MXFLX vs. MXCPX
MXFLX (Great-West Lifetime 2025 Fund) and MXCPX (Great-West Conservative Profile Fund) are both mutual funds - MXFLX is a Target Retirement Date fund managed by Great-West, while MXCPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXFLX returned 6.48%/yr vs 4.00%/yr for MXCPX. Their correlation of 0.92 suggests significant overlap in exposure. MXFLX charges 0.54%/yr vs 0.37%/yr for MXCPX.
Performance
MXFLX vs. MXCPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXFLX achieves a 5.77% return, which is significantly higher than MXCPX's 4.12% return. Over the past 10 years, MXFLX has outperformed MXCPX with an annualized return of 6.48%, while MXCPX has yielded a comparatively lower 4.00% annualized return.
MXFLX
- 1D
- 0.52%
- 1M
- 1.04%
- YTD
- 5.77%
- 6M
- 5.57%
- 1Y
- 13.86%
- 3Y*
- 9.95%
- 5Y*
- 4.83%
- 10Y*
- 6.48%
MXCPX
- 1D
- 0.25%
- 1M
- 0.87%
- YTD
- 4.12%
- 6M
- 3.97%
- 1Y
- 9.26%
- 3Y*
- 7.28%
- 5Y*
- 3.33%
- 10Y*
- 4.00%
MXFLX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFLX Great-West Lifetime 2025 Fund | 5.77% | 11.57% | 7.09% | 11.99% | -14.12% | 10.22% | 11.94% | 18.42% | -6.57% | 11.28% |
MXCPX Great-West Conservative Profile Fund | 4.12% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Correlation
The correlation between MXFLX and MXCPX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.92 |
The correlation between MXFLX and MXCPX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MXFLX vs. MXCPX — Risk / Return Rank
MXFLX
MXCPX
MXFLX vs. MXCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and Great-West Conservative Profile Fund (MXCPX). 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.
| MXFLX | MXCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.40 | +0.06 |
| Martin ratioReturn relative to average drawdown | 10.19 | 10.07 | +0.12 |
Loading charts...
Drawdowns
MXFLX vs. MXCPX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXFLX and MXCPX.
Loading charts...
Drawdown Indicators
| MXFLX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -35.02% | +6.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -3.88% | -1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -5.57% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -17.81% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -17.81% | -5.69% |
Current DrawdownCurrent decline from peak | -0.32% | -0.25% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -12.51% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 0.92% | +0.43% |
Volatility
MXFLX vs. MXCPX - Volatility Comparison
Great-West Lifetime 2025 Fund (MXFLX) has a higher volatility of 2.71% compared to Great-West Conservative Profile Fund (MXCPX) at 1.70%. This indicates that MXFLX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MXFLX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 1.70% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 3.90% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 4.74% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 6.74% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 6.53% | +3.83% |
MXFLX vs. MXCPX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Dividends
MXFLX vs. MXCPX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.74%, more than MXCPX's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.32% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
MXFLX Great-West Lifetime 2025 Fund | 3.74% | 3.95% | 4.67% | 4.22% | 7.28% | 8.85% | 4.06% | 7.19% | 7.82% | 2.97% |
Frequently Asked Questions
With a correlation of 0.91, MXFLX and MXCPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MXFLX has higher volatility (2.71%) compared to MXCPX (1.70%). In terms of maximum drawdown, MXFLX dropped -28.46% vs MXCPX's -35.02%.
MXCPX currently has the higher Sharpe Ratio (1.96 vs 1.79), 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.
Find the right allocation for MXFLX and MXCPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer