MXDPX vs. SPY
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and State Street SPDR S&P 500 ETF (SPY).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
MXDPX vs. SPY - Performance Comparison
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MXDPX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, MXDPX has underperformed SPY with an annualized return of 4.81%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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MXDPX vs. SPY - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
MXDPX vs. SPY — Risk / Return Rank
MXDPX
SPY
MXDPX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 0.93 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.45 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.53 | -0.36 |
Martin ratioReturn relative to average drawdown | 4.56 | 7.30 | -2.74 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 0.93 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.78 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.56 | -0.44 |
Correlation
The correlation between MXDPX and SPY is 0.84, 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. SPY - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
MXDPX vs. SPY - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MXDPX and SPY.
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Drawdown Indicators
| MXDPX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -55.19% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -12.05% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -24.50% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -33.72% | +13.17% |
Current DrawdownCurrent decline from peak | -4.94% | -6.24% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -9.09% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 2.52% | -1.02% |
Volatility
MXDPX vs. SPY - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXDPX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 5.31% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.47% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.34% | 19.05% | -10.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.01% | 17.06% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.86% | 17.92% | -9.06% |