MXMDX vs. MXBPX

In the year-to-date period, MXMDX achieves a -2.00% return, which is significantly lower than MXBPX's 3.31% return. Over the past 10 years, MXMDX has outperformed MXBPX with an annualized return of 3.64%, while MXBPX has yielded a comparatively lower 0.30% annualized return.

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MXMDX has a 0.55% expense ratio, which is higher than MXBPX's 0.42% expense ratio.

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.

The current MXMDX Sharpe Ratio is 0.04, which is lower than the MXBPX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MXMDX and MXBPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MXMDX's dividend yield for the trailing twelve months is around 1.11%, less than MXBPX's 2.99% yield.

The maximum MXMDX drawdown since its inception was -45.17%, 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. For additional features, visit the drawdowns tool.

Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 6.11% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 3.20%. 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.