MXLGX vs. MXBPX

Last updated Aug 5, 2026

MXLGX (Great-West Large Cap Growth Fund) and MXBPX (Great-West Moderately Aggressive Profile Fund) are both mutual funds - MXLGX is a Large Cap Growth Equities fund managed by Great-West, while MXBPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXLGX returned 15.54%/yr vs 7.51%/yr for MXBPX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. MXLGX charges 1.00%/yr vs 0.42%/yr for MXBPX.

Performance

MXLGX vs. MXBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Large Cap Growth Fund (MXLGX) and Great-West Moderately Aggressive Profile Fund (MXBPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MXLGX achieves a 2.98% return, which is significantly lower than MXBPX's 10.05% return. Over the past 10 years, MXLGX has outperformed MXBPX with an annualized return of 15.54%, while MXBPX has yielded a comparatively lower 7.51% annualized return.

MXLGX

• 1D: 1.42%
• 1M: -0.56%
• 6M: 4.89%
• YTD: 2.98%
• 1Y: 7.43%
• 3Y*: 17.28%
• 5Y*: 9.87%
• 10Y*: 15.54%
• ALL TIME*: 5.90%

MXBPX

• 1D: 0.74%
• 1M: 0.86%
• 6M: 6.62%
• YTD: 10.05%
• 1Y: 16.82%
• 3Y*: 12.70%
• 5Y*: 6.83%
• 10Y*: 7.51%
• ALL TIME*: 1.99%

*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)
MXBPX Great-West Moderately Aggressive Profile Fund	$0.00	$0.00	$0.00
MXLGX Great-West Large Cap Growth Fund	$0.00	$0.00	$0.00

MXLGX vs. MXBPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXLGX Great-West Large Cap Growth Fund	2.98%	13.93%	25.30%	33.43%	-34.08%	41.30%	40.72%	36.20%	-0.47%	28.82%
MXBPX Great-West Moderately Aggressive Profile Fund	10.05%	13.78%	9.00%	13.96%	-13.04%	14.39%	11.44%	20.91%	-8.67%	13.52%

Correlation

The correlation between MXLGX and MXBPX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.73
Correlation (3Y) Balances recent behavior with more history.	0.65
Correlation (5Y) Shows whether the relationship held over a longer period.	0.71
Correlation (10Y) Provides a long-term view across more market conditions.	0.67
Correlation (All Time) Calculated using the full available price history since May 27, 2003	0.79

The correlation between MXLGX and MXBPX shifts across timeframes, from 0.65 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MXLGX vs. MXBPX — Risk / Return Rank

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

MXLGX

MXLGX Risk / Return Rank: 10
MXLGX Sharpe Ratio Rank: 10
MXLGX Sortino Ratio Rank: 10
MXLGX Omega Ratio Rank: 10
MXLGX Calmar Ratio Rank: 9
MXLGX Martin Ratio Rank: 10

MXBPX

MXBPX Risk / Return Rank: 59
MXBPX Sharpe Ratio Rank: 51
MXBPX Sortino Ratio Rank: 51
MXBPX Omega Ratio Rank: 62
MXBPX Calmar Ratio Rank: 69
MXBPX Martin Ratio Rank: 61

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.

MXLGX vs. MXBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Growth Fund (MXLGX) and Great-West Moderately Aggressive Profile Fund (MXBPX). 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.

	MXLGX	MXBPX	Difference
Sharpe ratio: Return per unit of total volatility	0.46	1.56	-1.10
Sortino ratio: Return per unit of downside risk	0.74	2.24	-1.50
Omega ratio: Gain probability vs. loss probability	1.09	1.32	-0.23
Calmar ratio: Return relative to maximum drawdown	0.49	2.53	-2.04
Martin ratio: Return relative to average drawdown	1.49	8.78	-7.29

MXLGX vs. MXBPX - Sharpe Ratio Comparison

The current MXLGX Sharpe Ratio is 0.46, which is lower than the MXBPX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of MXLGX and MXBPX, 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

MXLGX vs. MXBPX - Drawdown Comparison

The maximum MXLGX drawdown since its inception was -62.98%, which is greater than MXBPX's maximum drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXBPX.

Drawdown Indicators

	MXLGX	MXBPX	Difference
Max Drawdown Largest peak-to-trough decline	-62.98%	-55.80%	-7.18%
Max Drawdown (1Y) Largest decline over 1 year	-14.95%	-7.12%	-7.83%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-11.46%	-9.28%
Max Drawdown (5Y) Largest decline over 5 years	-38.07%	-25.51%	-12.56%
Max Drawdown (10Y) Largest decline over 10 years	-38.07%	-28.63%	-9.44%
Current Drawdown Current decline from peak	-2.90%	0.00%	-2.90%
Average Drawdown Average peak-to-trough decline	-25.65%	-20.85%	-4.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.89%	2.05%	+2.84%

Volatility

MXLGX vs. MXBPX - Volatility Comparison

Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 5.34% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 2.34%. This indicates that MXLGX's price experiences larger fluctuations and is considered to be riskier than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXLGX	MXBPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	2.34%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	12.69%	7.77%	+4.92%
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	11.53%	+4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.07%	13.49%	+8.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.55%	13.66%	+9.89%

MXLGX vs. MXBPX - Expense Ratio Comparison

MXLGX has a 1.00% expense ratio, which is higher than MXBPX's 0.42% expense ratio.

Dividends

MXLGX vs. MXBPX - Dividend Comparison

MXLGX's dividend yield for the trailing twelve months is around 12.53%, more than MXBPX's 5.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXBPX Great-West Moderately Aggressive Profile Fund	5.38%	5.92%	6.18%	5.45%	9.89%	9.76%	8.52%	11.28%	12.07%	4.47%
MXLGX Great-West Large Cap Growth Fund	12.53%	12.90%	9.72%	2.95%	9.29%	21.33%	30.57%	17.96%	25.47%	5.25%

Frequently Asked Questions

Can I hold both MXLGX and MXBPX in my portfolio?

MXLGX and MXBPX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MXLGX or MXBPX?

MXLGX has higher volatility (5.34%) compared to MXBPX (2.34%). In terms of maximum drawdown, MXLGX dropped -62.98% vs MXBPX's -55.80%.

Which has better risk-adjusted returns?

MXBPX currently has the higher Sharpe Ratio (1.56 vs 0.46), 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.