MXIGX vs. MXBPX
MXIGX (Great-West International Growth Fund) and MXBPX (Great-West Moderately Aggressive Profile Fund) are both mutual funds - MXIGX 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 10 years, MXIGX returned 6.53%/yr vs 7.48%/yr for MXBPX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MXIGX charges 1.20%/yr vs 0.42%/yr for MXBPX.
Performance
MXIGX vs. MXBPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXIGX achieves a 4.53% return, which is significantly lower than MXBPX's 9.38% return. Over the past 10 years, MXIGX has underperformed MXBPX with an annualized return of 6.53%, while MXBPX has yielded a comparatively higher 7.48% annualized return.
MXIGX
- 1D
- 2.14%
- 1M
- 0.21%
- 6M
- 1.92%
- YTD
- 4.53%
- 1Y
- 8.35%
- 3Y*
- 6.92%
- 5Y*
- -0.59%
- 10Y*
- 6.53%
- ALL TIME*
- 2.97%
MXBPX
- 1D
- 0.99%
- 1M
- 0.25%
- 6M
- 6.39%
- YTD
- 9.38%
- 1Y
- 17.21%
- 3Y*
- 11.82%
- 5Y*
- 6.62%
- 10Y*
- 7.48%
- ALL TIME*
- 1.97%
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 |
MXIGX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIGX Great-West International Growth Fund | 4.53% | 11.53% | 4.04% | 16.54% | -30.35% | 5.59% | 28.93% | 34.07% | -16.91% | 26.64% |
MXBPX Great-West Moderately Aggressive Profile Fund | 9.38% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Correlation
The correlation between MXIGX and MXBPX is 0.83, 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. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since May 27, 2003 | 0.78 |
The correlation between MXIGX and MXBPX shifts across timeframes, from 0.71 (10 years) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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
MXIGX vs. MXBPX — Risk / Return Rank
MXIGX
MXBPX
MXIGX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Growth Fund (MXIGX) 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.
| MXIGX | MXBPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 2.20 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.84 | 7.66 | -5.82 |
Loading charts...
Drawdowns
MXIGX vs. MXBPX - Drawdown Comparison
The maximum MXIGX drawdown since its inception was -66.36%, which is greater than MXBPX's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXIGX and MXBPX.
Loading charts...
Drawdown Indicators
| MXIGX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.36% | -55.80% | -10.56% |
Max Drawdown (1Y)Largest decline over 1 year | -13.47% | -7.12% | -6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -11.46% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -25.51% | -18.19% |
Max Drawdown (10Y)Largest decline over 10 years | -43.70% | -28.63% | -15.07% |
Current DrawdownCurrent decline from peak | -7.98% | -0.24% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -24.24% | -20.86% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.05% | +1.93% |
Volatility
MXIGX vs. MXBPX - Volatility Comparison
Great-West International Growth Fund (MXIGX) has a higher volatility of 4.04% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 2.28%. This indicates that MXIGX'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.
Loading charts...
Volatility by Period
| MXIGX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.28% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 7.76% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.40% | 11.55% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.80% | 13.49% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 13.66% | +5.69% |
MXIGX vs. MXBPX - Expense Ratio Comparison
MXIGX has a 1.20% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Dividends
MXIGX vs. MXBPX - Dividend Comparison
MXIGX's dividend yield for the trailing twelve months is around 4.90%, 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% |
MXIGX Great-West International Growth Fund | 4.90% | 5.13% | 2.80% | 0.00% | 1.29% | 7.13% | 0.88% | 0.20% | 13.16% | 3.77% |
Frequently Asked Questions
MXIGX and MXBPX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXIGX has higher volatility (4.04%) compared to MXBPX (2.28%). In terms of maximum drawdown, MXIGX dropped -66.36% vs MXBPX's -55.80%.
MXBPX currently has the higher Sharpe Ratio (1.36 vs 0.45), 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 MXIGX and MXBPX
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