MXLSX vs. MXDPX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXLSX vs. MXDPX - Performance Comparison
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MXLSX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
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
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly higher than MXDPX's -1.31% return. Over the past 10 years, MXLSX has outperformed MXDPX with an annualized return of 8.19%, while MXDPX has yielded a comparatively lower 4.81% annualized return.
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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%
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MXLSX vs. MXDPX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXLSX vs. MXDPX — Risk / Return Rank
MXLSX
MXDPX
MXLSX vs. MXDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) 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.
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.89 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.28 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.16 | -0.40 |
Martin ratioReturn relative to average drawdown | 2.97 | 4.56 | -1.59 |
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
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.89 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.40 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.54 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.12 | +0.13 |
Correlation
The correlation between MXLSX and MXDPX is 0.79, 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
MXLSX vs. MXDPX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than MXDPX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
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
MXLSX vs. MXDPX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXLSX and MXDPX.
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Drawdown Indicators
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -39.33% | -21.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -5.89% | -9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -20.55% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -20.55% | -22.97% |
Current DrawdownCurrent decline from peak | -8.88% | -4.94% | -3.94% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -14.02% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 1.50% | +2.69% |
Volatility
MXLSX vs. MXDPX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 5.13% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXLSX'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
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.49% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 5.00% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 8.34% | +15.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 9.01% | +11.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 8.86% | +13.42% |