MXMVX vs. MXBPX
MXMVX (Great-West Mid Cap Value Fund) and MXBPX (Great-West Moderately Aggressive Profile Fund) are both mutual funds - MXMVX is a Mid Cap Value Equities fund managed by Great-West, while MXBPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXMVX returned 7.81%/yr vs 7.51%/yr for MXBPX. Their correlation of 0.85 means they have usually moved in the same direction. MXMVX charges 1.15%/yr vs 0.42%/yr for MXBPX.
Performance
MXMVX vs. MXBPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXMVX achieves a 19.12% return, which is significantly higher than MXBPX's 10.05% return. Both investments have delivered pretty close results over the past 10 years, with MXMVX having a 7.81% annualized return and MXBPX not far behind at 7.51%.
MXMVX
- 1D
- 1.15%
- 1M
- 3.01%
- 6M
- 13.32%
- YTD
- 19.12%
- 1Y
- 27.10%
- 3Y*
- 16.05%
- 5Y*
- 6.59%
- 10Y*
- 7.81%
- ALL TIME*
- 5.12%
MXBPX
- 1D
- 0.74%
- 1M
- 0.86%
- 6M
- 6.62%
- YTD
- 10.05%
- 1Y
- 16.82%
- 3Y*
- 12.70%
- 5Y*
- 6.83%
- 10Y*
- 7.51%
- ALL TIME*
- 1.99%
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 |
MXMVX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 19.12% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
MXBPX Great-West Moderately Aggressive Profile Fund | 10.05% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Correlation
The correlation between MXMVX and MXBPX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 16, 2008 | 0.85 |
The correlation between MXMVX and MXBPX has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
MXMVX vs. MXBPX — Risk / Return Rank
MXMVX
MXBPX
MXMVX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Mid Cap Value Fund (MXMVX) 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.
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.
| MXMVX | MXBPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.53 | +1.17 |
| Martin ratioReturn relative to average drawdown | 13.96 | 8.78 | +5.18 |
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Drawdowns
MXMVX vs. MXBPX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, roughly equal to the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXBPX.
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Drawdown Indicators
| MXMVX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -55.80% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.45% | -7.12% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.78% | -11.46% | -9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -25.51% | -9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -28.63% | -16.83% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -20.85% | +8.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.05% | -0.06% |
Volatility
MXMVX vs. MXBPX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 3.26% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 2.34%. This indicates that MXMVX'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
| MXMVX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 2.34% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 7.77% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.27% | 11.53% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.61% | 13.49% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.51% | 13.66% | +6.85% |
MXMVX vs. MXBPX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Dividends
MXMVX vs. MXBPX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.02%, less than MXBPX's 5.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXBPX Great-West Moderately Aggressive Profile Fund | 5.38% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
MXMVX Great-West Mid Cap Value Fund | 5.02% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
Frequently Asked Questions
MXMVX and MXBPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MXMVX has higher volatility (3.26%) compared to MXBPX (2.34%). In terms of maximum drawdown, MXMVX dropped -57.13% vs MXBPX's -55.80%.
MXMVX currently has the higher Sharpe Ratio (2.08 vs 1.56), 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.
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