MXEOX vs. CEMFX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Cullen Emerging Markets High Dividend Fund (CEMFX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. CEMFX is managed by Cullen Funds Trust. It was launched on Aug 30, 2012.
Performance
MXEOX vs. CEMFX - Performance Comparison
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MXEOX vs. CEMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 1.01% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
CEMFX Cullen Emerging Markets High Dividend Fund | 6.79% | 31.39% | 9.51% | 26.45% | -16.15% | 6.74% | 8.70% | 19.75% | -18.58% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than CEMFX's 6.79% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
CEMFX
- 1D
- -0.85%
- 1M
- -11.79%
- YTD
- 6.79%
- 6M
- 11.80%
- 1Y
- 38.22%
- 3Y*
- 21.50%
- 5Y*
- 10.64%
- 10Y*
- 9.57%
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MXEOX vs. CEMFX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than CEMFX's 1.00% expense ratio.
Return for Risk
MXEOX vs. CEMFX — Risk / Return Rank
MXEOX
CEMFX
MXEOX vs. CEMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Cullen Emerging Markets High Dividend Fund (CEMFX). 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.
| MXEOX | CEMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.25 | -0.73 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.86 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.87 | -0.85 |
Martin ratioReturn relative to average drawdown | 7.76 | 10.73 | -2.97 |
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
| MXEOX | CEMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.25 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.76 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.46 | -0.25 |
Correlation
The correlation between MXEOX and CEMFX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXEOX vs. CEMFX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than CEMFX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 0.99% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% | 0.00% | 0.00% |
CEMFX Cullen Emerging Markets High Dividend Fund | 2.03% | 1.72% | 3.31% | 4.68% | 1.26% | 2.62% | 2.13% | 4.16% | 2.26% | 3.59% | 3.65% | 4.60% |
Drawdowns
MXEOX vs. CEMFX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, roughly equal to the maximum CEMFX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for MXEOX and CEMFX.
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Drawdown Indicators
| MXEOX | CEMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.30% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -12.41% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -28.13% | -10.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -13.95% | -12.41% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -9.69% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.33% | +0.44% |
Volatility
MXEOX vs. CEMFX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Cullen Emerging Markets High Dividend Fund (CEMFX) at 6.95%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than CEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | CEMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 6.95% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 12.42% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 16.42% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 14.09% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 14.92% | +4.01% |