MXEOX vs. ESCIX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
MXEOX vs. ESCIX - Performance Comparison
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MXEOX vs. ESCIX - 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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 8.91% | 26.07% | 3.55% | 19.64% | -24.45% | 11.93% | 43.41% | 15.24% | -23.22% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than ESCIX's 8.91% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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MXEOX vs. ESCIX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
MXEOX vs. ESCIX — Risk / Return Rank
MXEOX
ESCIX
MXEOX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.59 | -1.07 |
Sortino ratioReturn per unit of downside risk | 2.05 | 3.42 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.53 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.47 | -0.44 |
Martin ratioReturn relative to average drawdown | 7.76 | 14.33 | -6.57 |
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 | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.59 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.37 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.39 | -0.18 |
Correlation
The correlation between MXEOX and ESCIX is 0.73, 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. ESCIX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, more than ESCIX's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 0.42% | 0.91% | 0.00% | 0.56% | 0.60% | 0.00% | 0.00% | 0.13% | 0.11% | 1.66% | 1.16% |
Drawdowns
MXEOX vs. ESCIX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum ESCIX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for MXEOX and ESCIX.
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Drawdown Indicators
| MXEOX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -48.76% | +7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -12.84% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -36.59% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.76% | — |
Current DrawdownCurrent decline from peak | -13.95% | -0.74% | -13.21% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -13.45% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.49% | +1.28% |
Volatility
MXEOX vs. ESCIX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 0.00% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 8.91% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 15.75% | +3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 15.86% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 17.64% | +1.29% |