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VASIX vs. MXCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VASIX vs. MXCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and Great-West Conservative Profile Fund (MXCPX). The values are adjusted to include any dividend payments, if applicable.

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VASIX vs. MXCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VASIX
Vanguard LifeStrategy Income Fund
-1.27%9.42%6.67%9.63%-13.94%1.92%9.13%12.05%-1.05%6.05%
MXCPX
Great-West Conservative Profile Fund
-0.90%8.19%4.95%8.41%-10.33%6.35%8.07%11.40%-3.95%5.94%

Returns By Period

In the year-to-date period, VASIX achieves a -1.27% return, which is significantly lower than MXCPX's -0.90% return. Both investments have delivered pretty close results over the past 10 years, with VASIX having a 3.76% annualized return and MXCPX not far behind at 3.62%.


VASIX

1D
0.26%
1M
-3.65%
YTD
-1.27%
6M
0.05%
1Y
6.51%
3Y*
6.68%
5Y*
2.39%
10Y*
3.76%

MXCPX

1D
0.13%
1M
-3.75%
YTD
-0.90%
6M
0.33%
1Y
5.79%
3Y*
5.91%
5Y*
2.72%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VASIX vs. MXCPX - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is lower than MXCPX's 0.37% expense ratio.


Return for Risk

VASIX vs. MXCPX — Risk / Return Rank

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

VASIX
VASIX Risk / Return Rank: 7777
Overall Rank
VASIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VASIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VASIX Omega Ratio Rank: 7474
Omega Ratio Rank
VASIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VASIX Martin Ratio Rank: 7777
Martin Ratio Rank

MXCPX
MXCPX Risk / Return Rank: 6060
Overall Rank
MXCPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MXCPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
MXCPX Omega Ratio Rank: 6060
Omega Ratio Rank
MXCPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXCPX Martin Ratio Rank: 5858
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.

VASIX vs. MXCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) 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.


VASIXMXCPXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.13

+0.32

Sortino ratio

Return per unit of downside risk

2.02

1.57

+0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.72

1.37

+0.34

Martin ratio

Return relative to average drawdown

7.48

5.54

+1.94

VASIX vs. MXCPX - Sharpe Ratio Comparison

The current VASIX Sharpe Ratio is 1.45, which is comparable to the MXCPX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VASIX and MXCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VASIXMXCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.13

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.41

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.56

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.07

+1.03

Correlation

The correlation between VASIX and MXCPX is 0.73, 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

VASIX vs. MXCPX - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 4.30%, more than MXCPX's 3.49% yield.


TTM20252024202320222021202020192018201720162015
VASIX
Vanguard LifeStrategy Income Fund
4.30%4.18%7.61%3.17%2.02%3.95%2.15%2.73%3.55%1.52%2.26%2.57%
MXCPX
Great-West Conservative Profile Fund
3.49%3.45%4.53%4.17%5.70%5.20%2.46%5.62%5.53%2.70%0.00%0.00%

Drawdowns

VASIX vs. MXCPX - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum MXCPX drawdown of -35.02%. Use the drawdown chart below to compare losses from any high point for VASIX and MXCPX.


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Drawdown Indicators


VASIXMXCPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.17%

-35.02%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-4.11%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.17%

-17.81%

-0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-18.17%

-17.81%

-0.36%

Current Drawdown

Current decline from peak

-3.65%

-3.75%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.92%

-12.61%

+10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

1.02%

-0.13%

Volatility

VASIX vs. MXCPX - Volatility Comparison

Vanguard LifeStrategy Income Fund (VASIX) has a higher volatility of 2.08% compared to Great-West Conservative Profile Fund (MXCPX) at 1.97%. This indicates that VASIX'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


VASIXMXCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

1.97%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.19%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

5.27%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

6.68%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.87%

6.49%

-1.62%