MXINX vs. MXCPX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Conservative Profile Fund (MXCPX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXINX vs. MXCPX - Performance Comparison
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MXINX vs. MXCPX - 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% |
MXCPX Great-West Conservative Profile Fund | 0.00% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Returns By Period
Over the past 10 years, MXINX has outperformed MXCPX with an annualized return of 8.09%, while MXCPX has yielded a comparatively lower 3.71% 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%
MXCPX
- 1D
- 0.91%
- 1M
- -2.51%
- YTD
- 0.00%
- 6M
- 0.99%
- 1Y
- 6.75%
- 3Y*
- 6.23%
- 5Y*
- 2.91%
- 10Y*
- 3.71%
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MXINX vs. MXCPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Return for Risk
MXINX vs. MXCPX — Risk / Return Rank
MXINX
MXCPX
MXINX vs. MXCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) 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.
| MXINX | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.27 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.78 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.68 | -0.12 |
Martin ratioReturn relative to average drawdown | 6.51 | 6.66 | -0.14 |
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 | MXCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.27 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.44 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.08 | +0.22 |
Correlation
The correlation between MXINX and MXCPX is 0.74, 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. MXCPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXCPX's 3.45% 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% |
MXCPX Great-West Conservative Profile Fund | 3.45% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
Drawdowns
MXINX vs. MXCPX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, roughly equal to the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXINX and MXCPX.
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Drawdown Indicators
| MXINX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -35.02% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -4.11% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -17.81% | -11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -17.81% | -16.78% |
Current DrawdownCurrent decline from peak | -8.19% | -2.88% | -5.31% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -12.61% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 1.04% | +2.23% |
Volatility
MXINX vs. MXCPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West Conservative Profile Fund (MXCPX) at 2.23%. This indicates that MXINX'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.
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Volatility by Period
| MXINX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 2.23% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 3.31% | +7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 5.33% | +12.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 6.69% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 6.50% | +10.45% |