Correlation
The correlation between MXMDX and MXBPX is 0.75, 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.
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.
Performance
MXMDX vs. MXBPX - Performance Comparison
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Key characteristics
MXMDX:
0.11
MXBPX:
0.65
MXMDX:
0.40
MXBPX:
1.01
MXMDX:
1.05
MXBPX:
1.16
MXMDX:
0.15
MXBPX:
0.72
MXMDX:
0.45
MXBPX:
3.21
MXMDX:
7.95%
MXBPX:
2.58%
MXMDX:
22.49%
MXBPX:
12.33%
MXMDX:
-41.80%
MXBPX:
-53.56%
MXMDX:
-11.19%
MXBPX:
-0.55%
Returns By Period
In the year-to-date period, MXMDX achieves a -3.67% return, which is significantly lower than MXBPX's 3.88% return. Over the past 10 years, MXMDX has outperformed MXBPX with an annualized return of 8.06%, while MXBPX has yielded a comparatively lower 4.94% annualized return.
MXMDX
-3.67%
2.22%
-10.35%
2.54%
6.99%
11.14%
8.06%
MXBPX
3.88%
2.27%
0.01%
7.96%
7.40%
7.89%
4.94%
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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 Rank
MXMDX
MXBPX
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.
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Dividends
MXMDX vs. MXBPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 3.15%, less than MXBPX's 5.95% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 3.15% | 3.04% | 4.76% | 4.35% | 5.23% | 5.74% | 3.74% | 8.23% | 5.53% | 4.28% | 6.92% | 4.93% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.95% | 6.18% | 5.45% | 10.02% | 9.76% | 8.52% | 11.54% | 12.47% | 6.35% | 7.92% | 10.27% | 9.95% |
Drawdowns
MXMDX vs. MXBPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXBPX drawdown of -53.56%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXBPX.
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Volatility
MXMDX vs. MXBPX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.99% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 3.01%. 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.
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