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MXLSX vs. MXDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLSX vs. MXDPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MXLSX achieves a 18.78% return, which is significantly higher than MXDPX's 5.73% return. Over the past 10 years, MXLSX has outperformed MXDPX with an annualized return of 9.51%, while MXDPX has yielded a comparatively lower 5.38% annualized return.


MXLSX

1D
1.33%
1M
4.39%
YTD
18.78%
6M
16.31%
1Y
30.34%
3Y*
14.18%
5Y*
8.79%
10Y*
9.51%

MXDPX

1D
0.34%
1M
1.14%
YTD
5.73%
6M
5.49%
1Y
12.40%
3Y*
9.03%
5Y*
4.51%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXLSX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXLSX
Great-West Small Cap Value Fund
18.78%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
5.73%10.02%6.17%10.19%-11.44%9.24%9.30%14.91%-5.19%8.25%

Correlation

The correlation between MXLSX and MXDPX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 27, 1999

0.79

The correlation between MXLSX and MXDPX has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.

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Return for Risk

MXLSX vs. MXDPX — Risk / Return Rank

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

MXLSX
MXLSX Risk / Return Rank: 5555
Overall Rank
MXLSX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
MXLSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
MXLSX Omega Ratio Rank: 4545
Omega Ratio Rank
MXLSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXLSX Martin Ratio Rank: 5353
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4040
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4747
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4646
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.

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.

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.


MXLSXMXDPXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.21

2.49

+0.72

Martin ratioReturn relative to average drawdown

10.14

9.11

+1.04

MXLSX vs. MXDPX - Sharpe Ratio Comparison

The current MXLSX Sharpe Ratio is 1.92, which is comparable to the MXDPX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MXLSX and MXDPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


MXLSXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-60.41%

-39.33%

-21.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-4.94%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-26.04%

-7.03%

-19.01%

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 Drawdown

Current decline from peak

-0.32%

-0.34%

+0.02%

Average Drawdown

Average peak-to-trough decline

-12.12%

-13.91%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.35%

+1.72%

Volatility

MXLSX vs. MXDPX - Volatility Comparison

Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 4.36% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.39%. 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


MXLSXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

2.39%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

5.09%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

7.32%

+9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

9.09%

+11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.31%

8.91%

+13.40%

MXLSX vs. MXDPX - Expense Ratio Comparison

MXLSX has a 1.09% expense ratio, which is higher than MXDPX's 0.37% expense ratio.


Dividends

MXLSX vs. MXDPX - Dividend Comparison

MXLSX's dividend yield for the trailing twelve months is around 0.40%, less than MXDPX's 4.99% yield.


PositionTTM202520242023202220212020201920182017
MXDPX
Great-West Moderately Conservative Profile Fund
4.99%5.27%4.86%5.29%6.69%6.84%2.38%7.36%7.84%2.90%
MXLSX
Great-West Small Cap Value Fund
0.40%0.48%1.07%2.24%2.93%6.23%0.23%0.47%2.92%5.29%

Frequently Asked Questions


MXLSX and MXDPX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXLSX has higher volatility (4.36%) compared to MXDPX (2.39%). In terms of maximum drawdown, MXLSX dropped -60.41% vs MXDPX's -39.33%.

MXLSX currently has the higher Sharpe Ratio (1.92 vs 1.68), 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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