MXDPX vs. SPY
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXDPX or SPY.
Correlation
The correlation between MXDPX and SPY is 0.80, 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.
Performance
MXDPX vs. SPY - Performance Comparison
Loading data...
Key characteristics
MXDPX:
0.53
SPY:
0.70
MXDPX:
0.78
SPY:
1.13
MXDPX:
1.12
SPY:
1.17
MXDPX:
0.18
SPY:
0.76
MXDPX:
2.29
SPY:
2.93
MXDPX:
1.79%
SPY:
4.86%
MXDPX:
7.82%
SPY:
20.29%
MXDPX:
-39.03%
SPY:
-55.19%
MXDPX:
-16.73%
SPY:
-3.97%
Returns By Period
In the year-to-date period, MXDPX achieves a 2.62% return, which is significantly higher than SPY's 0.43% return. Over the past 10 years, MXDPX has underperformed SPY with an annualized return of 1.24%, while SPY has yielded a comparatively higher 12.66% annualized return.
MXDPX
2.62%
4.71%
0.89%
4.11%
3.89%
1.24%
SPY
0.43%
9.91%
-1.06%
14.09%
17.31%
12.66%
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. SPY - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MXDPX vs. SPY — Risk-Adjusted Performance Rank
MXDPX
SPY
MXDPX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and 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.
Loading data...
Dividends
MXDPX vs. SPY - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 2.92%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 2.92% | 2.99% | 3.11% | 1.89% | 3.15% | 1.15% | 1.92% | 3.10% | 2.49% | 1.79% | 2.68% | 3.10% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MXDPX vs. SPY - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.03%, 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. For additional features, visit the drawdowns tool.
Loading data...
Volatility
MXDPX vs. SPY - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 1.92%, while SPDR S&P 500 ETF (SPY) has a volatility of 6.25%. 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.
Loading data...