MXMVX vs. MXCPX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Great-West Conservative Profile Fund (MXCPX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXMVX vs. MXCPX - Performance Comparison
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MXMVX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 0.64% | 8.32% | 15.59% | 15.15% | -27.98% | 34.87% | -0.99% | 20.49% | -13.76% | 16.62% |
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, MXMVX achieves a 0.64% return, which is significantly higher than MXCPX's -0.90% return. Over the past 10 years, MXMVX has outperformed MXCPX with an annualized return of 6.77%, while MXCPX has yielded a comparatively lower 3.62% annualized return.
MXMVX
- 1D
- -0.63%
- 1M
- -7.27%
- YTD
- 0.64%
- 6M
- 2.86%
- 1Y
- 12.36%
- 3Y*
- 12.07%
- 5Y*
- 4.26%
- 10Y*
- 6.77%
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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MXMVX vs. MXCPX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Return for Risk
MXMVX vs. MXCPX — Risk / Return Rank
MXMVX
MXCPX
MXMVX vs. MXCPX - 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 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.
| MXMVX | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.13 | -0.53 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.57 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.37 | -0.62 |
Martin ratioReturn relative to average drawdown | 3.47 | 5.54 | -2.07 |
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
| MXMVX | MXCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.13 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.41 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.56 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.07 | +0.11 |
Correlation
The correlation between MXMVX and MXCPX is 0.79, 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
MXMVX vs. MXCPX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.95%, more than MXCPX's 3.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXMVX Great-West Mid Cap Value Fund | 5.95% | 5.98% | 9.03% | 0.49% | 2.55% | 3.29% | 0.71% | 0.17% | 7.06% | 12.00% |
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
MXMVX vs. MXCPX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, which is greater than MXCPX's maximum drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXCPX.
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Drawdown Indicators
| MXMVX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -35.02% | -22.11% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -4.11% | -9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -17.81% | -16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -17.81% | -27.65% |
Current DrawdownCurrent decline from peak | -7.45% | -3.75% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -12.61% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.02% | +2.21% |
Volatility
MXMVX vs. MXCPX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 4.44% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that MXMVX'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
| MXMVX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 1.97% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 3.19% | +6.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 5.27% | +15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 6.68% | +12.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 6.49% | +14.06% |