MXVIX vs. MXBPX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Moderately Aggressive Profile Fund (MXBPX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXBPX is managed by Great-West. It was launched on Sep 15, 1999.
Performance
MXVIX vs. MXBPX - Performance Comparison
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MXVIX vs. MXBPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
MXBPX Great-West Moderately Aggressive Profile Fund | -2.14% | 13.78% | 9.00% | 13.96% | -13.04% | 14.39% | 11.44% | 20.91% | -8.67% | 13.52% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly lower than MXBPX's -2.14% return. Over the past 10 years, MXVIX has outperformed MXBPX with an annualized return of 13.12%, while MXBPX has yielded a comparatively lower 6.71% annualized return.
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
MXBPX
- 1D
- -0.14%
- 1M
- -6.53%
- YTD
- -2.14%
- 6M
- -0.22%
- 1Y
- 10.23%
- 3Y*
- 9.92%
- 5Y*
- 5.40%
- 10Y*
- 6.71%
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MXVIX vs. MXBPX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than MXBPX's 0.42% expense ratio.
Return for Risk
MXVIX vs. MXBPX — Risk / Return Rank
MXVIX
MXBPX
MXVIX vs. MXBPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West Moderately Aggressive Profile Fund (MXBPX). 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.
| MXVIX | MXBPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.77 | +0.17 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.16 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.01 | +0.24 |
Martin ratioReturn relative to average drawdown | 5.89 | 4.00 | +1.89 |
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
| MXVIX | MXBPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.77 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.41 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.49 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.10 | +0.34 |
Correlation
The correlation between MXVIX and MXBPX is 0.86, 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
MXVIX vs. MXBPX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXBPX's 6.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
MXBPX Great-West Moderately Aggressive Profile Fund | 6.05% | 5.92% | 6.18% | 5.45% | 9.89% | 9.76% | 8.52% | 11.28% | 12.07% | 4.47% |
Drawdowns
MXVIX vs. MXBPX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, roughly equal to the maximum MXBPX drawdown of -55.80%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXBPX.
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Drawdown Indicators
| MXVIX | MXBPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -55.80% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -9.21% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -25.51% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -28.63% | -5.19% |
Current DrawdownCurrent decline from peak | -6.29% | -7.12% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -21.11% | +12.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.32% | +0.60% |
Volatility
MXVIX vs. MXBPX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 5.33% compared to Great-West Moderately Aggressive Profile Fund (MXBPX) at 3.62%. This indicates that MXVIX's price experiences larger fluctuations and is considered to be riskier than MXBPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | MXBPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.62% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 7.97% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 13.50% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 13.39% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 13.65% | +4.55% |