MXINX vs. MXBPX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Performance
MXINX vs. MXBPX - Performance Comparison
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MXINX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than MXBPX's -0.27% return. Over the past 10 years, MXINX has outperformed MXBPX with an annualized return of 8.09%, while MXBPX has yielded a comparatively lower 6.91% annualized return.
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
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MXINX vs. MXBPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Return for Risk
MXINX vs. MXBPX — Risk / Return Rank
MXINX
MXBPX
MXINX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) 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.
| MXINX | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.92 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.36 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.36 | +0.20 |
Martin ratioReturn relative to average drawdown | 6.51 | 5.32 | +1.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXINX | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.92 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.43 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.11 | +0.18 |
Correlation
The correlation between MXINX and MXBPX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXINX vs. MXBPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXBPX's 5.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Drawdowns
MXINX vs. MXBPX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXINX and MXBPX.
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Drawdown Indicators
| MXINX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -55.80% | +21.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -9.21% | -2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -25.51% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -28.63% | -5.96% |
Current DrawdownCurrent decline from peak | -8.19% | -5.34% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -21.11% | +12.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.35% | +0.92% |
Volatility
MXINX vs. MXBPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 4.26%. This indicates that MXINX'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
| MXINX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 4.26% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.20% | +3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 13.60% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 13.42% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 13.67% | +3.28% |