MXINX vs. MXMPX

Last updated Aug 5, 2026

MXINX (Great-West International Index Fund) and MXMPX (Great-West Moderate Profile Fund) are both mutual funds - MXINX is a Foreign Large Cap Equities fund managed by Great-West, while MXMPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXINX returned 8.83%/yr vs 6.37%/yr for MXMPX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MXINX charges 0.65%/yr vs 0.39%/yr for MXMPX.

Performance

MXINX vs. MXMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Index Fund (MXINX) and Great-West Moderate Profile Fund (MXMPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXINX achieves a 12.50% return, which is significantly higher than MXMPX's 8.38% return. Over the past 10 years, MXINX has outperformed MXMPX with an annualized return of 8.83%, while MXMPX has yielded a comparatively lower 6.37% annualized return.

MXINX

• 1D: 0.57%
• 1M: 1.96%
• 6M: 6.42%
• YTD: 12.50%
• 1Y: 24.12%
• 3Y*: 16.98%
• 5Y*: 8.74%
• 10Y*: 8.83%
• ALL TIME*: 5.66%

MXMPX

• 1D: 0.71%
• 1M: 0.71%
• 6M: 5.65%
• YTD: 8.38%
• 1Y: 14.11%
• 3Y*: 10.96%
• 5Y*: 5.76%
• 10Y*: 6.37%
• ALL TIME*: 1.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MXINX Great-West International Index Fund	$0.00	$0.00	$0.00
MXMPX Great-West Moderate Profile Fund	$0.00	$0.00	$0.00

MXINX vs. MXMPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXINX Great-West International Index Fund	12.50%	30.90%	2.92%	17.56%	-14.75%	10.32%	7.97%	21.26%	-13.93%	24.73%
MXMPX Great-West Moderate Profile Fund	8.38%	11.96%	7.75%	12.13%	-11.86%	11.97%	11.04%	17.43%	-11.39%	15.83%

Correlation

The correlation between MXINX and MXMPX 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.	0.73
Correlation (All Time) Calculated using the full available price history since Jan 13, 2011	0.78

The correlation between MXINX and MXMPX has been stable across timeframes, ranging from 0.72 to 0.81 - a consistent structural relationship.

Return for Risk

MXINX vs. MXMPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MXINX

MXINX Risk / Return Rank: 58
MXINX Sharpe Ratio Rank: 59
MXINX Sortino Ratio Rank: 58
MXINX Omega Ratio Rank: 55
MXINX Calmar Ratio Rank: 60
MXINX Martin Ratio Rank: 60

MXMPX

MXMPX Risk / Return Rank: 49
MXMPX Sharpe Ratio Rank: 38
MXMPX Sortino Ratio Rank: 38
MXMPX Omega Ratio Rank: 59
MXMPX Calmar Ratio Rank: 65
MXMPX Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MXINX vs. MXMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Moderate Profile Fund (MXMPX). 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	MXMPX	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.37	+0.27
Sortino ratio: Return per unit of downside risk	2.34	2.00	+0.34
Omega ratio: Gain probability vs. loss probability	1.30	1.32	-0.02
Calmar ratio: Return relative to maximum drawdown	2.29	2.48	-0.19
Martin ratio: Return relative to average drawdown	8.69	7.08	+1.61

MXINX vs. MXMPX - Sharpe Ratio Comparison

The current MXINX Sharpe Ratio is 1.65, which is comparable to the MXMPX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of MXINX and MXMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MXINX vs. MXMPX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXMPX drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for MXINX and MXMPX.

Drawdown Indicators

	MXINX	MXMPX	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-53.35%	+18.76%
Max Drawdown (1Y) Largest decline over 1 year	-11.43%	-6.12%	-5.31%
Max Drawdown (3Y) Largest decline over 3 years	-13.70%	-9.49%	-4.21%
Max Drawdown (5Y) Largest decline over 5 years	-29.75%	-22.74%	-7.01%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-24.55%	-10.04%
Current Drawdown Current decline from peak	-0.23%	0.00%	-0.23%
Average Drawdown Average peak-to-trough decline	-8.50%	-21.06%	+12.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.14%	+0.86%

Volatility

MXINX vs. MXMPX - Volatility Comparison

Great-West International Index Fund (MXINX) has a higher volatility of 4.48% compared to Great-West Moderate Profile Fund (MXMPX) at 1.95%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXINX	MXMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	1.95%	+2.53%
Volatility (6M) Calculated over the trailing 6-month period	13.53%	6.53%	+7.00%
Volatility (1Y) Calculated over the trailing 1-year period	15.93%	11.10%	+4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	11.77%	+5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.75%	11.77%	+4.98%

MXINX vs. MXMPX - Expense Ratio Comparison

MXINX has a 0.65% expense ratio, which is higher than MXMPX's 0.39% expense ratio.

Dividends

MXINX vs. MXMPX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 2.97%, less than MXMPX's 7.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXINX Great-West International Index Fund	2.97%	3.34%	2.20%	4.38%	1.80%	5.73%	2.45%	2.64%	3.55%	2.63%
MXMPX Great-West Moderate Profile Fund	7.01%	7.60%	7.42%	4.79%	9.64%	7.84%	3.00%	9.98%	10.12%	4.84%

Frequently Asked Questions

Can I hold both MXINX and MXMPX in my portfolio?

MXINX and MXMPX 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.

Which is riskier, MXINX or MXMPX?

MXINX has higher volatility (4.48%) compared to MXMPX (1.95%). In terms of maximum drawdown, MXINX dropped -34.59% vs MXMPX's -53.35%.

Which has better risk-adjusted returns?

MXINX currently has the higher Sharpe Ratio (1.65 vs 1.37), 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.