MXMDX vs. MXDPX
Compare and contrast key facts about Great-West S&P Mid Cap 400 Index Fund (MXMDX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXMDX is managed by Great-West. It was launched on Jan 20, 2011. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXMDX vs. MXDPX - Performance Comparison
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MXMDX vs. MXDPX - 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% |
MXDPX Great-West Moderately Conservative Profile Fund | -1.31% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Returns By Period
In the year-to-date period, MXMDX achieves a -0.47% return, which is significantly higher than MXDPX's -1.31% return. Over the past 10 years, MXMDX has outperformed MXDPX with an annualized return of 9.01%, while MXDPX has yielded a comparatively lower 4.81% 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%
MXDPX
- 1D
- 0.00%
- 1M
- -4.83%
- YTD
- -1.31%
- 6M
- 0.20%
- 1Y
- 7.37%
- 3Y*
- 7.18%
- 5Y*
- 3.57%
- 10Y*
- 4.81%
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MXMDX vs. MXDPX - Expense Ratio Comparison
MXMDX has a 0.55% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXMDX vs. MXDPX — Risk / Return Rank
MXMDX
MXDPX
MXMDX vs. MXDPX - 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 Conservative Profile Fund (MXDPX). 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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.89 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.28 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.16 | -0.38 |
Martin ratioReturn relative to average drawdown | 3.41 | 4.56 | -1.14 |
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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.89 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.40 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.54 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.12 | +0.28 |
Correlation
The correlation between MXMDX and MXDPX is 0.80, 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. MXDPX - Dividend Comparison
MXMDX's dividend yield for the trailing twelve months is around 6.69%, more than MXDPX's 5.34% 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% |
MXDPX Great-West Moderately Conservative Profile Fund | 5.34% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
Drawdowns
MXMDX vs. MXDPX - Drawdown Comparison
The maximum MXMDX drawdown since its inception was -41.80%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXMDX and MXDPX.
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Drawdown Indicators
| MXMDX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -39.33% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -5.89% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.15% | -20.55% | -3.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -20.55% | -21.25% |
Current DrawdownCurrent decline from peak | -8.87% | -4.94% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -14.02% | +8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.50% | +1.95% |
Volatility
MXMDX vs. MXDPX - Volatility Comparison
Great-West S&P Mid Cap 400 Index Fund (MXMDX) has a higher volatility of 5.75% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXMDX's price experiences larger fluctuations and is considered to be riskier than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXMDX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 2.49% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 5.00% | +6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.65% | 8.34% | +14.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 9.01% | +10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 8.86% | +12.32% |