MXLGX vs. MXDPX
Compare and contrast key facts about Great-West Large Cap Growth Fund (MXLGX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXLGX is managed by Great-West. It was launched on May 21, 2003. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXLGX vs. MXDPX - Performance Comparison
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MXLGX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
MXDPX Great-West Moderately Conservative Profile Fund | -0.12% | 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, MXLGX achieves a -8.64% return, which is significantly lower than MXDPX's -0.12% return. Over the past 10 years, MXLGX has outperformed MXDPX with an annualized return of 14.58%, while MXDPX has yielded a comparatively lower 4.93% annualized return.
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
MXDPX
- 1D
- 1.21%
- 1M
- -3.35%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 8.54%
- 3Y*
- 7.61%
- 5Y*
- 3.82%
- 10Y*
- 4.93%
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MXLGX vs. MXDPX - Expense Ratio Comparison
MXLGX has a 1.00% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXLGX vs. MXDPX — Risk / Return Rank
MXLGX
MXDPX
MXLGX vs. MXDPX - 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 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.
| MXLGX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.04 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.49 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.47 | -0.72 |
Martin ratioReturn relative to average drawdown | 2.29 | 5.70 | -3.41 |
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
| MXLGX | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.04 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.42 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.56 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.13 | +0.11 |
Correlation
The correlation between MXLGX and MXDPX is 0.77, 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
MXLGX vs. MXDPX - Dividend Comparison
MXLGX's dividend yield for the trailing twelve months is around 14.12%, more than MXDPX's 5.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.28% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
Drawdowns
MXLGX vs. MXDPX - Drawdown Comparison
The maximum MXLGX drawdown since its inception was -62.98%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXLGX and MXDPX.
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Drawdown Indicators
| MXLGX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.98% | -39.33% | -23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -5.89% | -9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -38.07% | -20.55% | -17.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.07% | -20.55% | -17.52% |
Current DrawdownCurrent decline from peak | -12.28% | -3.79% | -8.49% |
Average DrawdownAverage peak-to-trough decline | -25.98% | -14.02% | -11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 1.52% | +3.37% |
Volatility
MXLGX vs. MXDPX - Volatility Comparison
Great-West Large Cap Growth Fund (MXLGX) has a higher volatility of 6.00% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.87%. This indicates that MXLGX'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
| MXLGX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 2.87% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 5.14% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 8.41% | +13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 9.03% | +12.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.42% | 8.87% | +14.55% |