MXEOX vs. EITEX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
MXEOX vs. EITEX - Performance Comparison
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MXEOX vs. EITEX - 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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 1.05% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 4.51% | 12.51% | -15.42% |
Returns By Period
The year-to-date returns for both investments are quite close, with MXEOX having a 1.01% return and EITEX slightly higher at 1.05%.
MXEOX
- 1D
- -1.15%
- 1M
- -12.25%
- YTD
- 1.01%
- 6M
- 4.80%
- 1Y
- 30.09%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
EITEX
- 1D
- -0.37%
- 1M
- -7.97%
- YTD
- 1.05%
- 6M
- 4.93%
- 1Y
- 25.34%
- 3Y*
- 13.39%
- 5Y*
- 6.30%
- 10Y*
- 6.47%
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MXEOX vs. EITEX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Return for Risk
MXEOX vs. EITEX — Risk / Return Rank
MXEOX
EITEX
MXEOX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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 | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.09 | -0.56 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.65 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.45 | -0.42 |
Martin ratioReturn relative to average drawdown | 7.76 | 9.50 | -1.74 |
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 | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.09 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.53 | -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 | 0.21 | 0.51 | -0.30 |
Correlation
The correlation between MXEOX and EITEX is 0.88, 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. EITEX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than EITEX's 4.72% 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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.72% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
Drawdowns
MXEOX vs. EITEX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for MXEOX and EITEX.
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Drawdown Indicators
| MXEOX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -61.70% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -9.88% | -4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -25.99% | -12.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.10% | — |
Current DrawdownCurrent decline from peak | -13.95% | -9.88% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -14.00% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.55% | +1.22% |
Volatility
MXEOX vs. EITEX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | EITEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 5.60% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 8.76% | +4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 12.26% | +6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 12.05% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 13.68% | +5.25% |