MXMVX vs. MXDPX
Compare and contrast key facts about Great-West Mid Cap Value Fund (MXMVX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXMVX is managed by Great-West. It was launched on May 15, 2008. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXMVX vs. MXDPX - Performance Comparison
Loading graphics...
MXMVX vs. MXDPX - 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% |
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, MXMVX achieves a 0.64% return, which is significantly higher than MXDPX's -1.31% return. Over the past 10 years, MXMVX has outperformed MXDPX with an annualized return of 6.77%, while MXDPX has yielded a comparatively lower 4.81% 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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXMVX vs. MXDPX - Expense Ratio Comparison
MXMVX has a 1.15% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXMVX vs. MXDPX — Risk / Return Rank
MXMVX
MXDPX
MXMVX vs. MXDPX - 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 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.
| MXMVX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.89 | -0.29 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.28 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.16 | -0.41 |
Martin ratioReturn relative to average drawdown | 3.47 | 4.56 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXMVX | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.89 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.40 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.12 | +0.06 |
Correlation
The correlation between MXMVX and MXDPX is 0.83, 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. MXDPX - Dividend Comparison
MXMVX's dividend yield for the trailing twelve months is around 5.95%, more than MXDPX's 5.34% 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% |
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
MXMVX vs. MXDPX - Drawdown Comparison
The maximum MXMVX drawdown since its inception was -57.13%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXMVX and MXDPX.
Loading graphics...
Drawdown Indicators
| MXMVX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.13% | -39.33% | -17.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -5.89% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -20.55% | -14.14% |
Max Drawdown (10Y)Largest decline over 10 years | -45.46% | -20.55% | -24.91% |
Current DrawdownCurrent decline from peak | -7.45% | -4.94% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -14.02% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.50% | +1.73% |
Volatility
MXMVX vs. MXDPX - Volatility Comparison
Great-West Mid Cap Value Fund (MXMVX) has a higher volatility of 4.44% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXMVX'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.
Loading graphics...
Volatility by Period
| MXMVX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 2.49% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 5.00% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 8.34% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 9.01% | +10.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 8.86% | +11.69% |