MXDPX vs. VV
Compare and contrast key facts about Great-West Moderately Conservative Profile Fund (MXDPX) and Vanguard Large-Cap ETF (VV).
MXDPX is managed by Great-West. It was launched on Sep 26, 1999. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXDPX or VV.
Key characteristics
| MXDPX | VV | |
|---|---|---|
| YTD Return | 6.33% | 27.20% |
| 1Y Return | 10.88% | 35.38% |
| 3Y Return (Ann) | -2.13% | 9.53% |
| 5Y Return (Ann) | 2.10% | 15.76% |
| 10Y Return (Ann) | 1.24% | 13.35% |
| Sharpe Ratio | 1.92 | 3.04 |
| Sortino Ratio | 2.78 | 4.04 |
| Omega Ratio | 1.39 | 1.57 |
| Calmar Ratio | 0.82 | 4.42 |
| Martin Ratio | 11.71 | 20.06 |
| Ulcer Index | 1.11% | 1.90% |
| Daily Std Dev | 6.73% | 12.51% |
| Max Drawdown | -21.78% | -54.81% |
| Current Drawdown | -6.49% | -0.26% |
Correlation
The correlation between MXDPX and VV is 0.76, 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. VV - Performance Comparison
In the year-to-date period, MXDPX achieves a 6.33% return, which is significantly lower than VV's 27.20% return. Over the past 10 years, MXDPX has underperformed VV with an annualized return of 1.24%, while VV has yielded a comparatively higher 13.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXDPX vs. VV - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is higher than VV's 0.04% expense ratio.
Risk-Adjusted Performance
MXDPX vs. VV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderately Conservative Profile Fund (MXDPX) and Vanguard Large-Cap ETF (VV). 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.
Dividends
MXDPX vs. VV - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 1.43%, more than VV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 1.43% | 3.11% | 1.89% | 3.15% | 1.15% | 1.92% | 3.10% | 2.49% | 1.79% | 2.68% | 3.11% | 0.00% |
VV Vanguard Large-Cap ETF | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
Drawdowns
MXDPX vs. VV - Drawdown Comparison
The maximum MXDPX drawdown since its inception was -21.78%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for MXDPX and VV. For additional features, visit the drawdowns tool.
Volatility
MXDPX vs. VV - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 1.51%, while Vanguard Large-Cap ETF (VV) has a volatility of 3.85%. This indicates that MXDPX experiences smaller price fluctuations and is considered to be less risky than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.