MXIVX vs. MXCPX
MXIVX (Great-West International Value Fund) and MXCPX (Great-West Conservative Profile Fund) are both mutual funds - MXIVX is a Foreign Large Cap Equities fund managed by Great-West, while MXCPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXIVX returned 9.20%/yr vs 3.94%/yr for MXCPX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. MXIVX charges 1.07%/yr vs 0.37%/yr for MXCPX.
Performance
MXIVX vs. MXCPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXIVX achieves a 11.34% return, which is significantly higher than MXCPX's 4.12% return. Over the past 10 years, MXIVX has outperformed MXCPX with an annualized return of 9.20%, while MXCPX has yielded a comparatively lower 3.94% annualized return.
MXIVX
- 1D
- -1.01%
- 1M
- 2.49%
- 6M
- 5.49%
- YTD
- 11.34%
- 1Y
- 26.50%
- 3Y*
- 19.09%
- 5Y*
- 10.49%
- 10Y*
- 9.20%
- ALL TIME*
- 3.46%
MXCPX
- 1D
- -0.12%
- 1M
- -0.25%
- 6M
- 2.67%
- YTD
- 4.12%
- 1Y
- 8.13%
- 3Y*
- 6.89%
- 5Y*
- 3.03%
- 10Y*
- 3.94%
- ALL TIME*
- 0.68%
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 |
MXIVX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 11.34% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
MXCPX Great-West Conservative Profile Fund | 4.12% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Correlation
The correlation between MXIVX and MXCPX 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. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 1999 | 0.69 |
The correlation between MXIVX and MXCPX shifts across timeframes, from 0.68 (10 years) to 0.81 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MXIVX vs. MXCPX — Risk / Return Rank
MXIVX
MXCPX
MXIVX vs. MXCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) 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.
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.
| MXIVX | MXCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.10 | +0.21 |
| Martin ratioReturn relative to average drawdown | 8.52 | 8.80 | -0.28 |
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Drawdowns
MXIVX vs. MXCPX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXCPX's maximum drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXCPX.
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Drawdown Indicators
| MXIVX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -35.02% | -41.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -3.88% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -13.63% | -4.80% | -8.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -17.81% | -11.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -17.81% | -15.37% |
Current DrawdownCurrent decline from peak | -1.01% | -0.49% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -22.09% | -12.45% | -9.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.93% | +2.22% |
Volatility
MXIVX vs. MXCPX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 4.18% compared to Great-West Conservative Profile Fund (MXCPX) at 1.05%. This indicates that MXIVX'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
| MXIVX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 1.05% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 3.93% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.20% | 4.76% | +9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 6.74% | +9.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.31% | 6.50% | +12.81% |
MXIVX vs. MXCPX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Dividends
MXIVX vs. MXCPX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.35%, more than MXCPX's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.32% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
MXIVX Great-West International Value Fund | 5.35% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Frequently Asked Questions
MXIVX and MXCPX 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.
MXIVX has higher volatility (4.18%) compared to MXCPX (1.05%). In terms of maximum drawdown, MXIVX dropped -76.77% vs MXCPX's -35.02%.
MXIVX currently has the higher Sharpe Ratio (1.90 vs 1.72), 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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