MXDPX vs. SIFAX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. SIFAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
MXDPX vs. SIFAX - Performance Comparison
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MXDPX vs. SIFAX - 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 9.34% | 7.82% | 4.08% | -1.74% | 8.48% | 10.83% | -1.59% | 5.68% | -3.64% | -1.96% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly lower than SIFAX's 9.34% return. Over the past 10 years, MXDPX has outperformed SIFAX with an annualized return of 4.81%, while SIFAX has yielded a comparatively lower 3.95% 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%
SIFAX
- 1D
- 0.46%
- 1M
- 2.61%
- YTD
- 9.34%
- 6M
- 11.23%
- 1Y
- 11.09%
- 3Y*
- 7.29%
- 5Y*
- 6.95%
- 10Y*
- 3.95%
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MXDPX vs. SIFAX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than SIFAX's 0.90% expense ratio.
Return for Risk
MXDPX vs. SIFAX — Risk / Return Rank
MXDPX
SIFAX
MXDPX vs. SIFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 2.19 | -1.30 |
Sortino ratioReturn per unit of downside risk | 1.28 | 3.07 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 3.74 | -2.57 |
Martin ratioReturn relative to average drawdown | 4.56 | 9.56 | -5.01 |
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 | SIFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.19 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 1.27 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.77 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.36 | -0.24 |
Correlation
The correlation between MXDPX and SIFAX is 0.30, 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. SIFAX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than SIFAX's 4.16% 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% |
SIFAX SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund | 4.16% | 4.55% | 3.25% | 3.82% | 11.90% | 7.89% | 1.45% | 1.49% | 1.90% | 1.39% | 1.15% | 0.48% |
Drawdowns
MXDPX vs. SIFAX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for MXDPX and SIFAX.
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Drawdown Indicators
| MXDPX | SIFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -23.62% | -15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -3.07% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -8.32% | -12.23% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -14.69% | -5.86% |
Current DrawdownCurrent decline from peak | -4.94% | 0.00% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -8.65% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.25% | +0.25% |
Volatility
MXDPX vs. SIFAX - Volatility Comparison
Great-West Moderately Conservative Profile Fund (MXDPX) has a higher volatility of 2.49% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.03%. This indicates that MXDPX's price experiences larger fluctuations and is considered to be riskier than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | SIFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.03% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 3.91% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 5.30% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 5.50% | +3.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 5.16% | +3.70% |