MXMPX vs. FORTX
MXMPX (Great-West Moderate Profile Fund) and FORTX (Abraham Fortress Fund) are both Diversified Portfolio funds. Over the past 3 years, MXMPX returned 10.23%/yr vs 10.19%/yr for FORTX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. MXMPX charges 0.39%/yr vs 0.75%/yr for FORTX.
Performance
MXMPX vs. FORTX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MXMPX achieves a 7.77% return, which is significantly lower than FORTX's 13.07% return.
MXMPX
- 1D
- 0.86%
- 1M
- 0.14%
- 6M
- 5.37%
- YTD
- 7.77%
- 1Y
- 14.49%
- 3Y*
- 10.23%
- 5Y*
- 5.59%
- 10Y*
- 6.32%
- ALL TIME*
- 1.16%
FORTX
- 1D
- 0.24%
- 1M
- 0.00%
- 6M
- 5.33%
- YTD
- 13.07%
- 1Y
- 27.30%
- 3Y*
- 10.19%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXMPX vs. FORTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXMPX Great-West Moderate Profile Fund | 7.77% | 11.96% | 7.75% | 12.13% | -11.86% | 2.74% |
FORTX Abraham Fortress Fund | 13.07% | 9.40% | 7.45% | 10.51% | -6.32% | 1.81% |
Correlation
The correlation between MXMPX and FORTX is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2021 | 0.66 |
The correlation between MXMPX and FORTX has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MXMPX vs. FORTX — Risk / Return Rank
MXMPX
FORTX
MXMPX vs. FORTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Moderate Profile Fund (MXMPX) and Abraham Fortress Fund (FORTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXMPX | FORTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 4.67 | -2.49 |
| Martin ratioReturn relative to average drawdown | 6.22 | 15.61 | -9.39 |
Loading charts...
Drawdowns
MXMPX vs. FORTX - Drawdown Comparison
The maximum MXMPX drawdown since its inception was -53.35%, which is greater than FORTX's maximum drawdown of -13.77%. Use the drawdown chart below to compare losses from any high point for MXMPX and FORTX.
Loading charts...
Drawdown Indicators
| MXMPX | FORTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -13.77% | -39.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.12% | -5.51% | -0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -9.49% | -13.77% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.55% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -1.50% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -3.15% | -17.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.65% | +0.49% |
Volatility
MXMPX vs. FORTX - Volatility Comparison
The current volatility for Great-West Moderate Profile Fund (MXMPX) is 1.86%, while Abraham Fortress Fund (FORTX) has a volatility of 2.06%. This indicates that MXMPX experiences smaller price fluctuations and is considered to be less risky than FORTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MXMPX | FORTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 2.06% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 7.08% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 10.20% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.77% | 9.39% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.76% | 9.39% | +2.37% |
MXMPX vs. FORTX - Expense Ratio Comparison
MXMPX has a 0.39% expense ratio, which is lower than FORTX's 0.75% expense ratio.
Dividends
MXMPX vs. FORTX - Dividend Comparison
MXMPX's dividend yield for the trailing twelve months is around 7.05%, more than FORTX's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FORTX Abraham Fortress Fund | 1.47% | 1.66% | 0.00% | 1.93% | 7.76% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% |
MXMPX Great-West Moderate Profile Fund | 7.05% | 7.60% | 7.42% | 4.79% | 9.64% | 7.84% | 3.00% | 9.98% | 10.12% | 4.84% |
Frequently Asked Questions
MXMPX and FORTX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FORTX has higher volatility (2.06%) compared to MXMPX (1.86%). In terms of maximum drawdown, MXMPX dropped -53.35% vs FORTX's -13.77%.
FORTX currently has the higher Sharpe Ratio (2.53 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MXMPX and FORTX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer