MXVIX vs. MXDPX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXVIX vs. MXDPX - Performance Comparison
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MXVIX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
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, MXVIX achieves a -7.14% return, which is significantly lower than MXDPX's -1.31% return. Over the past 10 years, MXVIX has outperformed MXDPX with an annualized return of 12.80%, while MXDPX has yielded a comparatively lower 4.81% annualized return.
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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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MXVIX vs. MXDPX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is higher than MXDPX's 0.37% expense ratio.
Return for Risk
MXVIX vs. MXDPX — Risk / Return Rank
MXVIX
MXDPX
MXVIX vs. MXDPX - 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 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.
| MXVIX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.89 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.28 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.16 | -0.17 |
Martin ratioReturn relative to average drawdown | 4.71 | 4.56 | +0.15 |
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 | MXDPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.89 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.40 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.54 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.12 | +0.32 |
Correlation
The correlation between MXVIX and MXDPX is 0.83, 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. MXDPX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.41%, less than MXDPX's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
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
MXVIX vs. MXDPX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than MXDPX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXDPX.
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Drawdown Indicators
| MXVIX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -39.33% | -18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -5.89% | -6.24% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -20.55% | -4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -20.55% | -13.27% |
Current DrawdownCurrent decline from peak | -8.94% | -4.94% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -14.02% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.50% | +1.40% |
Volatility
MXVIX vs. MXDPX - Volatility Comparison
Great-West S&P 500 Index Fund (MXVIX) has a higher volatility of 4.23% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.49%. This indicates that MXVIX'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
| MXVIX | MXDPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 2.49% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 5.00% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 8.34% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 9.01% | +8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 8.86% | +9.32% |