- ISIN
- US39137C1808
- Issuer
- Great-West
- Inception Date
- Jan 13, 2011
- Category
- Foreign Large Cap Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
MXINX Performance Chart
Great-West International Index Fund (MXINX) is up 10.5% since the beginning of the year. MXINX is currently trading at $17 per share. Investors who bought $1,000 worth of MXINX shares 5 years ago would now be looking at an investment worth $1,526.
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Returns By Period
Great-West International Index Fund (MXINX) has returned 10.53% so far this year and 23.97% over the past 12 months. Over the last ten years, MXINX has returned 8.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Great-West International Index Fund
- 1D
- 0.17%
- 1M
- 1.99%
- YTD
- 10.53%
- 6M
- 10.94%
- 1Y
- 23.97%
- 3Y*
- 15.67%
- 5Y*
- 8.82%
- 10Y*
- 8.84%
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%
MXINX Monthly Returns History
Based on dividend-adjusted daily data since Jan 13, 2011, MXINX's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MXINX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.01% | 4.71% | -8.19% | 5.91% | 2.31% | 1.04% | 10.53% | ||||||
| 2025 | 6.99% | -0.68% | 1.51% | 3.73% | 4.45% | 2.75% | -2.54% | 4.74% | 2.40% | 0.96% | 0.63% | 2.64% | 30.90% |
| 2024 | -0.00% | 2.35% | 3.32% | -3.29% | 5.15% | -2.26% | 2.93% | 3.37% | 0.72% | -4.76% | -1.06% | -3.03% | 2.92% |
| 2023 | 8.48% | -3.03% | 3.03% | 2.78% | -4.01% | 4.43% | 2.69% | -3.97% | -3.66% | -3.01% | 8.43% | 5.38% | 17.56% |
| 2022 | -3.89% | -3.02% | 1.64% | -8.14% | 1.84% | -8.96% | 5.01% | -5.86% | -9.40% | 5.81% | 13.59% | -1.85% | -14.75% |
| 2021 | -1.83% | 2.44% | 2.30% | 2.94% | 3.61% | -1.38% | 0.81% | 1.53% | -3.33% | 3.04% | -4.57% | 4.78% | 10.32% |
Benchmark Metrics
Great-West International Index Fund has an annualized alpha of -3.32%, beta of 0.80, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 13, 2011.
- This fund participated in 103.58% of S&P 500 Index downside but only 75.85% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.32% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -3.32%
- Beta
- 0.80
- R²
- 0.63
- Upside Capture
- 75.85%
- Downside Capture
- 103.58%
Expense Ratio
MXINX has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MXINX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Great-West International Index Fund (MXINX) 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.
| MXINX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.78 | -0.60 |
| Martin ratioReturn relative to average drawdown | 8.13 | 12.44 | -4.31 |
Dividends
Dividend History
Great-West International Index Fund provided a 3.02% dividend yield over the last twelve months, with an annual payout of $0.53 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.53 | $0.53 | $0.27 | $0.54 | $0.20 | $0.75 | $0.31 | $0.31 | $0.36 | $0.32 |
Dividend yield | 3.02% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Great-West International Index 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 | $0.01 | $0.00 | $0.00 | $0.52 | $0.53 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.24 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.52 | $0.54 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.19 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.46 | $0.75 |
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 Index 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 Index Fund was 34.59%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.59%Mar 2020 | 2y 1mo | 8mo 6d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -29.75%Sep 2022 | 1y 19d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2012 bear market2012 | -26.96%Jun 2012 | 1y 1mo | 11mo 11d | 2y 6dMay 2011 - May 2013 |
2016 bear market2016 | -26.87%Feb 2016 | 1y 7mo | 1y 8mo | 3y 3moJul 2014 - Oct 2017 |
2025 selloff2025 | -13.70%Apr 2025 | 19d | 17d | 1mo 6dMar 2025 - Apr 2025 |
Drawdown Indicators
| MXINX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -56.78% | +22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -9.10% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -13.70% | -18.90% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -25.43% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -33.92% | -0.67% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -10.71% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.03% | +1.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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