Ratio | 0.76 | 0.60 |
| Martin Ratio | 12.13 | 5.24 |
| Ulcer Index | 1.10% | 2.68% |
| Daily Std Dev | 6.74% | 12.02% |
| Max Drawdown | -21.78% | -39.26% |
| Current Drawdown | -6.04% | -10.97% |
Correlation
The correlation between MXDPX and SHSAX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MXDPX vs. SHSAX - Performance Comparison
In the year-to-date period, MXDPX achieves a 6.84% return, which is significantly lower than SHSAX's 9.04% return. Over the past 10 years, MXDPX has underperformed SHSAX with an annualized return of 1.27%, while SHSAX has yielded a comparatively higher 3.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. SHSAX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than SHSAX's 1.09% expense ratio.
Risk-Adjusted Performance
MXDPX vs. SHSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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.
Dividends
MXDPX vs. SHSAX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 1.42%, more than SHSAX's 0.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 1.42% | 3.11% | 1.89% | 3.15% | 1.15% | 1.92% | 3.10% | 2.49% | 1.79% | 2.68% | 3.11% | 0.00% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 0.24% | 0.26% | 0.34% | 0.00% | 0.00% | 0.30% | 0.11% | 0.00% | 0.00% | 1.38% | 0.04% | 0.08% |
Drawdowns
MXDPX vs. SHSAX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -21.78%, smaller than the maximum SHSAX drawdown of -39.26%. Use the drawdown chart below to compare losses from any high point for MXDPX and SHSAX. For additional features, visit the drawdowns tool.
Volatility
MXDPX vs. SHSAX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 1.46%, while BlackRock Health Sciences Opportunities Portfolio (SHSAX) has a volatility of 3.33%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than SHSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.