PortfoliosLab logoPortfoliosLab logo
MXXLX vs. MXDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXXLX vs. MXDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Lifetime 2055 Fund (MXXLX) and Great-West Moderately Conservative Profile Fund (MXDPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXXLX vs. MXDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXXLX
Great-West Lifetime 2055 Fund
-0.45%17.54%10.65%17.25%-17.19%16.12%13.57%25.75%-13.05%21.19%
MXDPX
Great-West Moderately Conservative Profile Fund
0.36%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, MXXLX achieves a -0.45% return, which is significantly lower than MXDPX's 0.36% return. Over the past 10 years, MXXLX has outperformed MXDPX with an annualized return of 8.71%, while MXDPX has yielded a comparatively lower 4.98% annualized return.


MXXLX

1D
0.96%
1M
-3.15%
YTD
-0.45%
6M
1.54%
1Y
16.22%
3Y*
12.86%
5Y*
6.60%
10Y*
8.71%

MXDPX

1D
0.48%
1M
-1.98%
YTD
0.36%
6M
1.66%
1Y
8.66%
3Y*
7.79%
5Y*
3.92%
10Y*
4.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXXLX vs. MXDPX - Expense Ratio Comparison

MXXLX has a 0.57% expense ratio, which is higher than MXDPX's 0.37% expense ratio.


Return for Risk

MXXLX vs. MXDPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXXLX
MXXLX Risk / Return Rank: 4949
Overall Rank
MXXLX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MXXLX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MXXLX Omega Ratio Rank: 4747
Omega Ratio Rank
MXXLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MXXLX Martin Ratio Rank: 5555
Martin Ratio Rank

MXDPX
MXDPX Risk / Return Rank: 4848
Overall Rank
MXDPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MXDPX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MXDPX Omega Ratio Rank: 4848
Omega Ratio Rank
MXDPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
MXDPX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXXLX vs. MXDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Lifetime 2055 Fund (MXXLX) 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.


MXXLXMXDPXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.08

0.00

Sortino ratio

Return per unit of downside risk

1.58

1.55

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.52

1.56

-0.04

Martin ratio

Return relative to average drawdown

6.77

5.98

+0.78

MXXLX vs. MXDPX - Sharpe Ratio Comparison

The current MXXLX Sharpe Ratio is 1.08, which is comparable to the MXDPX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MXXLX and MXDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXXLXMXDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.08

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.44

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.13

+0.31

Correlation

The correlation between MXXLX 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

MXXLX vs. MXDPX - Dividend Comparison

MXXLX's dividend yield for the trailing twelve months is around 2.99%, less than MXDPX's 5.25% yield.


TTM202520242023202220212020201920182017
MXXLX
Great-West Lifetime 2055 Fund
2.99%2.97%4.27%3.42%7.87%8.92%5.05%9.47%10.16%2.95%
MXDPX
Great-West Moderately Conservative Profile Fund
5.25%5.27%4.86%5.29%6.69%6.84%2.38%7.36%7.84%2.90%

Drawdowns

MXXLX vs. MXDPX - Drawdown Comparison

The maximum MXXLX drawdown since its inception was -33.59%, smaller than the maximum MXDPX drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for MXXLX and MXDPX.


Loading graphics...

Drawdown Indicators


MXXLXMXDPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-39.33%

+5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-4.94%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.94%

-20.55%

-8.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.59%

-20.55%

-13.04%

Current Drawdown

Current decline from peak

-5.76%

-3.33%

-2.43%

Average Drawdown

Average peak-to-trough decline

-7.09%

-14.02%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.54%

+1.01%

Volatility

MXXLX vs. MXDPX - Volatility Comparison

Great-West Lifetime 2055 Fund (MXXLX) has a higher volatility of 5.60% compared to Great-West Moderately Conservative Profile Fund (MXDPX) at 2.82%. This indicates that MXXLX'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.


Loading graphics...

Volatility by Period


MXXLXMXDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

2.82%

+2.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

5.16%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

8.42%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

9.03%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

8.87%

+7.54%