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.
Performance
MXMDX vs. MXBPX - Performance Comparison
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MXMDX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
MXBPX Great-West Moderately Aggressive Profile Fund | -0.27% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXMDX achieves a 2.37% return, which is significantly higher than MXBPX's -0.27% return. Over the past 10 years, MXMDX has outperformed MXBPX with an annualized return of 9.32%, while MXBPX has yielded a comparatively lower 6.91% annualized return.
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
MXBPX
- 1D
- 1.92%
- 1M
- -4.74%
- YTD
- -0.27%
- 6M
- 1.69%
- 1Y
- 12.35%
- 3Y*
- 10.62%
- 5Y*
- 5.80%
- 10Y*
- 6.91%
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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.
Return for Risk
MXMDX vs. MXBPX — Risk / Return Rank
MXMDX
MXBPX
MXMDX vs. MXBPX - Risk-Adjusted Trends 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.
| MXMDX | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.92 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.36 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.36 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.93 | 5.32 | -0.39 |
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
| MXMDX | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.92 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.43 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.51 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.11 | +0.31 |
Correlation
The correlation between MXMDX and MXBPX is 0.82, 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
MXMDX vs. MXBPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.50%, more than MXBPX's 5.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
MXBPX Great-West Moderately Aggressive Profile Fund | 5.94% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Drawdowns
MXMDX vs. MXBPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, smaller than the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXBPX.
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Drawdown Indicators
| MXMDX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -55.80% | +14.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -9.21% | -4.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -25.51% | +1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -28.63% | -13.17% |
Current DrawdownCurrent decline from peak | -6.26% | -5.34% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -21.11% | +15.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.35% | +1.12% |
Volatility
MXMDX vs. MXBPX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.50% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 4.26%. 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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Volatility by Period
| MXMDX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 4.26% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 8.20% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 13.60% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.00% | 13.42% | +6.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 13.67% | +7.53% |