MXEOX vs. DEMIX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Delaware Emerging Markets Fund (DEMIX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996.
Performance
MXEOX vs. DEMIX - Performance Comparison
Loading graphics...
MXEOX vs. DEMIX - 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% |
DEMIX Delaware Emerging Markets Fund | 13.36% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -20.02% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than DEMIX's 13.36% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
DEMIX
- 1D
- 0.99%
- 1M
- -18.24%
- YTD
- 13.36%
- 6M
- 43.46%
- 1Y
- 104.80%
- 3Y*
- 35.24%
- 5Y*
- 12.50%
- 10Y*
- 14.40%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXEOX vs. DEMIX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Return for Risk
MXEOX vs. DEMIX — Risk / Return Rank
MXEOX
DEMIX
MXEOX vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Delaware Emerging Markets Fund (DEMIX). 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 | DEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 3.11 | -1.59 |
Sortino ratioReturn per unit of downside risk | 2.05 | 3.29 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 4.81 | -2.78 |
Martin ratioReturn relative to average drawdown | 7.76 | 18.57 | -10.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXEOX | DEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 3.11 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.54 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.44 | -0.23 |
Correlation
The correlation between MXEOX and DEMIX is 0.85, 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. DEMIX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than DEMIX's 16.74% 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% |
DEMIX Delaware Emerging Markets Fund | 16.74% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
Drawdowns
MXEOX vs. DEMIX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum DEMIX drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for MXEOX and DEMIX.
Loading graphics...
Drawdown Indicators
| MXEOX | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -63.15% | +22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -20.32% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -43.95% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.29% | — |
Current DrawdownCurrent decline from peak | -13.95% | -19.53% | +5.58% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -18.54% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 5.26% | -1.49% |
Volatility
MXEOX vs. DEMIX - Volatility Comparison
The current volatility for Great-West Emerging Markets Equity Fund (MXEOX) is 8.64%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 19.15%. This indicates that MXEOX experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXEOX | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 19.15% | -10.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 28.50% | -14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 33.36% | -14.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 23.11% | -5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 21.94% | -3.01% |