MXDPX vs. VV
MXDPX (Great-West Moderately Conservative Profile Fund) and VV (Vanguard Large-Cap ETF) are both funds - MXDPX is a Diversified Portfolio fund managed by Great-West, while VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index. Over the past 10 years, MXDPX returned 5.38%/yr vs 15.78%/yr for VV. Their correlation of 0.84 suggests significant overlap in exposure. MXDPX charges 0.37%/yr vs 0.04%/yr for VV.
Performance
MXDPX vs. VV - Performance Comparison
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Returns By Period
In the year-to-date period, MXDPX achieves a 5.73% return, which is significantly lower than VV's 9.48% return. Over the past 10 years, MXDPX has underperformed VV with an annualized return of 5.38%, while VV has yielded a comparatively higher 15.78% annualized return.
MXDPX
- 1D
- 0.34%
- 1M
- 1.14%
- YTD
- 5.73%
- 6M
- 5.49%
- 1Y
- 12.40%
- 3Y*
- 9.03%
- 5Y*
- 4.51%
- 10Y*
- 5.38%
VV
- 1D
- -0.40%
- 1M
- 0.17%
- YTD
- 9.48%
- 6M
- 9.02%
- 1Y
- 26.45%
- 3Y*
- 21.58%
- 5Y*
- 13.13%
- 10Y*
- 15.78%
MXDPX vs. VV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.73% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
VV Vanguard Large-Cap ETF | 9.48% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
Correlation
The correlation between MXDPX and VV is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.84 |
The correlation between MXDPX and VV has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.
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Return for Risk
MXDPX vs. VV — Risk / Return Rank
MXDPX
VV
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXDPX | VV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.89 | -0.39 |
| Martin ratioReturn relative to average drawdown | 9.11 | 12.78 | -3.67 |
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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
| MXDPX | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.33% | -54.81% | +15.48% |
Max Drawdown (1Y)Largest decline over 1 year | -4.94% | -9.21% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -7.03% | -18.97% | +11.94% |
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 DrawdownCurrent decline from peak | -0.34% | -1.80% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -13.91% | -6.83% | -7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 2.08% | -0.73% |
Volatility
MXDPX vs. VV - Volatility Comparison
The current volatility for Great-West Moderately Conservative Profile Fund (MXDPX) is 2.39%, while Vanguard Large-Cap ETF (VV) has a volatility of 4.72%. 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
| MXDPX | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.39% | 4.72% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 5.09% | 9.84% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.32% | 12.59% | -5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 17.32% | -8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.91% | 18.24% | -9.33% |
MXDPX vs. VV - Expense Ratio Comparison
MXDPX has a 0.37% expense ratio, which is higher than VV's 0.04% expense ratio.
Dividends
MXDPX vs. VV - Dividend Comparison
MXDPX's dividend yield for the trailing twelve months is around 4.99%, more than VV's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.99% | 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 | 0.99% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
MXDPX and VV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VV has higher volatility (4.72%) compared to MXDPX (2.39%). In terms of maximum drawdown, MXDPX dropped -39.33% vs VV's -54.81%.
VV currently has the higher Sharpe Ratio (2.11 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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