MXSDX vs. MXDPX
Compare and contrast key facts about Great-West Short Duration Bond Fund (MXSDX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXSDX is managed by Great-West. It was launched on Aug 1, 1995. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXSDX vs. MXDPX - Performance Comparison
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MXSDX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MXSDX
MXDPX
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.
| MXSDX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.39 | 0.89 | +1.50 |
Sortino ratioReturn per unit of downside risk | 3.62 | 1.28 | +2.34 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.19 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.16 | +2.63 |
Martin ratioReturn relative to average drawdown | 17.64 | 4.56 | +13.08 |
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
| MXSDX | MXDPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| MXSDX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.66% | -4.94% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -14.02% | +10.97% |
Ulcer IndexDepth 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.
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Volatility by Period
| MXSDX | MXDPX | Difference | |
|---|---|---|---|
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% |