MXMDX vs. MXBPX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXMDX or MXBPX.
Key characteristics
| MXMDX | MXBPX | |
|---|---|---|
| YTD Return | 18.37% | 9.78% |
| 1Y Return | 30.48% | 19.47% |
| 3Y Return (Ann) | 1.27% | -2.19% |
| 5Y Return (Ann) | 7.14% | 2.33% |
| 10Y Return (Ann) | 4.95% | 0.47% |
| Sharpe Ratio | 1.80 | 2.02 |
| Sortino Ratio | 2.52 | 2.76 |
| Omega Ratio | 1.32 | 1.41 |
| Calmar Ratio | 1.47 | 0.43 |
| Martin Ratio | 8.90 | 11.67 |
| Ulcer Index | 3.41% | 1.67% |
| Daily Std Dev | 16.83% | 9.64% |
| Max Drawdown | -45.17% | -56.54% |
| Current Drawdown | -1.01% | -34.02% |
Correlation
The correlation between MXMDX and MXBPX is 0.81, 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.
Performance
MXMDX vs. MXBPX - Performance Comparison
In the year-to-date period, MXMDX achieves a 18.37% return, which is significantly higher than MXBPX's 9.78% return. Over the past 10 years, MXMDX has outperformed MXBPX with an annualized return of 4.95%, while MXBPX has yielded a comparatively lower 0.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MXMDX vs. MXBPX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Risk-Adjusted Performance
MXMDX vs. MXBPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Mid Cap 400 Index Fund (MXMDX) 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.
Dividends
MXMDX vs. MXBPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 0.12%, less than MXBPX's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 0.12% | 0.44% | 0.46% | 1.41% | 0.88% | 0.28% | 0.83% | 0.59% | 0.55% | 1.03% | 1.42% | 1.46% |
MXBPX Great-West Moderately Aggressive Profile Fund | 1.43% | 2.21% | 1.69% | 4.74% | 1.90% | 1.70% | 3.17% | 2.76% | 1.68% | 2.51% | 3.31% | 0.00% |
Drawdowns
MXMDX vs. MXBPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -45.17%, smaller than the maximum MXBPX drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXBPX. For additional features, visit the drawdowns tool.
Volatility
MXMDX vs. MXBPX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.26% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 2.20%. This indicates that MXMDX'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.