MXINX vs. MXDPX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXINX vs. MXDPX - Performance Comparison
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MXINX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 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 | -1.31% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly lower than MXDPX's -1.31% return. Over the past 10 years, MXINX has outperformed MXDPX with an annualized return of 7.76%, while MXDPX has yielded a comparatively lower 4.81% annualized return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
MXDPX
- 1D
- 0.00%
- 1M
- -4.83%
- YTD
- -1.31%
- 6M
- 0.20%
- 1Y
- 7.37%
- 3Y*
- 7.18%
- 5Y*
- 3.57%
- 10Y*
- 4.81%
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MXINX vs. MXDPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
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.
| MXINX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.89 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.28 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.16 | +0.08 |
Martin ratioReturn relative to average drawdown | 5.25 | 4.56 | +0.69 |
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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.89 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.40 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.54 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.12 | +0.16 |
Correlation
The correlation between MXINX and MXDPX 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. MXDPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, less than MXDPX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.34% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
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% | -5.89% | -5.54% |
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 | -10.91% | -4.94% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -14.02% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.50% | +1.73% |
Volatility
MXINX vs. MXDPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.18% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. 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 | 7.18% | 2.49% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 5.00% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 8.34% | +9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 9.01% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 8.86% | +8.07% |