MXFLX vs. MXDPX
MXFLX (Great-West Lifetime 2025 Fund) and MXDPX (Great-West Moderately Conservative Profile Fund) are both mutual funds - MXFLX is a Target Retirement Date fund managed by Great-West, while MXDPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXFLX returned 6.58%/yr vs 5.45%/yr for MXDPX. With a 0.96 correlation, they move nearly in lockstep. MXFLX charges 0.54%/yr vs 0.37%/yr for MXDPX.
Performance
MXFLX vs. MXDPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MXFLX having a 4.96% return and MXDPX slightly higher at 5.13%. Over the past 10 years, MXFLX has outperformed MXDPX with an annualized return of 6.58%, while MXDPX has yielded a comparatively lower 5.45% annualized return.
MXFLX
- 1D
- -0.77%
- 1M
- 0.26%
- YTD
- 4.96%
- 6M
- 4.41%
- 1Y
- 12.35%
- 3Y*
- 9.97%
- 5Y*
- 4.41%
- 10Y*
- 6.58%
MXDPX
- 1D
- -0.68%
- 1M
- 0.57%
- YTD
- 5.13%
- 6M
- 4.66%
- 1Y
- 11.23%
- 3Y*
- 9.10%
- 5Y*
- 4.15%
- 10Y*
- 5.45%
MXFLX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFLX Great-West Lifetime 2025 Fund | 4.96% | 11.57% | 7.09% | 11.99% | -14.12% | 10.22% | 11.94% | 18.42% | -6.57% | 11.28% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.13% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Correlation
The correlation between MXFLX and MXDPX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.96 |
The correlation between MXFLX and MXDPX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
MXFLX vs. MXDPX — Risk / Return Rank
MXFLX
MXDPX
MXFLX vs. MXDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2025 Fund (MXFLX) and Great-West Moderately Conservative Profile Fund (MXDPX). 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 | MXDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.28 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.17 | 8.33 | +0.84 |
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Drawdowns
MXFLX vs. MXDPX - Drawdown Comparison
The maximum MXFLX drawdown since its inception was -28.46%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXFLX and MXDPX.
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Drawdown Indicators
| MXFLX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.46% | -39.33% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -4.94% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -8.29% | -7.03% | -1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -20.55% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -23.50% | -20.55% | -2.95% |
Current DrawdownCurrent decline from peak | -1.09% | -0.90% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -13.91% | +6.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 1.35% | 0.00% |
Volatility
MXFLX vs. MXDPX - Volatility Comparison
Great-West Lifetime 2025 Fund (MXFLX) has a higher volatility of 2.73% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.43%. This indicates that MXFLX's price experiences larger fluctuations and is considered to be riskier than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFLX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.43% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 5.84% | 5.13% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.71% | 7.35% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 9.09% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 8.89% | +1.43% |
MXFLX vs. MXDPX - Expense Ratio Comparison
MXFLX has a 0.54% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Dividends
MXFLX vs. MXDPX - Dividend Comparison
MXFLX's dividend yield for the trailing twelve months is around 3.77%, less than MXDPX's 5.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 5.01% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXFLX Great-West Lifetime 2025 Fund | 3.77% | 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 0.97, MXFLX and MXDPX 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 (2.73%) compared to MXDPX (2.43%). In terms of maximum drawdown, MXFLX dropped -28.46% vs MXDPX's -39.33%.
MXFLX currently has the higher Sharpe Ratio (1.61 vs 1.54), 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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