MXRLX vs. MXDPX
MXRLX (Great-West Lifetime 2045 Fund) and MXDPX (Great-West Moderately Conservative Profile Fund) are both mutual funds - MXRLX is a Target Retirement Date fund managed by Great-West, while MXDPX is a Diversified Portfolio fund managed by Great-West. Over the past 10 years, MXRLX returned 9.05%/yr vs 5.26%/yr for MXDPX. Their 0.95 correlation means they have historically moved very closely together. MXRLX charges 0.57%/yr vs 0.37%/yr for MXDPX.
Performance
MXRLX vs. MXDPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXRLX achieves a 9.73% return, which is significantly higher than MXDPX's 6.09% return. Over the past 10 years, MXRLX has outperformed MXDPX with an annualized return of 9.05%, while MXDPX has yielded a comparatively lower 5.26% annualized return.
MXRLX
- 1D
- 1.49%
- 1M
- -0.06%
- 6M
- 6.72%
- YTD
- 9.73%
- 1Y
- 19.05%
- 3Y*
- 13.36%
- 5Y*
- 7.15%
- 10Y*
- 9.05%
- ALL TIME*
- 6.66%
MXDPX
- 1D
- 0.57%
- 1M
- 0.11%
- 6M
- 4.22%
- YTD
- 6.09%
- 1Y
- 11.31%
- 3Y*
- 8.45%
- 5Y*
- 4.20%
- 10Y*
- 5.26%
- ALL TIME*
- 1.45%
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 |
MXRLX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXRLX Great-West Lifetime 2045 Fund | 9.73% | 16.52% | 10.39% | 16.96% | -16.86% | 16.12% | 13.50% | 25.56% | -12.99% | 20.69% |
MXDPX Great-West Moderately Conservative Profile Fund | 6.09% | 10.02% | 6.17% | 10.19% | -11.44% | 9.24% | 9.30% | 14.91% | -5.19% | 8.25% |
Correlation
The correlation between MXRLX and MXDPX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 4, 2009 | 0.95 |
The correlation between MXRLX and MXDPX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
MXRLX vs. MXDPX — Risk / Return Rank
MXRLX
MXDPX
MXRLX vs. MXDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2045 Fund (MXRLX) 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.
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.
| MXRLX | MXDPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.14 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.21 | 7.82 | +0.40 |
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Drawdowns
MXRLX vs. MXDPX - Drawdown Comparison
The maximum MXRLX drawdown since its inception was -40.66%, roughly equal to the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXRLX and MXDPX.
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Drawdown Indicators
| MXRLX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.66% | -39.33% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -4.94% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -7.03% | -7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -28.66% | -20.55% | -8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -32.95% | -20.55% | -12.40% |
Current DrawdownCurrent decline from peak | -0.85% | -0.22% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -13.86% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.35% | +0.75% |
Volatility
MXRLX vs. MXDPX - Volatility Comparison
Great-West Lifetime 2045 Fund (MXRLX) has a higher volatility of 2.95% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 1.49%. This indicates that MXRLX'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.
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Volatility by Period
| MXRLX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 1.49% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 5.17% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 7.38% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 9.08% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 8.87% | +7.24% |
MXRLX vs. MXDPX - Expense Ratio Comparison
MXRLX has a 0.57% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Dividends
MXRLX vs. MXDPX - Dividend Comparison
MXRLX's dividend yield for the trailing twelve months is around 4.20%, less than MXDPX's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXDPX Great-West Moderately Conservative Profile Fund | 4.97% | 5.27% | 4.86% | 5.29% | 6.69% | 6.84% | 2.38% | 7.36% | 7.84% | 2.90% |
MXRLX Great-West Lifetime 2045 Fund | 4.20% | 4.61% | 6.48% | 4.42% | 9.59% | 10.39% | 5.64% | 10.54% | 11.75% | 3.37% |
Frequently Asked Questions
With a correlation of 0.96, MXRLX and MXDPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MXRLX has higher volatility (2.95%) compared to MXDPX (1.49%). In terms of maximum drawdown, MXRLX dropped -40.66% vs MXDPX's -39.33%.
MXDPX currently has the higher Sharpe Ratio (1.43 vs 1.36), 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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