PortfoliosLab logoPortfoliosLab logo
MXIVX vs. MXDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIVX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Value Fund (MXIVX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXIVX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXIVX
Great-West International Value Fund
-1.26%39.08%5.46%18.05%-15.20%10.38%10.20%22.07%-15.68%25.12%
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

The year-to-date returns for both stocks are quite close, with MXIVX having a -1.26% return and MXDPX slightly lower at -1.31%. Over the past 10 years, MXIVX has outperformed MXDPX with an annualized return of 8.52%, while MXDPX has yielded a comparatively lower 4.81% annualized return.


MXIVX

1D
0.38%
1M
-10.51%
YTD
-1.26%
6M
4.58%
1Y
24.18%
3Y*
16.45%
5Y*
9.22%
10Y*
8.52%

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXIVX vs. MXDPX - Expense Ratio Comparison

MXIVX has a 1.07% expense ratio, which is higher than MXDPX's 0.37% expense ratio.


Return for Risk

MXIVX vs. MXDPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXIVX
MXIVX Risk / Return Rank: 7575
Overall Rank
MXIVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MXIVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
MXIVX Omega Ratio Rank: 7474
Omega Ratio Rank
MXIVX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIVX Martin Ratio Rank: 7676
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXIVX vs. MXDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) 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.


MXIVXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.89

+0.48

Sortino ratio

Return per unit of downside risk

1.86

1.28

+0.58

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.73

1.16

+0.56

Martin ratio

Return relative to average drawdown

7.32

4.56

+2.76

MXIVX vs. MXDPX - Sharpe Ratio Comparison

The current MXIVX Sharpe Ratio is 1.37, which is higher than the MXDPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MXIVX and MXDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXIVXMXDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.89

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.40

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.54

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.12

+0.04

Correlation

The correlation between MXIVX and MXDPX 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

MXIVX vs. MXDPX - Dividend Comparison

MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than MXDPX's 5.34% yield.


TTM202520242023202220212020201920182017
MXIVX
Great-West International Value Fund
6.04%5.96%4.97%3.27%2.99%4.27%1.99%2.42%27.79%2.85%
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

MXIVX vs. MXDPX - Drawdown Comparison

The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXDPX.


Loading graphics...

Drawdown Indicators


MXIVXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-76.77%

-39.33%

-37.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-5.89%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-20.55%

-8.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-20.55%

-12.63%

Current Drawdown

Current decline from peak

-10.51%

-4.94%

-5.57%

Average Drawdown

Average peak-to-trough decline

-22.30%

-14.02%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

1.50%

+1.72%

Volatility

MXIVX vs. MXDPX - Volatility Comparison

Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXIVX'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.


Loading graphics...

Volatility by Period


MXIVXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

2.49%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

5.00%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

8.34%

+8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

9.01%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

8.86%

+10.48%