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MXFLX vs. MXDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFLX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2025 Fund (MXFLX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFLX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

MXFLX
MXFLX Risk / Return Rank: 4545
Overall Rank
MXFLX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MXFLX Sortino Ratio Rank: 4343
Sortino Ratio Rank
MXFLX Omega Ratio Rank: 4646
Omega Ratio Rank
MXFLX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXFLX Martin Ratio Rank: 5151
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4141
Overall Rank
MXDPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4444
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4343
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.

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.


MXFLXMXDPXDifference
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

MXFLX vs. MXDPX - Sharpe Ratio Comparison

The current MXFLX Sharpe Ratio is 1.61, which is comparable to the MXDPX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of MXFLX and MXDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MXFLXMXDPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.09%

-0.90%

-0.19%

Average Drawdown

Average peak-to-trough decline

-7.13%

-13.91%

+6.78%

Ulcer Index

Depth 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


MXFLXMXDPXDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for MXFLX and MXDPX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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