MXBIX vs. MXIVX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Great-West International Value Fund (MXIVX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. MXIVX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXBIX vs. MXIVX - Performance Comparison
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MXBIX vs. MXIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
MXIVX Great-West International Value Fund | 1.89% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
Returns By Period
In the year-to-date period, MXBIX achieves a -0.08% return, which is significantly lower than MXIVX's 1.89% return. Over the past 10 years, MXBIX has underperformed MXIVX with an annualized return of 1.02%, while MXIVX has yielded a comparatively higher 8.86% annualized return.
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
MXIVX
- 1D
- 3.19%
- 1M
- -5.99%
- YTD
- 1.89%
- 6M
- 7.51%
- 1Y
- 28.14%
- 3Y*
- 17.68%
- 5Y*
- 9.91%
- 10Y*
- 8.86%
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MXBIX vs. MXIVX - Expense Ratio Comparison
MXBIX has a 0.50% expense ratio, which is lower than MXIVX's 1.07% expense ratio.
Return for Risk
MXBIX vs. MXIVX — Risk / Return Rank
MXBIX
MXIVX
MXBIX vs. MXIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Great-West International Value Fund (MXIVX). 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.
| MXBIX | MXIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.76 | -0.83 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.35 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.55 | 2.02 | -0.46 |
Martin ratioReturn relative to average drawdown | 4.48 | 8.45 | -3.97 |
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
| MXBIX | MXIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.76 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.63 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.46 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.16 | -0.07 |
Correlation
The correlation between MXBIX and MXIVX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MXBIX vs. MXIVX - Dividend Comparison
MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than MXIVX's 5.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% |
MXIVX Great-West International Value Fund | 5.85% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Drawdowns
MXBIX vs. MXIVX - Drawdown Comparison
The maximum MXBIX drawdown since its inception was -19.74%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXBIX and MXIVX.
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Drawdown Indicators
| MXBIX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.74% | -76.77% | +57.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -11.65% | +8.88% |
Max Drawdown (5Y)Largest decline over 5 years | -18.70% | -29.13% | +10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -19.74% | -33.18% | +13.44% |
Current DrawdownCurrent decline from peak | -5.63% | -7.65% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -22.29% | +16.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 3.25% | -2.29% |
Volatility
MXBIX vs. MXIVX - Volatility Comparison
The current volatility for Great-West Bond Index Fund (MXBIX) is 1.54%, while Great-West International Value Fund (MXIVX) has a volatility of 7.17%. This indicates that MXBIX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXBIX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 7.17% | -5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 10.46% | -7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 17.14% | -12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.02% | 15.94% | -9.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.92% | 19.37% | -14.45% |