MAIFX vs. IXC
MAIFX (Mutual of America International Fund) and IXC (iShares Global Energy ETF) are both funds - MAIFX is a Foreign Large Cap Equities fund managed by Mutual of America, while IXC is a Energy Equities fund tracking the S&P Global Energy Sector Index. Over the past 5 years, MAIFX returned 9.03%/yr vs 19.64%/yr for IXC. At a 0.40 correlation, their price movements are largely independent. MAIFX charges 0.13%/yr vs 0.46%/yr for IXC.
Performance
MAIFX vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, MAIFX achieves a 8.55% return, which is significantly lower than IXC's 32.22% return.
MAIFX
- 1D
- 0.51%
- 1M
- 3.38%
- YTD
- 8.55%
- 6M
- 10.99%
- 1Y
- 23.91%
- 3Y*
- 18.90%
- 5Y*
- 9.03%
- 10Y*
- —
IXC
- 1D
- 0.87%
- 1M
- -1.75%
- YTD
- 32.22%
- 6M
- 30.00%
- 1Y
- 48.10%
- 3Y*
- 18.84%
- 5Y*
- 19.64%
- 10Y*
- 10.29%
MAIFX vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MAIFX Mutual of America International Fund | 8.55% | 37.23% | 3.22% | 16.96% | -12.81% | 9.11% | 926.37% |
IXC iShares Global Energy ETF | 32.22% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.55% |
Correlation
The correlation between MAIFX and IXC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2020 | 0.40 |
The correlation between MAIFX and IXC shifts across timeframes, from -0.01 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MAIFX vs. IXC — Risk / Return Rank
MAIFX
IXC
MAIFX vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mutual of America International Fund (MAIFX) and iShares Global Energy ETF (IXC). 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.
| MAIFX | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 5.00 | -2.78 |
| Martin ratioReturn relative to average drawdown | 7.91 | 15.10 | -7.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAIFX | IXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.58 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.84 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.32 | -0.15 |
Drawdowns
MAIFX vs. IXC - Drawdown Comparison
The maximum MAIFX drawdown since its inception was -33.70%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for MAIFX and IXC.
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Drawdown Indicators
| MAIFX | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -67.88% | +34.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.57% | -9.66% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -12.87% | -19.06% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -24.93% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.16% | — |
Current DrawdownCurrent decline from peak | -2.69% | -4.84% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -17.48% | +11.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.20% | -0.11% |
Volatility
MAIFX vs. IXC - Volatility Comparison
The current volatility for Mutual of America International Fund (MAIFX) is 5.07%, while iShares Global Energy ETF (IXC) has a volatility of 7.50%. This indicates that MAIFX experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAIFX | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 7.50% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 15.42% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 18.75% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.33% | 23.50% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 379.83% | 26.85% | +352.98% |
MAIFX vs. IXC - Expense Ratio Comparison
MAIFX has a 0.13% expense ratio, which is lower than IXC's 0.46% expense ratio.
Dividends
MAIFX vs. IXC - Dividend Comparison
MAIFX's dividend yield for the trailing twelve months is around 3.12%, more than IXC's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.79% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
MAIFX Mutual of America International Fund | 3.12% | 3.39% | 1.94% | 3.77% | 9.48% | 9.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MAIFX and IXC have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (7.50%) compared to MAIFX (5.07%). In terms of maximum drawdown, MAIFX dropped -33.70% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (2.58 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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