MXECX vs. FISZX
MXECX (Great-West Core Strategies: International Equity Fund) and FISZX (Fidelity SAI International SMA Completion Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, MXECX returned 7.83%/yr vs 6.94%/yr for FISZX. Their correlation of 0.81 means they have usually moved in the same direction. MXECX charges 0.65%/yr vs 0.00%/yr for FISZX.
Performance
MXECX vs. FISZX - Performance Comparison
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Returns By Period
In the year-to-date period, MXECX achieves a 9.23% return, which is significantly lower than FISZX's 20.11% return.
MXECX
- 1D
- -1.10%
- 1M
- 2.04%
- 6M
- 4.30%
- YTD
- 9.23%
- 1Y
- 20.85%
- 3Y*
- 14.68%
- 5Y*
- 7.83%
- 10Y*
- —
- ALL TIME*
- 7.83%
FISZX
- 1D
- -0.39%
- 1M
- -4.89%
- 6M
- 11.25%
- YTD
- 20.11%
- 1Y
- 35.69%
- 3Y*
- 19.42%
- 5Y*
- 6.94%
- 10Y*
- —
- ALL TIME*
- 10.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MXECX vs. FISZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXECX Great-West Core Strategies: International Equity Fund | 9.23% | 29.17% | 3.12% | 17.53% | -14.33% | 9.43% | 8.85% | 9.24% |
FISZX Fidelity SAI International SMA Completion Fund | 20.11% | 31.77% | 3.61% | 15.83% | -28.32% | 9.91% | 23.49% | 13.42% |
Correlation
The correlation between MXECX and FISZX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019 | 0.81 |
The correlation between MXECX and FISZX has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
MXECX vs. FISZX — Risk / Return Rank
MXECX
FISZX
MXECX vs. FISZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Core Strategies: International Equity Fund (MXECX) and Fidelity SAI International SMA Completion Fund (FISZX). 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.
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.
| MXECX | FISZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.45 | -0.48 |
| Martin ratioReturn relative to average drawdown | 7.30 | 8.21 | -0.91 |
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Drawdowns
MXECX vs. FISZX - Drawdown Comparison
The maximum MXECX drawdown since its inception was -33.69%, smaller than the maximum FISZX drawdown of -39.92%. Use the drawdown chart below to compare losses from any high point for MXECX and FISZX.
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Drawdown Indicators
| MXECX | FISZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.69% | -39.92% | +6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -14.48% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.91% | -14.63% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -30.49% | -39.92% | +9.43% |
Current DrawdownCurrent decline from peak | -1.10% | -9.41% | +8.31% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -12.20% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 4.30% | -1.41% |
Volatility
MXECX vs. FISZX - Volatility Comparison
The current volatility for Great-West Core Strategies: International Equity Fund (MXECX) is 4.05%, while Fidelity SAI International SMA Completion Fund (FISZX) has a volatility of 7.74%. This indicates that MXECX experiences smaller price fluctuations and is considered to be less risky than FISZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXECX | FISZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 7.74% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 20.56% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 22.63% | -8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 18.71% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 18.73% | -0.78% |
MXECX vs. FISZX - Expense Ratio Comparison
MXECX has a 0.65% expense ratio, which is higher than FISZX's 0.00% expense ratio.
Dividends
MXECX vs. FISZX - Dividend Comparison
MXECX's dividend yield for the trailing twelve months is around 3.73%, more than FISZX's 1.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
FISZX Fidelity SAI International SMA Completion Fund | 1.60% | 1.92% | 2.55% | 1.89% | 1.37% | 6.08% | 0.90% | 0.27% |
MXECX Great-West Core Strategies: International Equity Fund | 3.73% | 4.06% | 3.31% | 4.11% | 3.41% | 8.33% | 11.78% | 4.69% |
Frequently Asked Questions
MXECX and FISZX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FISZX has higher volatility (7.74%) compared to MXECX (4.05%). In terms of maximum drawdown, MXECX dropped -33.69% vs FISZX's -39.92%.
FISZX currently has the higher Sharpe Ratio (1.57 vs 1.47), 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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