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MXEOX vs. EAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MXEOX vs. EAEMX

Last updated Apr 2, 2026

Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Parametric Emerging Markets Fund (EAEMX).

MXEOX is managed by Great-West. It was launched on Jan 4, 2018. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.

Performance

MXEOX vs. EAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Emerging Markets Equity Fund (MXEOX) and Parametric Emerging Markets Fund (EAEMX). The values are adjusted to include any dividend payments, if applicable.

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MXEOX vs. EAEMX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
MXEOX
Great-West Emerging Markets Equity Fund		3.61%32.78%9.84%9.67%-22.34%-3.49%18.39%21.67%-21.34%
EAEMX
Parametric Emerging Markets Fund		2.89%27.16%5.39%9.46%-11.27%4.19%2.65%12.32%-16.20%

Returns By Period

In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly higher than EAEMX's 2.89% return.

MXEOX

1D
2.58%
1M
-9.99%
YTD
3.61%
6M
7.50%
1Y
33.45%
3Y*
16.71%
5Y*
3.53%
10Y*
—

EAEMX

1D
1.89%
1M
-6.17%
YTD
2.89%
6M
6.54%
1Y
26.50%
3Y*
13.51%
5Y*
6.33%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Great-West Emerging Markets Equity Fund

Parametric Emerging Markets Fund

Often compared with MXEOX:
MXEOX vs. VEMAXMXEOX vs. VIPSXMXEOX vs. MXLSXMXEOX vs. MXIVXMXEOX vs. MXMVXMXEOX vs. MXMDXMXEOX vs. MXINX
Often compared with EAEMX:
EAEMX vs. DEMIXEAEMX vs. EITEXEAEMX vs. SIEMXEAEMX vs. GLLSXEAEMX vs. DESIXEAEMX vs. EHSTXEAEMX vs. FSSGX

MXEOX vs. EAEMX - Expense Ratio Comparison

MXEOX has a 1.23% expense ratio, which is lower than EAEMX's 1.58% expense ratio.

EAEMX
Parametric Emerging Markets Fund
MXEOX
Great-West Emerging Markets Equity Fund

Return for Risk

MXEOX vs. EAEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MXEOX
MXEOX Risk / Return Rank: 8787
Overall Rank
MXEOX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MXEOX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MXEOX Omega Ratio Rank: 8787
Omega Ratio Rank
MXEOX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MXEOX Martin Ratio Rank: 8484
Martin Ratio Rank
EAEMX
EAEMX Risk / Return Rank: 9191
Overall Rank
EAEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EAEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EAEMX Omega Ratio Rank: 9292
Omega Ratio Rank
EAEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EAEMX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXEOX vs. EAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Parametric Emerging Markets Fund (EAEMX). 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.

MXEOXEAEMXDifference

Sharpe ratio

Return per unit of total volatility

1.90

2.25

-0.35

Sortino ratio

Return per unit of downside risk

2.49

2.86

-0.37

Omega ratio

Gain probability vs. loss probability

1.38

1.46

-0.08

Calmar ratio

Return relative to maximum drawdown

2.44

2.68

-0.25

Martin ratio

Return relative to average drawdown

9.15

10.25

-1.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXEOX vs. EAEMX - Sharpe Ratio Comparison

The current MXEOX Sharpe Ratio is 1.90, which is comparable to the EAEMX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MXEOX and EAEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

MXEOXEAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.25

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.56

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.47

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.28

-0.05

Correlation

The correlation between MXEOX and EAEMX is 0.87, 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. EAEMX - Dividend Comparison

MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than EAEMX's 2.75% yield.

TTM20252024202320222021202020192018201720162015
MXEOX
Great-West Emerging Markets Equity Fund		0.97%1.00%1.36%2.01%1.61%3.42%1.85%0.94%1.00%0.00%0.00%0.00%
EAEMX
Parametric Emerging Markets Fund		2.75%2.83%3.00%2.71%4.40%1.64%1.08%2.48%2.14%2.31%1.52%1.68%

Drawdowns

MXEOX vs. EAEMX - Drawdown Comparison

The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for MXEOX and EAEMX.

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Drawdown Indicators

MXEOXEAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-41.05%

-62.70%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-9.90%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-25.43%

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.16%

—

Current Drawdown

Current decline from peak

-11.73%

-8.20%

-3.53%

Average Drawdown

Average peak-to-trough decline

-17.50%

-13.58%

-3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.59%

+1.25%

Volatility

MXEOX vs. EAEMX - Volatility Comparison

Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MXEOXEAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.21%

5.94%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

8.80%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

12.17%

+7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

11.42%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

13.38%

+5.56%