MXSHX vs. MXDPX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXSHX vs. MXDPX - Performance Comparison
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MXSHX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -1.95% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
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, MXSHX achieves a -1.95% return, which is significantly lower than MXDPX's -1.31% return. Over the past 10 years, MXSHX has outperformed MXDPX with an annualized return of 6.30%, while MXDPX has yielded a comparatively lower 4.81% annualized return.
MXSHX
- 1D
- 0.00%
- 1M
- -6.15%
- YTD
- -1.95%
- 6M
- -0.07%
- 1Y
- 10.92%
- 3Y*
- 8.92%
- 5Y*
- 4.36%
- 10Y*
- 6.30%
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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MXSHX vs. MXDPX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXSHX vs. MXDPX — Risk / Return Rank
MXSHX
MXDPX
MXSHX vs. MXDPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) 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.
| MXSHX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.89 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.28 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.16 | +0.12 |
Martin ratioReturn relative to average drawdown | 5.60 | 4.56 | +1.05 |
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
| MXSHX | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.89 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.40 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.12 | +0.35 |
Correlation
The correlation between MXSHX and MXDPX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXSHX vs. MXDPX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.64%, less than MXDPX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 3.64% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
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
MXSHX vs. MXDPX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXSHX and MXDPX.
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Drawdown Indicators
| MXSHX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -39.33% | +15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -5.89% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -20.55% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -20.55% | -2.89% |
Current DrawdownCurrent decline from peak | -6.40% | -4.94% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -14.02% | +9.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.50% | +0.30% |
Volatility
MXSHX vs. MXDPX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) has a higher volatility of 3.66% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXSHX'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
| MXSHX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 2.49% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 6.18% | 5.00% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 8.34% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.16% | 9.01% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.15% | 8.86% | +2.29% |