- ISIN
- US39137G3222
- Issuer
- Great-West
- Inception Date
- Jan 4, 2018
- Category
- Emerging Markets Diversified
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MXEOX Performance Chart
Great-West Emerging Markets Equity Fund (MXEOX) is up 33.1% since the beginning of the year. MXEOX is currently trading at $16 per share. Investors who bought $1,000 worth of MXEOX shares 5 years ago would now be looking at an investment worth $1,509.
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Returns By Period
Great-West Emerging Markets Equity Fund (MXEOX) has returned 33.08% so far this year and 58.66% over the past 12 months.
Great-West Emerging Markets Equity Fund
- 1D
- 1.67%
- 1M
- 7.46%
- YTD
- 33.08%
- 6M
- 34.70%
- 1Y
- 58.66%
- 3Y*
- 24.99%
- 5Y*
- 8.58%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MXEOX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2018, MXEOX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 55% of months were positive and 45% 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% | -10.84% | 14.83% | 7.83% | 3.73% | 33.08% | ||||||
| 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 -0.79%, beta of 0.70, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since January 04, 2018.
- This fund participated in 81.44% of S&P 500 Index downside but only 64.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.70 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
- -0.79%
- Beta
- 0.70
- R²
- 0.49
- Upside Capture
- 64.77%
- Downside Capture
- 81.44%
Expense Ratio
MXEOX has a high expense ratio of 1.23%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MXEOX ranks 88 for risk / return — in the top 88% 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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MXEOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.37 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.40 | 2.78 | +1.62 |
| Martin ratioReturn relative to average drawdown | 16.54 | 12.44 | +4.11 |
Dividends
Dividend History
Great-West Emerging Markets Equity Fund provided a 0.75% 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 | 0.75% | 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 | $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 0.06%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -41.05%Oct 2022 | 1y 8mo | 2y 10mo | 4y 7moFeb 2021 - Sep 2025 |
COVID crash2020 | -36.45%Mar 2020 | 2y 1mo | 7mo 21d | 2y 9moJan 2018 - Nov 2020 |
2026 correction2026 | -13.95%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2026 pullback2026 | -9.39%Jun 2026 | 7d | — | 20d 16hJun 2026 - now |
2026 pullback2026 | -6.04%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
Drawdown Indicators
| MXEOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -56.78% | +15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -9.10% | -4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -18.90% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -38.36% | -25.43% | -12.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.06% | -1.80% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -17.10% | -10.71% | -6.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.03% | +1.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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