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Great-West International Growth Fund (MXIGX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US39137C7433
Inception Date
May 20, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Great-West International Growth 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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S&P 500 Index

Returns By Period

Great-West International Growth Fund (MXIGX) has returned -8.98% so far this year and 0.20% over the past 12 months. Over the last ten years, MXIGX has returned 5.43% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Great-West International Growth Fund

1D
0.08%
1M
-12.12%
YTD
-8.98%
6M
-9.55%
1Y
0.20%
3Y*
3.29%
5Y*
-1.42%
10Y*
5.43%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 27, 2003, MXIGX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +13.7%, while the worst month was Dec 2006 at -21.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MXIGX closed higher 50% of trading days. The best single day was Dec 27, 2018 with a return of +12.9%, while the worst single day was Dec 18, 2006 at -23.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.55%1.00%-12.12%-8.98%
20256.66%-3.63%-1.43%1.99%5.62%1.70%-3.07%1.87%2.40%0.97%-1.65%0.07%11.53%
20240.24%2.97%2.58%-5.70%6.44%-0.22%2.37%2.75%0.70%-3.79%0.07%-3.78%4.04%
202310.69%-3.72%4.80%2.29%-1.84%1.47%1.61%-5.06%-6.83%-4.02%11.82%6.16%16.54%
2022-11.87%-4.42%0.97%-11.30%-1.58%-8.97%8.92%-7.76%-10.09%4.90%13.72%-4.37%-30.35%
2021-2.04%0.06%-0.82%5.61%1.75%0.53%1.95%3.30%-6.27%3.15%-4.17%3.04%5.59%

Benchmark Metrics

Great-West International Growth Fund has an annualized alpha of -3.99%, beta of 0.86, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 28, 2003.

  • This fund participated in 112.38% of S&P 500 Index downside but only 83.30% of its upside — more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -3.99% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.86 and R² of 0.59, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.99%
Beta
0.86
0.59
Upside Capture
83.30%
Downside Capture
112.38%

Expense Ratio

MXIGX has a high expense ratio of 1.20%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MXIGX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MXIGX Risk / Return Rank: 44
Overall Rank
MXIGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MXIGX Sortino Ratio Rank: 44
Sortino Ratio Rank
MXIGX Omega Ratio Rank: 44
Omega Ratio Rank
MXIGX Calmar Ratio Rank: 44
Calmar Ratio Rank
MXIGX Martin Ratio Rank: 44
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Great-West International Growth Fund (MXIGX) and compare them to a chosen benchmark (S&P 500 Index).


MXIGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.90

-0.99

Sortino ratio

Return per unit of downside risk

-0.00

1.39

-1.39

Omega ratio

Gain probability vs. loss probability

1.00

1.21

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.13

1.40

-1.53

Martin ratio

Return relative to average drawdown

-0.48

6.61

-7.09

Explore MXIGX 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 International Growth Fund provided a 5.63% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.70$0.70$0.36$0.00$0.14$1.14$0.14$0.03$1.24$0.49

Dividend yield

5.63%5.13%2.80%0.00%1.29%7.13%0.88%0.20%13.16%3.77%

Monthly Dividends

The table displays the monthly dividend distributions for Great-West International Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.07$0.00$0.00$0.64$0.70
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.28$0.36
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.90$1.14

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 International Growth 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 International Growth Fund was 66.36%, occurring on Mar 9, 2009. Recovery took 2893 trading sessions.

The current Great-West International Growth Fund drawdown is 19.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.36%Dec 15, 2006559Mar 9, 20092893Sep 2, 20203452
-43.7%Sep 8, 2021279Oct 14, 2022
-14%May 11, 200623Jun 13, 2006118Nov 29, 2006141
-10.68%Feb 17, 202114Mar 8, 202168Jun 14, 202182
-8.93%Dec 6, 200432Jan 20, 2005140Aug 10, 2005172

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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