MXEOX vs. FCEEX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019.
Performance
MXEOX vs. FCEEX - Performance Comparison
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MXEOX vs. FCEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 1.01% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 11.25% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 1.82% | 34.81% | 10.51% | 12.52% | -16.96% | -1.29% | 10.19% | 9.77% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than FCEEX's 1.82% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
FCEEX
- 1D
- -0.96%
- 1M
- -11.83%
- YTD
- 1.82%
- 6M
- 5.92%
- 1Y
- 31.80%
- 3Y*
- 17.72%
- 5Y*
- 5.70%
- 10Y*
- —
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MXEOX vs. FCEEX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than FCEEX's 0.17% expense ratio.
Return for Risk
MXEOX vs. FCEEX — Risk / Return Rank
MXEOX
FCEEX
MXEOX vs. FCEEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). 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 | FCEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.80 | -0.28 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.33 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.33 | -0.30 |
Martin ratioReturn relative to average drawdown | 7.76 | 9.14 | -1.38 |
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 | FCEEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.80 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.35 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.47 | -0.26 |
Correlation
The correlation between MXEOX and FCEEX is 0.92, 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. FCEEX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than FCEEX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 3.23% | 3.29% | 4.17% | 4.36% | 4.08% | 3.38% | 2.98% | 0.40% | 0.00% |
Drawdowns
MXEOX vs. FCEEX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, which is greater than FCEEX's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for MXEOX and FCEEX.
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Drawdown Indicators
| MXEOX | FCEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -34.68% | -6.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -12.98% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -33.96% | -4.51% |
Current DrawdownCurrent decline from peak | -13.95% | -12.98% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -11.50% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.30% | +0.47% |
Volatility
MXEOX vs. FCEEX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) at 8.12%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than FCEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | FCEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 8.12% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 13.24% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 17.66% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 16.53% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 18.16% | +0.77% |