MXMDX vs. MXCPX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Conservative Profile Fund (MXCPX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXMDX vs. MXCPX - Performance Comparison
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MXMDX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | -0.47% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
MXCPX Great-West Conservative Profile Fund | -0.90% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly higher than MXCPX's -0.90% return. Over the past 10 years, MXMDX has outperformed MXCPX with an annualized return of 9.01%, while MXCPX has yielded a comparatively lower 3.62% annualized return.
MXMDX
- 1D
- -0.80%
- 1M
- -8.07%
- YTD
- -0.47%
- 6M
- 0.97%
- 1Y
- 13.42%
- 3Y*
- 10.38%
- 5Y*
- 5.69%
- 10Y*
- 9.01%
MXCPX
- 1D
- 0.13%
- 1M
- -3.75%
- YTD
- -0.90%
- 6M
- 0.33%
- 1Y
- 5.79%
- 3Y*
- 5.91%
- 5Y*
- 2.72%
- 10Y*
- 3.62%
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MXMDX vs. MXCPX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Return for Risk
MXMDX vs. MXCPX — Risk / Return Rank
MXMDX
MXCPX
MXMDX vs. MXCPX - 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 Conservative Profile Fund (MXCPX). 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 | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.13 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.57 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.37 | -0.59 |
Martin ratioReturn relative to average drawdown | 3.41 | 5.54 | -2.13 |
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 | MXCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.13 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.41 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.56 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.07 | +0.33 |
Correlation
The correlation between MXMDX and MXCPX 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.
Dividends
MXMDX vs. MXCPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than MXCPX's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.69% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
MXCPX Great-West Conservative Profile Fund | 3.49% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
Drawdowns
MXMDX vs. MXCPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than MXCPX's maximum drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXCPX.
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Drawdown Indicators
| MXMDX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -35.02% | -6.78% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -4.11% | -10.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -17.81% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -17.81% | -23.99% |
Current DrawdownCurrent decline from peak | -8.87% | -3.75% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -12.61% | +6.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.02% | +2.43% |
Volatility
MXMDX vs. MXCPX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 1.97% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 3.19% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 5.27% | +17.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 6.68% | +13.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 6.49% | +14.69% |