MXSHX vs. MXCPX
MXSHX (Great-West SecureFoundation Balanced Fund) and MXCPX (Great-West Conservative Profile Fund) are both Diversified Portfolio funds from Great-West. Over the past 10 years, MXSHX returned 7.21%/yr vs 4.00%/yr for MXCPX. Their correlation of 0.92 suggests significant overlap in exposure. MXSHX charges 0.53%/yr vs 0.37%/yr for MXCPX.
Performance
MXSHX vs. MXCPX - Performance Comparison
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Returns By Period
In the year-to-date period, MXSHX achieves a 8.44% return, which is significantly higher than MXCPX's 4.12% return. Over the past 10 years, MXSHX has outperformed MXCPX with an annualized return of 7.21%, while MXCPX has yielded a comparatively lower 4.00% annualized return.
MXSHX
- 1D
- 0.84%
- 1M
- 1.77%
- YTD
- 8.44%
- 6M
- 7.98%
- 1Y
- 18.79%
- 3Y*
- 11.67%
- 5Y*
- 5.91%
- 10Y*
- 7.21%
MXCPX
- 1D
- 0.25%
- 1M
- 0.87%
- YTD
- 4.12%
- 6M
- 3.97%
- 1Y
- 9.26%
- 3Y*
- 7.28%
- 5Y*
- 3.33%
- 10Y*
- 4.00%
MXSHX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 8.44% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
MXCPX Great-West Conservative Profile Fund | 4.12% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Correlation
The correlation between MXSHX and MXCPX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2009 | 0.92 |
The correlation between MXSHX and MXCPX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
MXSHX vs. MXCPX — Risk / Return Rank
MXSHX
MXCPX
MXSHX vs. MXCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Conservative Profile Fund (MXCPX). 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.
| MXSHX | MXCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.40 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.03 | 10.07 | +1.95 |
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Drawdowns
MXSHX vs. MXCPX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXCPX.
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Drawdown Indicators
| MXSHX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -35.02% | +11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -3.88% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -10.68% | -5.57% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -17.81% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -17.81% | -5.63% |
Current DrawdownCurrent decline from peak | -0.06% | -0.25% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -12.51% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 0.92% | +0.62% |
Volatility
MXSHX vs. MXCPX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) has a higher volatility of 3.43% compared to Great-West Conservative Profile Fund (MXCPX) at 1.70%. This indicates that MXSHX's price experiences larger fluctuations and is considered to be riskier than MXCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXSHX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 1.70% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 3.90% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.00% | 4.74% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.29% | 6.74% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.24% | 6.53% | +4.71% |
MXSHX vs. MXCPX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Dividends
MXSHX vs. MXCPX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.29%, which matches MXCPX's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
MXCPX Great-West Conservative Profile Fund | 3.32% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.29% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
Frequently Asked Questions
With a correlation of 0.92, MXSHX and MXCPX 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.
MXSHX has higher volatility (3.43%) compared to MXCPX (1.70%). In terms of maximum drawdown, MXSHX dropped -23.44% vs MXCPX's -35.02%.
MXSHX currently has the higher Sharpe Ratio (2.07 vs 1.96), 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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