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

Performance

MXSDX vs. MXDPX - Performance Comparison

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

Loading graphics...

MXSDX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXSDX
Great-West Short Duration Bond Fund
0.10%5.30%4.24%5.67%-4.25%-0.03%4.64%5.40%0.73%1.39%
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, MXSDX achieves a 0.10% return, which is significantly higher than MXDPX's -1.31% return. Over the past 10 years, MXSDX has underperformed MXDPX with an annualized return of 2.24%, while MXDPX has yielded a comparatively higher 4.81% annualized return.


MXSDX

1D
0.10%
1M
-0.66%
YTD
0.10%
6M
1.20%
1Y
3.78%
3Y*
4.54%
5Y*
2.15%
10Y*
2.24%

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.


MXSDX vs. MXDPX - Expense Ratio Comparison

MXSDX has a 0.60% expense ratio, which is higher than MXDPX's 0.37% expense ratio.


Return for Risk

MXSDX vs. MXDPX — Risk / Return Rank

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

MXSDX
MXSDX Risk / Return Rank: 9797
Overall Rank
MXSDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXSDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MXSDX Omega Ratio Rank: 9797
Omega Ratio Rank
MXSDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXSDX Martin Ratio Rank: 9797
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.

MXSDX vs. MXDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Short Duration Bond Fund (MXSDX) 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.


MXSDXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

2.39

0.89

+1.50

Sortino ratio

Return per unit of downside risk

3.62

1.28

+2.34

Omega ratio

Gain probability vs. loss probability

1.63

1.19

+0.44

Calmar ratio

Return relative to maximum drawdown

3.79

1.16

+2.63

Martin ratio

Return relative to average drawdown

17.64

4.56

+13.08

MXSDX vs. MXDPX - Sharpe Ratio Comparison

The current MXSDX Sharpe Ratio is 2.39, which is higher than the MXDPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MXSDX 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


MXSDXMXDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

0.89

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.40

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

0.54

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.12

+0.19

Correlation

The correlation between MXSDX and MXDPX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MXSDX vs. MXDPX - Dividend Comparison

MXSDX's dividend yield for the trailing twelve months is around 3.08%, less than MXDPX's 5.34% yield.


TTM202520242023202220212020201920182017
MXSDX
Great-West Short Duration Bond Fund
3.08%3.08%4.43%2.31%1.51%1.87%2.14%2.06%1.90%0.70%
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

MXSDX vs. MXDPX - Drawdown Comparison

The maximum MXSDX drawdown since its inception was -10.81%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXSDX and MXDPX.


Loading graphics...

Drawdown Indicators


MXSDXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-10.81%

-39.33%

+28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

-5.89%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-6.63%

-20.55%

+13.92%

Max Drawdown (10Y)

Largest decline over 10 years

-7.78%

-20.55%

+12.77%

Current Drawdown

Current decline from peak

-0.66%

-4.94%

+4.28%

Average Drawdown

Average peak-to-trough decline

-3.05%

-14.02%

+10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.50%

-1.27%

Volatility

MXSDX vs. MXDPX - Volatility Comparison

The current volatility for Great-West Short Duration Bond Fund (MXSDX) is 0.50%, while Great-West Moderately Conservative Profile Fund (MXDPX) has a volatility of 2.49%. This indicates that MXSDX experiences smaller price fluctuations and is considered to be less risky than MXDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXSDXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

2.49%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

5.00%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

8.34%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.10%

9.01%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.00%

8.86%

-6.86%