MXDPX vs. SICIX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. SICIX is managed by SEI. It was launched on Nov 16, 2003.
Performance
MXDPX vs. SICIX - Performance Comparison
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MXDPX vs. SICIX - 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% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 0.36% | 8.12% | 5.52% | 5.29% | -6.23% | 4.13% | 2.62% | 9.36% | -2.07% | 5.13% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than SICIX's 0.36% return. Over the past 10 years, MXDPX has outperformed SICIX with an annualized return of 4.81%, while SICIX has yielded a comparatively lower 3.36% 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%
SICIX
- 1D
- 0.27%
- 1M
- -2.39%
- YTD
- 0.36%
- 6M
- 1.75%
- 1Y
- 5.89%
- 3Y*
- 5.80%
- 5Y*
- 3.22%
- 10Y*
- 3.36%
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MXDPX vs. SICIX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than SICIX's 0.51% expense ratio.
Return for Risk
MXDPX vs. SICIX — Risk / Return Rank
MXDPX
SICIX
MXDPX vs. SICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and SEI Asset Allocation Trust Conservative Strategy Fund (SICIX). 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 | SICIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.66 | -0.77 |
Sortino ratioReturn per unit of downside risk | 1.28 | 2.20 | -0.92 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.19 | -1.03 |
Martin ratioReturn relative to average drawdown | 4.56 | 8.95 | -4.39 |
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 | SICIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.66 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.84 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.87 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.78 | -0.65 |
Correlation
The correlation between MXDPX and SICIX is 0.77, 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. SICIX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than SICIX's 2.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SICIX SEI Asset Allocation Trust Conservative Strategy Fund | 2.86% | 2.87% | 3.67% | 2.80% | 4.69% | 3.46% | 1.84% | 2.91% | 1.80% | 1.81% | 1.64% | 1.97% |
Drawdowns
MXDPX vs. SICIX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than SICIX's maximum drawdown of -27.62%. Use the drawdown chart below to compare losses from any high point for MXDPX and SICIX.
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Drawdown Indicators
| MXDPX | SICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -27.62% | -11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -2.73% | -3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -10.94% | -9.61% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -11.61% | -8.94% |
Current DrawdownCurrent decline from peak | -4.94% | -2.39% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -3.59% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 0.67% | +0.83% |
Volatility
MXDPX vs. SICIX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.49% compared to SEI Asset Allocation Trust Conservative Strategy Fund (SICIX) at 1.24%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than SICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | SICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 1.24% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 2.06% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 3.66% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 3.87% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 3.89% | +4.97% |