MXDPX vs. TIBIX
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Thornburg Investment Income Builder Fund Class I (TIBIX).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. TIBIX is an actively managed fund by Thornburg. It was launched on Dec 24, 2002.
Performance
MXDPX vs. TIBIX - Performance Comparison
Loading graphics...
MXDPX vs. TIBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | -0.12% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
TIBIX Thornburg Investment Income Builder Fund Class I | 9.82% | 37.01% | 13.48% | 18.28% | -7.69% | 20.36% | -0.40% | 18.01% | -4.31% | 15.23% |
Returns By Period
In the year-to-date period, MXDPX achieves a -0.12% return, which is significantly lower than TIBIX's 9.82% return. Over the past 10 years, MXDPX has underperformed TIBIX with an annualized return of 4.93%, while TIBIX has yielded a comparatively higher 12.18% annualized return.
MXDPX
- 1D
- 1.21%
- 1M
- -3.35%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 8.54%
- 3Y*
- 7.61%
- 5Y*
- 3.82%
- 10Y*
- 4.93%
TIBIX
- 1D
- 1.69%
- 1M
- -2.43%
- YTD
- 9.82%
- 6M
- 16.92%
- 1Y
- 38.14%
- 3Y*
- 24.21%
- 5Y*
- 15.48%
- 10Y*
- 12.18%
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. TIBIX - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is lower than TIBIX's 0.93% expense ratio.
Return for Risk
MXDPX vs. TIBIX — Risk / Return Rank
MXDPX
TIBIX
MXDPX vs. TIBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and Thornburg Investment Income Builder Fund Class I (TIBIX). 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 | TIBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 3.57 | -2.53 |
Sortino ratioReturn per unit of downside risk | 1.49 | 4.54 | -3.05 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.79 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 4.43 | -2.96 |
Martin ratioReturn relative to average drawdown | 5.70 | 21.79 | -16.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXDPX | TIBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 3.57 | -2.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 1.40 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.91 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.75 | -0.62 |
Correlation
The correlation between MXDPX and TIBIX 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. TIBIX - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 5.28%, less than TIBIX's 5.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.28% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% | 0.00% | 0.00% |
TIBIX Thornburg Investment Income Builder Fund Class I | 5.40% | 5.83% | 5.67% | 4.89% | 5.89% | 5.33% | 4.31% | 4.46% | 4.77% | 4.52% | 4.14% | 4.66% |
Drawdowns
MXDPX vs. TIBIX - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -39.33%, smaller than the maximum TIBIX drawdown of -48.88%. Use the drawdown chart below to compare losses from any high point for MXDPX and TIBIX.
Loading graphics...
Drawdown Indicators
| MXDPX | TIBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -48.88% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -5.89% | -8.58% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | -20.79% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -20.55% | -34.85% | +14.30% |
Current DrawdownCurrent decline from peak | -3.79% | -3.47% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -6.00% | -8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.75% | -0.23% |
Volatility
MXDPX vs. TIBIX - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.87%, while Thornburg Investment Income Builder Fund Class I (TIBIX) has a volatility of 3.68%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than TIBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXDPX | TIBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.68% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 6.57% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 10.83% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.03% | 11.11% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.87% | 13.48% | -4.61% |