MXXLX vs. MXDPX
Compare and contrast key facts about Great-West Lifetime 2055 Fund (MXXLX) and Great-West Moderately Conservative Profile Fund (MXDPX).
MXXLX is managed by Great-West. It was launched on Apr 30, 2009. MXDPX is managed by Great-West. It was launched on Sep 26, 1999.
Performance
MXXLX vs. MXDPX - Performance Comparison
Loading graphics...
MXXLX vs. MXDPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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
MXXLX
MXDPX
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.
| MXXLX | MXDPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.08 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.55 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.56 | -0.04 |
Martin ratioReturn relative to average drawdown | 6.77 | 5.98 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXXLX | MXDPX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
| MXXLX | MXDPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.76% | -3.33% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -14.02% | +6.93% |
Ulcer IndexDepth 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
| MXXLX | MXDPX | Difference | |
|---|---|---|---|
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% |