MXLSX vs. MXDPX
MXLSX (Great-West Small Cap Value Fund) and MXDPX (Great-West Moderately Conservative Profile Fund) are both mutual funds - MXLSX is a Small Cap Value Equities fund managed by Great-West, while MXDPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXLSX returned 9.28%/yr vs 5.26%/yr for MXDPX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. MXLSX charges 1.09%/yr vs 0.37%/yr for MXDPX.
Performance
MXLSX vs. MXDPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXLSX achieves a 21.30% return, which is significantly higher than MXDPX's 6.09% return. Over the past 10 years, MXLSX has outperformed MXDPX with an annualized return of 9.28%, while MXDPX has yielded a comparatively lower 5.26% annualized return.
MXLSX
- 1D
- -0.04%
- 1M
- 0.90%
- 6M
- 13.94%
- YTD
- 21.30%
- 1Y
- 27.20%
- 3Y*
- 12.29%
- 5Y*
- 9.06%
- 10Y*
- 9.28%
- ALL TIME*
- 5.84%
MXDPX
- 1D
- 0.57%
- 1M
- 0.11%
- 6M
- 4.22%
- YTD
- 6.09%
- 1Y
- 11.31%
- 3Y*
- 8.45%
- 5Y*
- 4.20%
- 10Y*
- 5.26%
- ALL TIME*
- 1.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXLSX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 21.30% | 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 | 6.09% | 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 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 1999 | 0.79 |
The correlation between MXLSX and MXDPX shifts across timeframes, from 0.69 (10 years) to 0.79 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.14 | +0.58 |
| Martin ratioReturn relative to average drawdown | 8.77 | 7.82 | +0.95 |
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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
| MXLSX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.17% | -0.22% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -12.08% | -13.86% | +1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.35% | +1.70% |
Volatility
MXLSX vs. MXDPX - Volatility Comparison
Great-West Small Cap Value Fund (MXLSX) has a higher volatility of 3.18% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 1.49%. 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 | 3.18% | 1.49% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 5.17% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 7.38% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 9.08% | +11.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.22% | 8.87% | +13.35% |
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 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.97% | 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 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXLSX has higher volatility (3.18%) compared to MXDPX (1.49%). In terms of maximum drawdown, MXLSX dropped -60.41% vs MXDPX's -39.33%.
MXLSX currently has the higher Sharpe Ratio (1.68 vs 1.43), 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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