MXINX vs. MXDPX
MXINX (Great-West International Index Fund) and MXDPX (Great-West Moderately Conservative Profile Fund) are both mutual funds - MXINX is a Foreign Large Cap Equities fund managed by Great-West, while MXDPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXINX returned 8.86%/yr vs 5.26%/yr for MXDPX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MXINX charges 0.65%/yr vs 0.37%/yr for MXDPX.
Performance
MXINX vs. MXDPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXINX achieves a 12.75% return, which is significantly higher than MXDPX's 6.09% return. Over the past 10 years, MXINX has outperformed MXDPX with an annualized return of 8.86%, while MXDPX has yielded a comparatively lower 5.26% annualized return.
MXINX
- 1D
- 2.78%
- 1M
- 2.19%
- 6M
- 7.37%
- YTD
- 12.75%
- 1Y
- 26.11%
- 3Y*
- 15.91%
- 5Y*
- 9.01%
- 10Y*
- 8.86%
- ALL TIME*
- 5.67%
MXDPX
- 1D
- 0.57%
- 1M
- 0.11%
- 6M
- 4.22%
- YTD
- 6.09%
- 1Y
- 11.31%
- 3Y*
- 8.45%
- 5Y*
- 4.20%
- 10Y*
- 5.26%
- ALL TIME*
- 1.45%
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 |
MXINX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 12.75% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
MXDPX Great-West Moderately Conservative Profile Fund | 6.09% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Correlation
The correlation between MXINX and MXDPX is 0.81, 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. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2011 | 0.78 |
The correlation between MXINX and MXDPX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.
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Return for Risk
MXINX vs. MXDPX — Risk / Return Rank
MXINX
MXDPX
MXINX vs. MXDPX - 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 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.
| MXINX | MXDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.14 | +0.07 |
| Martin ratioReturn relative to average drawdown | 8.35 | 7.82 | +0.53 |
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Drawdowns
MXINX vs. MXDPX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXINX and MXDPX.
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Drawdown Indicators
| MXINX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -39.33% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -4.94% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -7.03% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -20.55% | -9.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -20.55% | -14.04% |
Current DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -13.86% | +5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.35% | +1.67% |
Volatility
MXINX vs. MXDPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 4.77% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 1.49%. This indicates that MXINX'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
| MXINX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 1.49% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 5.17% | +8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 7.38% | +8.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 9.08% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 8.87% | +7.87% |
MXINX vs. MXDPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Dividends
MXINX vs. MXDPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 2.96%, less than MXDPX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.97% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXINX Great-West International Index Fund | 2.96% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Frequently Asked Questions
MXINX and MXDPX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXINX has higher volatility (4.77%) compared to MXDPX (1.49%). In terms of maximum drawdown, MXINX dropped -34.59% vs MXDPX's -39.33%.
MXINX currently has the higher Sharpe Ratio (1.58 vs 1.43), 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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