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MXDPX vs. VV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXDPX vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Moderately Conservative Profile Fund (MXDPX) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

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MXDPX vs. VV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VV
Vanguard Large-Cap ETF
-4.79%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%

Returns By Period

In the year-to-date period, MXDPX achieves a -1.31% return, which is significantly higher than VV's -4.79% return. Over the past 10 years, MXDPX has underperformed VV with an annualized return of 4.81%, while VV has yielded a comparatively higher 14.04% 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%

VV

1D
2.96%
1M
-4.90%
YTD
-4.79%
6M
-2.38%
1Y
17.59%
3Y*
18.49%
5Y*
11.31%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

MXDPX vs. VV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank

VV
VV Risk / Return Rank: 6464
Overall Rank
VV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VV Sortino Ratio Rank: 6060
Sortino Ratio Rank
VV Omega Ratio Rank: 6464
Omega Ratio Rank
VV Calmar Ratio Rank: 6464
Calmar Ratio Rank
VV Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXDPX vs. VV - Risk-Adjusted Trends 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.


MXDPXVVDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.95

-0.06

Sortino ratio

Return per unit of downside risk

1.28

1.46

-0.18

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.16

1.51

-0.35

Martin ratio

Return relative to average drawdown

4.56

7.07

-2.52

MXDPX vs. VV - Sharpe Ratio Comparison

The current MXDPX Sharpe Ratio is 0.89, which is comparable to the VV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MXDPX and VV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXDPXVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.95

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.66

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.78

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.56

-0.43

Correlation

The correlation between MXDPX and VV 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. VV - Dividend Comparison

MXDPX's dividend yield for the trailing twelve months is around 5.34%, more than VV's 1.13% yield.


TTM20252024202320222021202020192018201720162015
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%
VV
Vanguard Large-Cap ETF
1.13%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Drawdowns

MXDPX vs. VV - Drawdown Comparison

The maximum MXDPX drawdown since its inception was -39.33%, 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.


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Drawdown Indicators


MXDPXVVDifference

Max Drawdown

Largest peak-to-trough decline

-39.33%

-54.81%

+15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-5.89%

-12.09%

+6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-25.66%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-20.55%

-34.28%

+13.73%

Current Drawdown

Current decline from peak

-4.94%

-6.52%

+1.58%

Average Drawdown

Average peak-to-trough decline

-14.02%

-6.88%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.59%

-1.09%

Volatility

MXDPX vs. VV - Volatility Comparison

The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.49%, while Vanguard Large-Cap ETF (VV) has a volatility of 5.30%. 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.


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Volatility by Period


MXDPXVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

5.30%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

5.00%

9.58%

-4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

8.34%

18.60%

-10.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.01%

17.24%

-8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.86%

18.18%

-9.32%