MXXLX vs. MXCPX
Compare and contrast key facts about Great-West Lifetime 2055 Fund (MXXLX) and Great-West Conservative Profile Fund (MXCPX).
MXXLX is managed by Great-West. It was launched on Apr 30, 2009. MXCPX is managed by Great-West. It was launched on Sep 29, 1999.
Performance
MXXLX vs. MXCPX - Performance Comparison
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MXXLX vs. MXCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -13.05% | 21.19% |
MXCPX Great-West Conservative Profile Fund | 0.00% | 8.19% | 4.95% | 8.41% | -10.33% | 6.35% | 8.07% | 11.40% | -3.95% | 5.94% |
Returns By Period
Over the past 10 years, MXXLX has outperformed MXCPX with an annualized return of 8.61%, while MXCPX has yielded a comparatively lower 3.71% annualized return.
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
MXCPX
- 1D
- 0.91%
- 1M
- -2.51%
- YTD
- 0.00%
- 6M
- 0.99%
- 1Y
- 6.75%
- 3Y*
- 6.23%
- 5Y*
- 2.91%
- 10Y*
- 3.71%
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MXXLX vs. MXCPX - Expense Ratio Comparison
MXXLX has a 0.57% expense ratio, which is higher than MXCPX's 0.37% expense ratio.
Return for Risk
MXXLX vs. MXCPX — Risk / Return Rank
MXXLX
MXCPX
MXXLX vs. MXCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) 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.
| MXXLX | MXCPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.27 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.78 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.68 | -0.25 |
Martin ratioReturn relative to average drawdown | 6.39 | 6.66 | -0.26 |
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
| MXXLX | MXCPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.27 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.44 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.08 | +0.36 |
Correlation
The correlation between MXXLX and MXCPX is 0.90, 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
MXXLX vs. MXCPX - Dividend Comparison
MXXLX's dividend yield for the trailing twelve months is around 3.02%, less than MXCPX's 3.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
MXCPX Great-West Conservative Profile Fund | 3.45% | 3.45% | 4.53% | 4.17% | 5.70% | 5.20% | 2.46% | 5.62% | 5.53% | 2.70% |
Drawdowns
MXXLX vs. MXCPX - Drawdown Comparison
The maximum MXXLX drawdown since its inception was -33.59%, roughly equal to the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for MXXLX and MXCPX.
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Drawdown Indicators
| MXXLX | MXCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -35.02% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -4.11% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -28.94% | -17.81% | -11.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.59% | -17.81% | -15.78% |
Current DrawdownCurrent decline from peak | -6.66% | -2.88% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -12.61% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 1.04% | +1.49% |
Volatility
MXXLX vs. MXCPX - Volatility Comparison
Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 5.71% compared to Great-West Conservative Profile Fund (MXCPX) at 2.23%. This indicates that MXXLX'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
| MXXLX | MXCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 2.23% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 3.31% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 5.33% | +10.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 6.69% | +8.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 6.50% | +9.91% |