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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Great-West Emerging Markets Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Great-West Emerging Markets Equity Fund (MXEOX) has returned 1.01% so far this year and 30.79% over the past 12 months.
Great-West Emerging Markets Equity Fund
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 2018, MXEOX's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, your investment would double in approximately 12.9 years.
Historically, 54% of months were positive and 46% were negative. The best month was Nov 2022 with a return of +16.2%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MXEOX closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.98% | 6.63% | -13.08% | 1.01% | |||||||||
| 2025 | 3.31% | -1.71% | 0.98% | 0.11% | 6.13% | 5.78% | 0.77% | 2.47% | 6.54% | 3.92% | -1.76% | 2.60% | 32.78% |
| 2024 | -2.75% | 5.66% | 1.98% | -0.34% | 1.72% | 3.27% | 0.33% | 1.09% | 5.50% | -2.76% | -3.26% | -0.51% | 9.84% |
| 2023 | 9.38% | -7.40% | 2.92% | -0.86% | -1.49% | 4.04% | 5.46% | -5.75% | -2.38% | -3.42% | 6.82% | 3.45% | 9.67% |
| 2022 | -0.29% | -4.83% | -3.21% | -6.42% | 0.91% | -6.91% | -0.49% | -0.61% | -10.38% | -3.16% | 16.19% | -3.57% | -22.34% |
| 2021 | 4.58% | 0.79% | -0.96% | 1.32% | 0.78% | 1.20% | -7.31% | 1.65% | -3.97% | 0.94% | -4.74% | 2.82% | -3.49% |
Benchmark Metrics
Great-West Emerging Markets Equity Fund has an annualized alpha of -2.61%, beta of 0.68, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 05, 2018.
- This fund participated in 84.25% of S&P 500 Index downside but only 60.11% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.68 may look defensive, but with R² of 0.49 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.49 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -2.61%
- Beta
- 0.68
- R²
- 0.49
- Upside Capture
- 60.11%
- Downside Capture
- 84.25%
Expense Ratio
MXEOX has a high expense ratio of 1.23%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXEOX ranks 80 for risk / return — in the top 80% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and compare them to a chosen benchmark (S&P 500 Index).
| MXEOX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.90 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.39 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.40 | +0.63 |
Martin ratioReturn relative to average drawdown | 7.76 | 6.61 | +1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MXEOX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Great-West Emerging Markets Equity Fund provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.12 | $0.12 | $0.12 | $0.17 | $0.13 | $0.35 | $0.20 | $0.09 | $0.08 |
Dividend yield | 0.99% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.09 | $0.12 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.13 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Great-West Emerging Markets Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Great-West Emerging Markets Equity Fund was 41.05%, occurring on Oct 24, 2022. Recovery took 711 trading sessions.
The current Great-West Emerging Markets Equity Fund drawdown is 13.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.05% | Feb 17, 2021 | 426 | Oct 24, 2022 | 711 | Sep 16, 2025 | 1137 |
| -36.45% | Jan 29, 2018 | 541 | Mar 23, 2020 | 161 | Nov 9, 2020 | 702 |
| -13.95% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -5.78% | Jan 22, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
| -5.63% | Oct 30, 2025 | 17 | Nov 21, 2025 | 27 | Jan 2, 2026 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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