MXECX vs. MXBPX
MXECX (Great-West Core Strategies: International Equity Fund) and MXBPX (Great-West Moderately Aggressive Profile Fund) are both mutual funds - MXECX is a Foreign Large Cap Equities fund managed by Great-West, while MXBPX is a Diversified Portfolio fund managed by Great-West. Over the past 5 years, MXECX returned 7.83%/yr vs 6.60%/yr for MXBPX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. MXECX charges 0.65%/yr vs 0.42%/yr for MXBPX.
Performance
MXECX vs. MXBPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MXECX having a 9.23% return and MXBPX slightly higher at 9.25%.
MXECX
- 1D
- -1.10%
- 1M
- 2.04%
- 6M
- 4.30%
- YTD
- 9.23%
- 1Y
- 20.85%
- 3Y*
- 14.68%
- 5Y*
- 7.83%
- 10Y*
- —
- ALL TIME*
- 7.83%
MXBPX
- 1D
- -0.12%
- 1M
- 0.12%
- 6M
- 5.84%
- YTD
- 9.25%
- 1Y
- 17.06%
- 3Y*
- 11.99%
- 5Y*
- 6.60%
- 10Y*
- 7.52%
- ALL TIME*
- 1.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXECX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXECX Great-West Core Strategies: International Equity Fund | 9.23% | 29.17% | 3.12% | 17.53% | -14.33% | 9.43% | 8.85% | 23.05% | -14.54% |
MXBPX Great-West Moderately Aggressive Profile Fund | 9.25% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -10.16% |
Correlation
The correlation between MXECX and MXBPX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2018 | 0.75 |
The correlation between MXECX and MXBPX has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
MXECX vs. MXBPX — Risk / Return Rank
MXECX
MXBPX
MXECX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Core Strategies: International Equity Fund (MXECX) and Great-West Moderately Aggressive Profile Fund (MXBPX). 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.
| MXECX | MXBPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.29 | -0.33 |
| Martin ratioReturn relative to average drawdown | 7.30 | 7.97 | -0.67 |
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Drawdowns
MXECX vs. MXBPX - Drawdown Comparison
The maximum MXECX drawdown since its inception was -33.69%, smaller than the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXECX and MXBPX.
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Drawdown Indicators
| MXECX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -55.80% | +22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -7.12% | -3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -13.91% | -11.46% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.49% | -25.51% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.63% | — |
Current DrawdownCurrent decline from peak | -1.10% | -0.37% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -20.86% | +14.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.05% | +0.84% |
Volatility
MXECX vs. MXBPX - Volatility Comparison
Great-West Core Strategies: International Equity Fund (MXECX) has a higher volatility of 4.05% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 2.25%. This indicates that MXECX's price experiences larger fluctuations and is considered to be riskier than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXECX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 2.25% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.76% | +4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 11.54% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 13.48% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 13.66% | +4.29% |
MXECX vs. MXBPX - Expense Ratio Comparison
MXECX has a 0.65% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Dividends
MXECX vs. MXBPX - Dividend Comparison
MXECX's dividend yield for the trailing twelve months is around 3.73%, less than MXBPX's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.42% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
MXECX Great-West Core Strategies: International Equity Fund | 3.73% | 4.06% | 3.31% | 4.11% | 3.41% | 8.33% | 11.78% | 4.69% | 0.00% | 0.00% |
Frequently Asked Questions
MXECX and MXBPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXECX has higher volatility (4.05%) compared to MXBPX (2.25%). In terms of maximum drawdown, MXECX dropped -33.69% vs MXBPX's -55.80%.
MXECX currently has the higher Sharpe Ratio (1.47 vs 1.42), 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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