PortfoliosLab logoPortfoliosLab logo
MXREX vs. MXDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXREX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Real Estate Index Fund (MXREX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXREX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXREX
Great-West Real Estate Index Fund
2.86%3.16%7.47%13.31%-26.44%45.80%-12.52%22.41%-4.92%2.25%
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, MXREX achieves a 2.86% return, which is significantly higher than MXDPX's -1.31% return. Over the past 10 years, MXREX has underperformed MXDPX with an annualized return of 2.94%, while MXDPX has yielded a comparatively higher 4.81% annualized return.


MXREX

1D
0.32%
1M
-7.03%
YTD
2.86%
6M
1.99%
1Y
5.16%
3Y*
7.96%
5Y*
4.56%
10Y*
2.94%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXREX vs. MXDPX - Expense Ratio Comparison

MXREX has a 0.70% expense ratio, which is higher than MXDPX's 0.37% expense ratio.


Return for Risk

MXREX vs. MXDPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXREX
MXREX Risk / Return Rank: 1515
Overall Rank
MXREX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MXREX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MXREX Omega Ratio Rank: 1414
Omega Ratio Rank
MXREX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MXREX Martin Ratio Rank: 1919
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4444
Overall Rank
MXDPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4545
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXREX vs. MXDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) 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.


MXREXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.89

-0.51

Sortino ratio

Return per unit of downside risk

0.65

1.28

-0.63

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratio

Return relative to maximum drawdown

0.46

1.16

-0.70

Martin ratio

Return relative to average drawdown

2.02

4.56

-2.54

MXREX vs. MXDPX - Sharpe Ratio Comparison

The current MXREX Sharpe Ratio is 0.38, which is lower than the MXDPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MXREX and MXDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXREXMXDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.89

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.40

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.54

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.12

+0.06

Correlation

The correlation between MXREX and MXDPX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MXREX vs. MXDPX - Dividend Comparison

MXREX's dividend yield for the trailing twelve months is around 2.01%, less than MXDPX's 5.34% yield.


TTM202520242023202220212020201920182017
MXREX
Great-West Real Estate Index Fund
2.01%2.07%6.74%1.85%4.69%1.93%1.60%4.51%4.10%3.36%
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

MXREX vs. MXDPX - Drawdown Comparison

The maximum MXREX drawdown since its inception was -43.89%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXREX and MXDPX.


Loading graphics...

Drawdown Indicators


MXREXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-43.89%

-39.33%

-4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-5.89%

-7.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

-20.55%

-12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-20.55%

-23.34%

Current Drawdown

Current decline from peak

-7.44%

-4.94%

-2.50%

Average Drawdown

Average peak-to-trough decline

-11.77%

-14.02%

+2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.50%

+1.53%

Volatility

MXREX vs. MXDPX - Volatility Comparison

Great-West Real Estate Index Fund (MXREX) has a higher volatility of 4.18% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXREX'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


MXREXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

2.49%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

5.00%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

8.34%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

9.01%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

8.86%

+13.08%